knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.path = "man/figures/README-", out.width = "100%" )
Online Time Series Anomaly Detectors
This package provides anomaly detectors in the context of online time series and their evaluation with the Numenta score.
CAD-OSE algorithm is implemented in Python. It uses bencode library in the hashing step. This dependency can be installed with the Python package manager pip.
$ sudo pip install bencode-python3
You can install the released version of otsad from CRAN with:
# Get the released version from CRAN install.packages("otsad") # Get the latest development version from GitHub devtools::install_github("alaineiturria/otsad")
CpPewma
IpPewma
CpSdEwma
IpSdEwma
CpTsSdEwma
IpTsSdEwma
CpKnnCad(ncm.type = "ICAD")
IpKnnCad(ncm.type = "ICAD")
CpKnnCad(ncm.type = "LDCD")
IpKnnCad(ncm.type = "LDCD")
ContextualAnomalyDetector
EorelmAD
NormalizeScore
+ GetNullAndPerfectScores
ReduceAnomalies
PlotDetections
This is a basic example of the use of otsad package:
library(otsad) ## basic example code # Generate data set.seed(100) n <- 500 x <- sample(1:100, n, replace = TRUE) x[70:90] <- sample(110:115, 21, replace = TRUE) # distributional shift x[25] <- 200 # abrupt transient anomaly x[320] <- 170 # abrupt transient anomaly df <- data.frame(timestamp = 1:n, value = x) # Apply classic processing SD-EWMA detector result <- CpSdEwma(data = df$value, n.train = 5, threshold = 0.01, l = 3)
res <- cbind(df, result) PlotDetections(res, title = "SD-EWMA ANOMALY DETECTOR", return.ggplot = TRUE)
See plotly interactive graph
For more details, see otsad documentation and vignettes.
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