hanr_emd {harbinger}

Anomaly detector using EMD

Description

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

Usage

hanr_emd(noise = 0.1, trials = 5)

Arguments

noise

nosie

trials

trials

Value

hanr_emd object

Examples

library(daltoolbox)

#loading the example database
data(examples_anomalies)

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

# setting up time series emd detector
model <- hanr_emd()

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

detection <- detect(model, dataset$serie)

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