anomaly v2.0.1
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Detecting Anomalies in Data
Implements Collective And Point Anomaly (CAPA) <arXiv:1806.01947>, Multi-Variate Collective And Point Anomaly (MVCAPA) <arXiv:1909.01691>, and Proportion Adaptive Segment Selection (PASS) <doi:10.1093/biomet/ass059> methods for the detection of anomalies in time series data.
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anomaly
Fast anomaly detection in R
In Brief
This R package implements CAPA (Collective And Point Anomalies) introduced by Fisch, Eckley and Fearnhead (2018). The package is available on CRAN and contains lightcurve data from the Kepler telescope to illustrate the algorithm.
About CAPA
CAPA detects and distinguishes between collective and point anomalies. The algorithm's runtime scales linearly at best and quadratically at worst in the number of datapoints. It is coded in C and can process 10000 datapoints almost instantly.
Functions in anomaly
| Name | Description | |
| capa | A technique for detecting anomalous segments and points based on CAPA. | |
| simulate | A function for generating simulated multivariate data | |
| Lightcurves | Kepler Lightcurve data. | |
| machinetemp | Machine temperature data. | |
| summary | Summary of collective and point anomalies. | |
| capa.mv | Detection of multivariate anomalous segments and points using MVCAPA. | |
| anomaly_series | A technique for detecting anomalous segments based on CAPA. | |
| ac_corrected | Transforms the data X to account for autocorrelation. | |
| period_average | A function to search the Kepler data for periodically recurring dips in luminosity. | |
| pass | Detection of multivariate anomalous segments using PASS. | |
| plot | Visualisation of data, collective and point anomalies. | |
| collective_anomalies | Collective anomaly location, lags, and mean/variance changes. | |
| capa.uv | Detection of univariate anomalous segments and points using CAPA. | |
| robustscale | robustscale | |
| point_anomalies | Point anomaly location and strength. | |
| show | Displays S4 objects produced by capa methods. | |
| No Results! | ||
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Details
| Type | Package |
| Date | 2019-09-04 |
| License | GPL |
| LinkingTo | Rcpp,BH |
| NeedsCompilation | yes |
| RoxygenNote | 6.1.1 |
| RdMacros | Rdpack |
| Packaged | 2019-09-11 09:18:15 UTC; grosedj1 |
| Repository | CRAN |
| Date/Publication | 2019-09-11 11:00:08 UTC |
| imports | assertive , dplyr , ggplot2 , methods , Rcpp (>= 0.12.18) , Rdpack , reshape2 , rlang , robust |
| linkingto | BH |
| suggests | magrittr |
| depends | R (>= 2.10) |
| Contributors | Idris Eckley, Alex Fisch, Paul Fearnhead, Lawrence Bardwell |
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