hanr_fft: Anomaly detector using FFT

In harbinger: A Unified Time Series Event Detection Framework

Anomaly detector using FFT

Description

Anomaly detection using FFT The FFT model adjusts to the time series. Observations distant from the model are labeled as anomalies. It wraps the FFT model presented in the stats library.

Usage

hanr_fft()

Value

hanr_fft object

Examples

library(daltoolbox)

#loading the example database
data(examples_anomalies)

#Using simple example
dataset <- examples_anomalies$simple
head(dataset)

# setting up time series fft detector
model <- hanr_fft()

# fitting the model
model <- fit(model, dataset$serie)

detection <- detect(model, dataset$serie)

# filtering detected events
print(detection[(detection$event),])

harbinger documentation built on June 22, 2024, 7:38 p.m.