tests/examples/ocp_pewma_example.R

## Generate data
set.seed(100)
n <- 180
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
result <- OcpPewma(
  data = df$value,
  n.train = 5,
  alpha0 = 0.8,
  beta = 0.1,
  l = 3
)

## Plot results
res <- cbind(df, result)
PlotDetections(res, title = "PEWMA ANOMALY DETECTOR")
alaineiturria/otsad documentation built on Jan. 12, 2023, 12:26 p.m.