feat(pot): create functions that utilises Peaks Over Threshold method #6
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For lazy users that want to get directly the correct form of Series 😜
…dynamic threshold for exceedance extraction in POT method
…y in anomalytics/stats/__init__.py
…lly for POT method
…ceedance extraction with POT method
…ovides the correct result The function get_exceedance_peaks_over_threshold executes the function get_threshold_peaks_over_threshold to get pot thresholds before subtracting the values with the respective threshold. Now, the low anomaly_type is a bit tricky, but it is solved! The trick is to consider exceedances as always a positive value because it is the difference between data value and threshold value.
…es the correct pd.Series read_ts is an overload and wrapper function for pd.read_csv and pd.read_excel.
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get_threshold_peaks_over_threshold()function to calculate the dynamic threshold usingpd.expand.quantile()function.-[X] Create
get_exceedance_peaks_over_threshold()function to extract exceedances.read_ts()that executescreate_ts-from_csv()andcreate_ts-from_xcls()which are wrapper functions frompd.read_csv()andpd.read_excel().__init__.pyof the respective directory.closes #3
closes #5