Exclude Weekends from Anomaly Detection

gitaiba

31-10-2013

I work in finance.  Our site activity drops very sharply on weekends as people can't take action since markets are closed.  This means that I get anomalies every weekend for certain events and measurements.  Being able to exclude weekends would help me find true anomalies.

1 Comment (1 New)
1 Comment

jon_narong

14-11-2013

Or to make this more general, day of week should be considered in the anomaly detection algorithms.