replace ADF test with Ljung-Box test for no autocorrelation

src/analyzer/algorithms.py

@@ -207,8 +207,8 @@ def ks_test(timeseries):
     """
     A timeseries is anomalous if 2 sample Kolmogorov-Smirnov test indicates
     that data distribution for last 10 minutes is different from last hour.
-    It produces false positives on non-stationary series so Augmented
-    Dickey-Fuller test applied to check for stationarity.
+    It produces false positives on series with trends so Ljung-Box test for
+    no autocorrelation is used to filter them out.
     """
 
     hour_ago = time() - 3600
@@ -222,8 +222,8 @@ def ks_test(timeseries):
     ks_d, ks_p_value = scipy.stats.ks_2samp(reference, probe)
 
     if ks_p_value < 0.05 and ks_d > 0.5:
-        adf = sm.tsa.stattools.adfuller(reference, 10)
-        if adf[1] < 0.05:
+        _, ljp = sm.stats.diagnostic.acorr_ljungbox(reference)
+        if ljp[-1] > 0.05:
             return True
 
     return False