2 writes to PowerMartingaleEpsilon
Microsoft.ML.TimeSeries (2)
SequentialAnomalyDetectionTransformBase.cs (2)
187PowerMartingaleEpsilon = powerMartingaleEpsilon; 225PowerMartingaleEpsilon = ctx.Reader.ReadDouble();
9 references to PowerMartingaleEpsilon
Microsoft.ML.TimeSeries (9)
IidChangePointDetector.cs (2)
84PowerMartingaleEpsilon = transform.InternalTransform.PowerMartingaleEpsilon; 127InternalTransform.AlertThreshold = Math.Exp(InternalTransform.WindowSize * InternalTransform.LogPowerMartigaleBettingFunc(1 - options.Confidence / 100, InternalTransform.PowerMartingaleEpsilon));
SequentialAnomalyDetectionTransformBase.cs (6)
226Host.CheckDecode(0 < PowerMartingaleEpsilon && PowerMartingaleEpsilon < 1); 245Host.Assert(0 < PowerMartingaleEpsilon && PowerMartingaleEpsilon < 1); 261ctx.Writer.Write(PowerMartingaleEpsilon); 593martingaleUpdate = Parent.LogPowerMartigaleBettingFunc(result.Values[2], Parent.PowerMartingaleEpsilon);
SsaChangePointDetector.cs (1)
137InternalTransform.AlertThreshold = Math.Exp(InternalTransform.WindowSize * InternalTransform.LogPowerMartigaleBettingFunc(1 - options.Confidence / 100, InternalTransform.PowerMartingaleEpsilon));