hanr_red: Anomaly and change point detector using RED

In harbinger: A Unified Time Series Event Detection Framework

Anomaly and change point detector using RED

Description

Anomaly and change point detection using RED The RED model adjusts to the time series. Observations distant from the model are labeled as anomalies. It wraps the EMD model presented in the hht library.

Usage

hanr_red(sw_size = 30, noise = 0.001, trials = 5)

Arguments

sw_size	sliding window size (default 30)
noise	noise
trials	trials

Value

hanr_red object

Examples

library(daltoolbox)
library(zoo)

#loading the example database
data(examples_anomalies)

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

# setting up time series emd detector
model <- hanr_red()

# 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.