kats.detectors.residual_translation module

Detectors based on predictors, basically work as follows: calculate the residual (i.e., difference between predicted and current value), and translate it into a false-alarm probability by how large it is. This is often done by assuming that residuals are distributed normally. In practice, the residuals are often non-normal (sometimes even being asymmetric). This module “learns” the distribution of the residual (using kernel density estimation), and outputs a false-alarm probability based on it.