anomaly: Detection of Anomalous Structure in Time Series Data

One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users with a choice of anomaly detection methods and, in particul...

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Bibliographic Details
Main Authors: Alex Fisch, Daniel Grose, Idris A. Eckley, Paul Fearnhead, Lawrence Bardwell
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2024-08-01
Series:Journal of Statistical Software
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Online Access:https://www.jstatsoft.org/index.php/jss/article/view/4257
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Summary:One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users with a choice of anomaly detection methods and, in particular, provides an implementation of the recently proposed collective and point anomaly family of anomaly detection algorithms. This article describes the methods implemented whilst also highlighting their application to simulated data as well as real data examples contained in the package.
ISSN:1548-7660