sGMRFmix: Sparse Gaussian Markov Random Field Mixtures for Anomaly Detection

An implementation of sparse Gaussian Markov random field mixtures presented by Ide et al. (2016) <doi:10.1109/ICDM.2016.0119>. It provides a novel anomaly detection method for multivariate noisy sensor data. It can automatically handle multiple operational modes. And it can also compute variable-wise anomaly scores.

Package details

AuthorKoji Makiyama [cre, aut]
MaintainerKoji Makiyama <>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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sGMRFmix documentation built on May 2, 2019, 9:17 a.m.