harbinger (version 1.2.727)

hanr_fft_sma: Anomaly Detector using Adaptive FFT and Moving Average

Description

This function implements an anomaly detection model based on the Fast Fourier daltoolbox::transform (FFT), combined with an adaptive moving average filter. The method estimates the dominant frequency in the input time series using spectral analysis and then applies a moving average filter with a window size derived from that frequency. This highlights high-frequency deviations, which are likely to be anomalies.

The residuals (original signal minus smoothed version) are then processed to compute the distance from the expected behavior, and points significantly distant are flagged as anomalies. The detection also includes a grouping strategy to reduce false positives by selecting the most representative point in a cluster of consecutive anomalies.

This function extends the HARBINGER framework and returns an object of class hanr_fft_sma.

Usage

hanr_fft_sma()

Value

hanr_fft_sma object

Examples

library(daltoolbox)

#loading the example database
data(examples_anomalies)

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

# setting up time series fft detector
model <- hanr_fft_sma()

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

detection <- detect(model, dataset$serie)

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