uv_tsout_ens: Performs univariate time series outlier ensemble.

In composits: Compositional, Multivariate and Univariate Time Series Outlier Ensemble

Performs univariate time series outlier ensemble.

Description

Performs univariate time series outlier ensemble.

Usage

uv_tsout_ens(x, frequency = 1, dates = NULL)

Arguments

x	A univariate time series as either a ts object or a vector.
frequency	The frequency associated with the time series
dates	The dates associated with the time series. This is needed for the package anomalize. If not explicitly set dates are set at a frequency 1 ending on the system date.

Value

A list with the following components:

outliers	The outliers detected, repeated if detected by multiple outlier methods.
forcastOut	The outliers detected R package forecast.
tsoutliersOut	The outliers detected R package tsoutliers.
otsadOut	The outliers detected R package otsad.
anomalizeOut	The outliers detected R package anomalize.
outmat	A matrix containing zeros and ones, with ones representing time points identified as outliers from different methods.

Examples

## Not run: 
set.seed(100)
n <- 500
x <- sample(1:100, n, replace=TRUE)
x[25] <- 200
x[320] <- 270
df <- data.frame(timestamp=1:n, value=x)
plot(ts(df$value))
out <- uv_tsout_ens(x)
out

## End(Not run)

composits documentation built on May 25, 2022, 9:11 a.m.