Other Methods

Learn how to use the mean absolute deviation to improve the accuracy of anomaly detection.

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Mean absolute deviation

Median absolute deviation (MAD) is another way of finding anomalies in a series. MAD is considered better than the z-score for real-life data.

MAD is calculated by finding the median of the deviations from the series median. Just for comparison, the standard deviation is the root square of the average square distance from the mean.

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