feat(cloudwatch): support anomaly detection alarms

packages/@aws-cdk/aws-cloudwatch/README.md

@@ -260,6 +260,39 @@ different between them. This affects both the notifications sent out over SNS,
 as well as the EventBridge events generated by this Alarm. If you are writing
 code to consume these notifications, be sure to handle both formats.
 
+### Anomaly Detection Alarms
+
+[Anomaly Detection Alarms](https://docs.aws.amazon.com/AmazonCloudWatch/latest/monitoring/Create_Anomaly_Detection_Alarm.html) can be created on metrics in one of two ways. Either create an `AnomalyDetectionAlarm`
+object, passing the `Metric` object to set the alarm on:
+
+```ts
+declare const fn: lambda.Function;
+
+new cloudwatch.AnomalyDetectionAlarm(this, 'AnomalyDetectionAlarm', {
+  metric: fn.metricErrors(),
+  threshold: 2,
+  evaluationPeriods: 2,
+});
+```
+
+Alternatively, you can call `metric.createAnomalyDetectionAlarm()`:
+
+```ts
+declare const fn: lambda.Function;
+
+fn.metricErrors().createAnomalyDetectionAlarm(this, 'AnomalyDetectionAlarm', {
+  threshold: 2,
+  evaluationPeriods: 2,
+});
+```
+
+The most important properties to set while creating an AnomalyDetectionAlarm are:
+
+- `threshold`: the number of standard deviations away from the expected value to compare the metric's value against.
+- `comparisonOperator`: the comparison operation to use, defaults to enforcing both lower and upper bounds.
+- `evaluationPeriods`: how many consecutive periods the metric has to be
+  breaching the the threshold for the alarm to trigger.
+
 ### Composite Alarms
 
 [Composite Alarms](https://aws.amazon.com/about-aws/whats-new/2020/03/amazon-cloudwatch-now-allows-you-to-combine-multiple-alarms/)

packages/@aws-cdk/aws-cloudwatch/lib/alarm.ts

@@ -51,18 +51,24 @@ export enum ComparisonOperator {
   /**
    * Specified statistic is lower than or greater than the anomaly model band.
    * Used only for alarms based on anomaly detection models
+   *
+   * @deprecated Use AnomalyDetectionAlarm instead.
    */
   LESS_THAN_LOWER_OR_GREATER_THAN_UPPER_THRESHOLD = 'LessThanLowerOrGreaterThanUpperThreshold',
 
   /**
    * Specified statistic is greater than the anomaly model band.
    * Used only for alarms based on anomaly detection models
+   *
+   * @deprecated Use AnomalyDetectionAlarm instead.
    */
   GREATER_THAN_UPPER_THRESHOLD = 'GreaterThanUpperThreshold',
 
   /**
    * Specified statistic is lower than the anomaly model band.
    * Used only for alarms based on anomaly detection models
+   *
+   * @deprecated Use AnomalyDetectionAlarm instead.
    */
   LESS_THAN_LOWER_THRESHOLD = 'LessThanLowerThreshold',
 }
@@ -74,31 +80,6 @@ const OPERATOR_SYMBOLS: {[key: string]: string} = {
   LessThanOrEqualToThreshold: '<=',
 };
 
-/**
- * Specify how missing data points are treated during alarm evaluation
- */
-export enum TreatMissingData {
-  /**
-   * Missing data points are treated as breaching the threshold
-   */
-  BREACHING = 'breaching',
-
-  /**
-   * Missing data points are treated as being within the threshold
-   */
-  NOT_BREACHING = 'notBreaching',
-
-  /**
-   * The current alarm state is maintained
-   */
-  IGNORE = 'ignore',
-
-  /**
-   * The alarm does not consider missing data points when evaluating whether to change state
-   */
-  MISSING = 'missing'
-}
-
 /**
  * An alarm on a CloudWatch metric
  */