anomaly: Detection of Anomalous Structure in Time Series Data

anomaly: Detection of Anomalous Structure in Time Series Data

: anomaly detection, point anomaly, collective anomaly, BARD, CAPA, PASS.

One of the contemporary challenges in anomaly detection is the ability to detect,
and differentiate between, both point and collective anomalies within a data sequence or
time series. The anomaly package has been developed to provide users with a choice of
anomaly detection methods and, in particular, provides an implementation of the recently
proposed collective and point anomaly family of anomaly detection algorithms. This
article describes the methods implemented whilst also highlighting their application to
simulated data as well as real data examples contained in the package.

Alex Fisch

https://www.jstatsoft.org/article/view/v110i01

Lancaster University

August 2024

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English

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