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sGMRFmix (version 0.3.0)

Sparse Gaussian Markov Random Field Mixtures for Anomaly Detection

Description

An implementation of sparse Gaussian Markov random field mixtures presented by Ide et al. (2016) . It provides a novel anomaly detection method for multivariate noisy sensor data. It can automatically handle multiple operational modes. And it can also compute variable-wise anomaly scores.

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Version

Install

install.packages('sGMRFmix')

Monthly Downloads

147

Version

0.3.0

License

MIT + file LICENSE

Maintainer

Koji Makiyama

Last Published

April 16th, 2018

Functions in sGMRFmix (0.3.0)

generate_train_data

Generate train data
compute_anomaly_score

Compute anomaly scores
generate_test_labels

Generate test labels
sGMRFmix

Sparse Gaussian Markov Random Field Mixtures
generate_test_data

Generate test data
plot_multivariate_data

Plot multivariate data