alaineiturria/otsad: Online Time Series Anomaly Detectors

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>, CAD-OSE see M. Smirnov (2018) <https://github.com/smirmik/CAD> and EORELM-AD see Iturria (2021) <https://github.com/alaineiturria/otsad>. 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.

install.packages("remotes")
remotes::install_github("alaineiturria/otsad")