Implements a set of online fault detectors for time-series, called: PEWMA see M. Carter et al. (2012) <doi:10.1109/SSP.2012.6319708>, SD-EWMA and TSSD-EWMA see H. Raza et al. (2015) <doi:10.1016/j.patcog.2014.07.028>, KNN-CAD see E. Burnaev et al. (2016) <arXiv:1608.04585>, KNN-LDCD see V. Ishimtsev et al. (2017) <arXiv:1706.03412> and CAD-OSE see M. Smirnov (2018) <https://github.com/smirmik/CAD>. The first three algorithms belong to prediction-based techniques and the last three belong to window-based techniques. In addition, the SD-EWMA and PEWMA algorithms are algorithms designed to work in stationary environments, while the other four are algorithms designed to work in non-stationary environments.
Package details |
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Author | Alaiñe Iturria [aut, cre], Jacinto Carrasco [aut], Francisco Herrera [aut], Santiago Charramendieta [aut], Karmele Intxausti [aut] |
Maintainer | Alaiñe Iturria <aiturria@ikerlan.es> |
License | AGPL (>= 3) |
Version | 0.2.0 |
URL | https://github.com/alaineiturria/otsad |
Package repository | View on CRAN |
Installation |
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