spectralAnomaly: Detect Anomalies Using the Spectral Residual Algorithm

Apply the spectral residual algorithm to data, such as a time series, to detect anomalies. Anomaly scores can be used to determine outliers based upon a threshold or fed into more sophisticated prediction models. Methods are based upon "Time-Series Anomaly Detection Service at Microsoft", Ren, H., Xu, B., Wang, Y., et al., (2019) <doi:10.48550/arXiv.1906.03821>.

Package details

AuthorAllen OBrien [aut, cre, cph]
MaintainerAllen OBrien <allen.g.obrien@gmail.com>
LicenseMIT + file LICENSE
Version0.1.1
URL https://al-obrien.github.io/spectralAnomaly/ https://github.com/al-obrien/spectralAnomaly
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("spectralAnomaly")

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spectralAnomaly documentation built on Sept. 16, 2024, 1:06 a.m.