tests/examples/contextual_ad_example.R

In alaineiturria/otsad: Online Time Series Anomaly Detectors

## Generate data
set.seed(100)
n <- 200
x <- sample(1:100, n, replace = TRUE)
x[70:90] <- sample(110:115, 21, replace = TRUE)
x[25] <- 200
x[150] <- 170
df <- data.frame(timestamp = 1:n, value = x)

## Calculate anomalies
\donttest{
   result <- ContextualAnomalyDetector(data = df$value, rest.period = 10, base.threshold = 0.9)

   ## Plot results
   res <- cbind(df, result$result)
   PlotDetections(res, title = "CAD_OSE ANOMALY DETECTOR")
}