hanr_arima {harbinger}

Anomaly detector using ARIMA.

Description

Anomaly detection using ARIMA The ARIMA model adjusts to the time series. Observations distant from the model are labeled as anomalies. It wraps the ARIMA model presented in the forecast library.

Usage

hanr_arima()

Value

hanr_arima object

Examples

library(daltoolbox)

#loading the example database
data(examples_anomalies)

#Using simple example
dataset <- examples_anomalies$simple
head(dataset)

# setting up time series regression model
model <- hanr_arima()

# fitting the model
model <- fit(model, dataset$serie)

detection <- detect(model, dataset$serie)

# filtering detected events
print(detection[(detection$event),])