AnomalyDetection {StructuralDecompose}

Automatic Anomaly detection

Description

Automatic Anomaly detection

Usage

AnomalyDetection(
  timeseries,
  frequency = 52,
  conf_level = 1.5,
  breaks,
  window_len = 14
)

Arguments

timeseries

Given time series

frequency

Timeseries frequency, defaults to 12 points

conf_level

Confidence level for Anomaly detection

breaks

breakpoints identified

window_len

Window length for anomaly detection

Value

the list of anomalies in the time series, along with the time series plot

Examples

AnomalyDetection(timeseries = StructuralDecompose::Nile_dataset[,1], breaks = c(4, 50, 80))

AnomalyDetection(timeseries = runif(n = 50, min = 1, max = 10),  breaks = c(4, 20, 30))