Tell us about the problem you're trying to solve
We are dealing with time series data that do not change much on Weekdays but changes a lot on Weekends. With current code, all Weekends data are anomaly

Describe the solution you’d like
Add some filter per-model to ignore changes on Weekends (or any other constrains)

Describe the alternative you’ve considered or used
Increase the z-score threshold to avoid alerts on weekends data. But this solution make weekdays anomaly detection became less effective.