stray (version 0.1.1)

Anomaly Detection in High Dimensional and Temporal Data

Description

This is a modification of 'HDoutliers' package. The 'HDoutliers' algorithm is a powerful unsupervised algorithm for detecting anomalies in high-dimensional data, with a strong theoretical foundation. However, it suffers from some limitations that significantly hinder its performance level, under certain circumstances. This package implements the algorithm proposed in Talagala, Hyndman and Smith-Miles (2019) for detecting anomalies in high-dimensional data that addresses these limitations of 'HDoutliers' algorithm. We define an anomaly as an observation that deviates markedly from the majority with a large distance gap. An approach based on extreme value theory is used for the anomalous threshold calculation.

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Install

install.packages('stray')

Monthly Downloads

152

Version

0.1.1

License

GPL-2

Last Published

June 29th, 2020

Functions in stray (0.1.1)