Interface DSPOTConfig

interface DSPOTConfig {
    driftWindow: number;
    initSize: number;
    initThresholdQuantile: number;
    maxPeaks: number;
    q: number;
}

Properties

driftWindow: number

Window size for local moving average (default 100)

initSize: number

Number of initial data points for calibration

initThresholdQuantile: number

Initial threshold quantile for peak selection (default 0.98)

maxPeaks: number

Maximum number of peaks to retain (default 10000)

q: number

Risk level: probability of false positive (default 1e-4)