
Google Analytics' Anomaly Detection Technique [pdf] - godelmachine
http://people.ischool.berkeley.edu/~hal/Papers/2013/pred-present-with-bsts.pdf
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godelmachine
TL;DR -

Intelligence applies a Bayesian state space-time series model to the
historical data to forecast the value of the most recent observed datapoint in
the time series.

Intelligence flags the datapoint as an anomaly using a statistical
significance test with p-value thresholds based on the amount of data in the
reporting view.

