How to detect the unexpected? Is the behaviour of some measured value normal or did something unexpected happen?
To answer these questions we need to detect anomalous behaviour in a time series. In this article I want to show you how we can do this with prophet.
Prophet is a library written by Facebook in python and R for prediction of time series.
So for anomaly detection we train our model according to the known values except the last n. Then we predict the last n values and compare the predictions with the truth. If they differ we call them an anomaly.
Here’s an example with some data of website usage.