Online Time Series Anomaly Detectors

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) < 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.


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install.packages("otsad")

0.1.0 by Alaiñe Iturria, 17 days ago


https://github.com/alaineiturria/otsad


Report a bug at https://github.com/alaineiturria/otsad/issues


Browse source code at https://github.com/cran/otsad


Authors: Alaiñe Iturria [aut, cre] , Jacinto Carrasco [aut] , Francisco Herrera [aut] , Santiago Charramendieta [aut] , Karmele Intxausti [aut]


Documentation:   PDF Manual  


Task views: Time Series Analysis


AGPL (>= 3) license


Imports stats, ggplot2, plotly, sigmoid, reticulate

Suggests testthat, stream, knitr, rmarkdown

System requirements: Python (>= 3.0.1); bencode-python3 (1.0.2)


See at CRAN