Question

I have to track if given a week full of data integers ( 40, 30, 25, 55, 5, 40, etc ) raise an alert when the deviation from the norm happens (the ‘5’ in the above case). An extra nice thing to have would be to actually learn if 5 is a normal event for that day of the week.

Do you know an implementation in ruby that is meant for this issue? In case this is a classic problem, what’s the name of the problem/algorithm?

Answer 1

It’s a very easy thing to calculate, but you will need to tune one parameter. You want to know if any given value is X standard deviations from the mean. To figure this out, calculate the standard deviation (see Wikipedia), then compare each value’s deviation abs(mean - value) from the mean to this value. If a value’s deviation is say, more than two standard deviations from the mean, flag it.

Edit:

To track deviations by weekday, keep an array of integers, one for each day. Every time you encounter a deviation, increment that day’s counter by one. You could also use doubles and instead maintain a percentage of deviations for that day (num_friday_deviations/num_fridays) for example.