Efficient Outlier Detection for Large Time Series Databases

Programs for detecting and cleaning outliers in single time series and in time series from homogeneous and heterogeneous databases using an Orthogonal Greedy Algorithm (OGA) for saturated linear regression models. The programs implement the procedures presented in the paper entitled "Efficient Outlier Detection for Large Time Series Databases" by Pedro Galeano, Daniel Peña and Ruey S. Tsay (2026), working paper, Universidad Carlos III de Madrid. Version 1.1.2 fixes one bug.


Reference manual

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install.packages("outliers.ts.oga")

1.1.2 by Pedro Galeano, 9 months ago


Browse source code at https://github.com/cran/outliers.ts.oga


Authors: Pedro Galeano [aut, cre] (ORCID: , Daniel Peña [aut] , Ruey S. Tsay [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports caret, forecast, future, future.apply, gsarima, parallelly, robust

Suggests knitr, rmarkdown


See at CRAN