saliency_map

Using the provided numeric input, typically a time series, calculate the spectral residual
and output the saliency map for use in anomaly detection.

Apply the spectral residual algorithm to data, such as a
time series, to detect anomalies. Anomaly scores can be used to determine
outliers based upon a threshold or fed into more sophisticated prediction
models. Methods are based upon "Time-Series Anomaly Detection Service at
Microsoft", Ren, H., Xu, B., Wang, Y., et al., (2019)
<doi:10.48550/arXiv.1906.03821>.

Allen OBrien

spectralAnomaly

Detect Anomalies Using the Spectral Residual Algorithm

saliency_map function

<dl><dt>x</dt>
<dd>Numeric vector.</dd>
<dt>window</dt>
<dd>Positive integer value.</dd></dl>

Arguments

Create saliency map — saliency_map

<dl>

<dt>x</dt>
<dd>Numeric vector.</dd>


<dt>window</dt>
<dd>Positive integer value.</dd>

</dl>

saliency_map: Create saliency map

Description

Usage

Value

Arguments

See Also

Examples