AnomalyDetection: Automatic Anomaly detection

In StructuralDecompose: Decomposes a Level Shifted Time Series

Automatic Anomaly detection

Description

Automatic Anomaly detection

Usage

AnomalyDetection(
  timeseries,
  frequency = 52,
  conf_level = 1.5,
  breaks,
  window_len = 14
)

Arguments

timeseries	Given time series
frequency	Timeseries frequency, defaults to 12 points
conf_level	Confidence level for Anomaly detection
breaks	breakpoints identified
window_len	Window length for anomaly detection

Value

the list of anomalies in the time series, along with the time series plot

Examples

AnomalyDetection(timeseries = StructuralDecompose::Nile_dataset[,1], breaks = c(4, 50, 80))

AnomalyDetection(timeseries = runif(n = 50, min = 1, max = 10),  breaks = c(4, 20, 30))

StructuralDecompose documentation built on Feb. 16, 2023, 9:46 p.m.