hanr_red {harbinger} | R Documentation |
Anomaly and change point detector using RED
Description
Anomaly and change point detection using RED The RED 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_red(sw_size = 30, noise = 0.001, trials = 5)
Arguments
sw_size |
sliding window size (default 30) |
noise |
noise |
trials |
trials |
Value
hanr_red
object
Examples
library(daltoolbox)
library(zoo)
#loading the example database
data(examples_anomalies)
#Using simple example
dataset <- examples_anomalies$simple
head(dataset)
# setting up time series emd detector
model <- hanr_red()
# fitting the model
model <- fit(model, dataset$serie)
detection <- detect(model, dataset$serie)
# filtering detected events
print(detection[(detection$event),])
[Package harbinger version 1.0.787 Index]