sGMRFmix v0.3.0

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Sparse Gaussian Markov Random Field Mixtures for Anomaly Detection

An implementation of sparse Gaussian Markov random field mixtures presented by Ide et al. (2016) <doi:10.1109/ICDM.2016.0119>. 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.

Functions in sGMRFmix

Name Description
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
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Vignettes of sGMRFmix

Name
sGMRFmix.Rmd
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Details

Type Package
License MIT + file LICENSE
Encoding UTF-8
LazyData true
RoxygenNote 6.0.1
VignetteBuilder knitr
NeedsCompilation no
Packaged 2018-04-16 09:00:00 UTC; kmakiyam
Repository CRAN
Date/Publication 2018-04-16 09:27:39 UTC

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