harbinger (version 1.2.747)

hanc_ml: Anomaly detector based on ML classification

Description

Supervised anomaly detection using a DALToolbox classifier trained with labeled events. Predictions above a probability threshold are flagged.

A set of preconfigured classification methods are listed at https://cefet-rj-dal.github.io/daltoolbox/ (e.g., cla_majority, cla_dtree, cla_knn, cla_mlp, cla_nb, cla_rf, cla_svm).

Usage

hanc_ml(model, threshold = 0.5)

Value

hanc_ml object.

Arguments

model

A DALToolbox classification model.

threshold

Numeric. Probability threshold for positive class.

References

• Bishop CM (2006). Pattern Recognition and Machine Learning. Springer.

• Hyndman RJ, Athanasopoulos G (2021). Forecasting: Principles and Practice. OTexts.

• Ogasawara, E., Salles, R., Porto, F., Pacitti, E. Event Detection in Time Series. 1st ed. Cham: Springer Nature Switzerland, 2025. doi:10.1007/978-3-031-75941-3

Examples

library(daltoolbox)

# Load labeled anomaly dataset
data(examples_anomalies)

# Use train-test example
dataset <- examples_anomalies$tt
dataset$event <- factor(dataset$event, labels=c("FALSE", "TRUE"))
slevels <- levels(dataset$event)

# Split into training and test
train <- dataset[1:80,]
test <- dataset[-(1:80),]

# Normalize features
norm <- minmax()
norm <- fit(norm, train)
train_n <- daltoolbox::transform(norm, train)

# Configure a decision tree classifier
model <- hanc_ml(cla_dtree("event", slevels))

# Fit the classifier
model <- fit(model, train_n)

# Evaluate detections on the test set
test_n <- daltoolbox::transform(norm, test)

detection <- detect(model, test_n)
print(detection[(detection$event),])