Anomaly Detection for Monitoring

this.stddev = function() {
var mean = this.mean();
return Math.sqrt(this.sos/this.points.length - mean*mean);
}
}
var window = new fixedWindow(5);
window.push(1);
window.push(5);
window.push(9);
console.log(window);
console.log(window.mean());
console.log(window.stddev()*3);
EWMA Window
function movingAverage(alpha) {
this.name = 'ewma';
this.ready = true;
function ma() {
this.value = NaN;
this.push = function(newValue) {
if (isNaN(this.value)) {
this.value = newValue;
ready = true;
return;
}
this.value = alpha*newValue + (1 - alpha)*this.value;
};
}
this.MA = new ma(alpha);
this.sosMA = new ma(alpha);
this.push = function(newValue) {
this.MA.push(newValue);
this.sosMA.push(newValue*newValue);
};
this.mean = function() {
return this.MA.value;
};
this.stddev = function() {
return Math.sqrt(this.sosMA.value -
this.mean()*this.mean());
};
}
64 | Appendix A: Appendix