Evaluating EWMA with NAB


#1

Hi,
I am trying to evaluate EWMA using NAB.
I get some negative numbers in final_results.json:

"EWMA": {
        "reward_low_FN_rate": -239.29681425287356,
        "reward_low_FP_rate": -897.695072875,
        "standard": -404.6348765517242
    }

I assumed nothing should perform worse than the “null”-detector.
Is this a proper “bad” result score or does it mean I am doing something wrong here.

Find my anomaly scores for EWMA (alpha=0.01 threshold=3.0) here.

Thank you in advance for any hints.

BR
Evgenij


#2

This question is being handled here:


#3