| hanr_rtad | R Documentation |
Anomaly and change point detection using RTAD The RTAD 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.
hanr_rtad(sw_size = 30, noise = 0.001, trials = 5, sigma = sd)
sw_size |
sliding window size (default 30) |
noise |
noise |
trials |
trials |
sigma |
function to compute the dispersion |
hanr_rtad object
Ogasawara, E., Salles, R., Porto, F., Pacitti, E. Event Detection in Time Series. 1st ed. Cham: Springer Nature Switzerland, 2025. doi:10.1007/978-3-031-75941-3
library(daltoolbox)
library(zoo)
# Load anomaly example data
data(examples_anomalies)
# Use a simple example
dataset <- examples_anomalies$simple
head(dataset)
# Configure RTAD detector
model <- hanr_rtad()
# Fit the model
model <- fit(model, dataset$serie)
# Run detection
detection <- detect(model, dataset$serie)
# Show detected events
print(detection[(detection$event),])
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