outliers.ts.oga: Efficient Outlier Detection for Large Time Series Databases

Programs for detecting and cleaning outliers in single time series and in time series from homogeneous and heterogeneous databases using an Orthogonal Greedy Algorithm (OGA) for saturated linear regression models. The programs implement the procedures presented in the paper entitled "Efficient Outlier Detection for Large Time Series Databases" by Pedro Galeano, Daniel Peña and Ruey S. Tsay (2025), working paper, Universidad Carlos III de Madrid. Version 1.1.1 contains some improvements in parallelization with respect to version 1.0.1.

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Package details

AuthorPedro Galeano [aut, cre] (ORCID: <https://orcid.org/0000-0003-2577-2747>), Daniel Peña [aut] (ORCID: <https://orcid.org/0000-0002-9137-1557>), Ruey S. Tsay [aut] (ORCID: <https://orcid.org/0000-0002-4949-4035>)
MaintainerPedro Galeano <pedro.galeano@uc3m.es>
LicenseGPL-3
Version1.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("outliers.ts.oga")

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outliers.ts.oga documentation built on Sept. 9, 2025, 5:37 p.m.