CRAN

otsad 0.1.0

Online Time Series Anomaly Detectors

Released Apr 1, 2019 by AlaiƱe Iturria

This package cannot yet be used with Renjin it depends on other packages which are not available: plotly 4.9.0 and ggplot2 3.1.1

Dependencies

ggplot2 3.1.1 plotly 4.9.0 sigmoid 0.3.0 reticulate 1.12

Implements a set of online fault detectors for time-series, called: PEWMA see M. Carter et al. (2012) , SD-EWMA and TSSD-EWMA see H. Raza et al. (2015) , KNN-CAD see E. Burnaev et al. (2016) , KNN-LDCD see V. Ishimtsev et al. (2017) and CAD-OSE see M. Smirnov (2018) . The first three algorithms belong to prediction-based techniques and the last three belong to window-based techniques. In addition, the SD-EWMA and PEWMA algorithms are algorithms designed to work in stationary environments, while the other four are algorithms designed to work in non-stationary environments.

Source

R

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