tests/examples/cp_knn_cad_example.R

In alaineiturria/otsad: Online Time Series Anomaly Detectors

## Generate data
set.seed(100)
n <- 350
x <- sample(1:100, n, replace = TRUE)
x[70:90] <- sample(110:115, 21, replace = TRUE)
x[25] <- 200
x[320] <- 170
df <- data.frame(timestamp = 1:n, value = x)

## Set parameters
params.KNN <- list(threshold = 1, n.train = 50, l = 19, k = 17)

## Calculate anomalies
result <- CpKnnCad(
  data = df$value,
  n.train = params.KNN$n.train,
  threshold = params.KNN$threshold,
  l = params.KNN$l,
  k = params.KNN$k,
  ncm.type = "ICAD",
  reducefp = TRUE
)

## Plot results
res <- cbind(df, result)
PlotDetections(res, title = "KNN-CAD ANOMALY DETECTOR")