hanr_remd {harbinger}

Anomaly detector using REMD

Description

Anomaly detection using REMD 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 forecast library.

Usage

hanr_remd(noise = 0.1, trials = 5)

Arguments

noise

nosie

trials

trials

Value

hanr_remd 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_remd()

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

detection <- detect(model, dataset$serie)

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