calculate_outlier_percentage: Generates the percentage of outliers of a ts object.

In mowomoyela/tstaxonomyr: A time series taxonomy to classify univariate or multivariate time series

Description

This is a function to generate the percentage of outliers of an time series object. Points are significant outliers if there probability is smaller the significance level 5 applied to identify number of outliers. Then the mean of the three test results is used as final number of outliers. As input is only required an object from the class time series. Otherwise the function returns an error message. Also, for na_option is only required the string 'mean' or'kalman' allowed. This means, that all na values are either replaced by the mean, or kalman imputation of the ts. The standard value of na_option is 'mean'.

Usage

calculate_outlier_percentage(ts, na_option = "mean")

Arguments

ts	A time series object.
na_option	A string value containing either 'mean' or'kalman'; Standard values is 'mean'.

Value

The percentage of outliers of ts. If the above input params are wrong, an error message is returned.

Examples

calculate_outlier_percentage(ts = datasets::BJsales)

mowomoyela/tstaxonomyr documentation built on May 15, 2019, 4:47 p.m.