Anomaly detection. Detection period value is included in the calculation of the AVG value for the training period

[winkel163]

Describe the bug
We had a case recently when a monitored value increased by around 25%, but anomaly detection test secceeded with anomaly_sensitivity parameter set to 2, anomaly_direction to both.

It was also unclear where Elementary takes the AVG value from. After some research, I found out that when calculating the AVG value, along with the traning period values, the detection period value is also taken into account.

As a result, the value to be examined affected the AVG value. I am not sure if this is the correct behavour.

In the picture, the value of TRAINING_AVG , highlighted in yellow, is calculated as the AVG for the 3 previous results PLUS the current one:

There may be an inaccuracy in the window function.
I also found similar topic in the Slack channel

Expected behavior
Elementary anomaly detection test failes.

Environment (please complete the following information):

• Elementary dbt package version: 0.15.2
• Data warehouse: Snowflake