han_autoencoder {harbinger}

Anomaly detector using autoencoder

Description

Anomaly detector using autoencoder

Usage

han_autoencoder(input_size, encode_size)

Arguments

input_size

Establish the input size for the autoencoder anomaly detector. It is the size of the output also.

encode_size

The encode size for the autoencoder.

Value

han_autoencoder object histogram based method to detect anomalies in time series. Bins with smaller amount of observations are considered anomalies. Values below first bin or above last bin are also considered anomalies.>.

Examples

# setting up time series regression model
#Use the same example of hanr_fbiad changing the constructor to:
model <- han_autoencoder(3,1)