Learn R Programming

harbinger (version 1.2.727)

hanr_red: 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)

Value

hanr_red object

Arguments

sw_size

sliding window size (default 30)

noise

noise

trials

trials

Examples

Run this code
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),])

Run the code above in your browser using DataLab