Online Time Series Anomaly Detectors
Overview
Implements a set of online fault detectors for time-series, called: PEWMA see M. Carter et al. (2012) doi:10.1109/SSP.2012.6319708, SD-EWMA and TSSD-EWMA see H. Raza et al. (2015) doi:10.1016/j.patcog.2014.07.028, KNN-CAD see E. Burnaev et al. (2016) arXiv:1608.04585, KNN-LDCD see V. Ishimtsev et al. (2017) arXiv:1706.03412 and CAD-OSE see M. Smirnov (2018) https://github.com/smirmik/CAD. 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.
- New Features
ReduceAnomaliesis now available for the incremental processing- Minor improvements and fixes
- Fixed the problems with
CpSdEwmaIpSdEwmaOcpSdEwmaandOipSdEwmathat in some cases made return more results than rows in the dataset. - Fixed the error in
GetWindowsLimitsthat gave an error when there were not anomalies in the dataset. IpTsSdEwmaandOipTsSdEwmaimplementation changed to its easier use.- Fixed an error in
IpKnnCad.
From NEWS.md in the release
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- RR 4.5.0 released · 2025-04-11
- archivedRemoved from CRAN2024-06-29email to the maintainer is undeliverable
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.2.02019-09-06 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 0.1.02019-04-01
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2019-04-01
- Total releases
- 2 / 7 yrs
- License
- AGPL (>= 3) OSI
- Minimum R
- ≥ 3.4.0
- Bundled data
- 811 KB / 52 files
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