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anomaly-detection-time-serieslisted

Formal time-series methods that augment the hand-coded fingerprint library in traffic-change-diagnosis. Use this skill when traffic-change-diagnosis fingerprints overlap, when the user asks "is this real?", or when the change date is contested. Applies STL decomposition, Bayesian online changepoint detection, Prophet, quantile regression, sequential probability ratio test, and Granger causality. Use whenever interpreting a series where day-of-week confounds an eyeballed drop, where two candidate causes share a week, or where an alert needs to fire before an analyst sees the chart. Pairs with analytics-diagnostic-method for the surrounding investigation and with sequential-monitoring for the SPRT details. Triggers when Clamp MCP traffic_timeseries returns a series spanning more than 14 days, or when via Clamp the user shares a daily/hourly metric history that needs a non-eyeball verdict.
clamp-sh/analytics-skills · ★ 6 · AI & Automation · score 81
Install: claude install-skill clamp-sh/analytics-skills
# Anomaly detection for time series The fingerprint library in `traffic-change-diagnosis` is a fast first pass: it pattern-matches the *shape* of a drop against twelve common causes. It is right most of the time and wrong when it matters most — when two fingerprints fit the same shape, when the user's eyeballed change date is off by a day, or when a counterfactual baseline is needed instead of a slope match. This skill adds six formal methods that resolve those cases. None of them replace the fingerprints; they adjudicate when fingerprints conflict. ## When NOT to use this - The fingerprint match is unambiguous (single hypothesis, >0.7 confidence in the diagnosis worksheet). Running STL or BOCD on a clean tracking-regression drop is ceremony. - The series is shorter than 14 days. STL needs at least two full seasonal cycles; BOCD's posterior is noisy with less than ~30 observations; Prophet needs more history than that to fit changepoints. For short series, stick to `analytics-diagnostic-method`'s denominator + sample-size discipline. - The user wants a real-time alert on a single metric and hasn't already decided what "anomalous" means. That's a monitoring-design conversation, not a detection method; load `sequential-monitoring` instead. - The metric is count-based with most days at zero (e.g. a niche conversion event). STL and Prophet assume continuous-ish residuals; you'll get nonsense decompositions. Use Poisson-tail tests instead. ## Pick one method per question Do n