add_anomaly: Anomaly Component

In tsaux: Time Series Forecasting Auxiliary Functions

Anomaly Component

Description

Anomaly Component

Usage

add_anomaly(x, ...)

## S3 method for class 'issm.component'
add_anomaly(x, time = NULL, delta = 0, ratio = 0.5, ...)

Arguments

x	an object of class issm.component or other supported class.
...	additional parameters.
time	the numeric index of when the anomaly occurs. If NULL, a random time will be chosen.
delta	the autoregressive component determining the type of anomaly. A value of zero results in an additive outlier, a value of 1 in a level shift and anything in between a temporary change with a half life of -log(2)/log(delta).
ratio	the anomaly to series ratio at the time it occurs. For instance, a value of 1 means that the anomaly will jump by 100 percent compared to the data series.

Value

An object of class issm.component updated with the anomaly component.

tsaux documentation built on April 4, 2025, 3:08 a.m.