spectralAnomaly-package {spectralAnomaly}R Documentation

spectralAnomaly: Detect Anomalies Using the Spectral Residual Algorithm

Description

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Apply the spectral residual algorithm to data, such as a time series, to detect anomalies. Anomaly scores can be used to determine outliers based upon a threshold or fed into more sophisticated prediction models. Methods are based upon "Time-Series Anomaly Detection Service at Microsoft", Ren, H., Xu, B., Wang, Y., et al., (2019) doi:10.48550/arXiv.1906.03821.

Author(s)

Maintainer: Allen OBrien allen.g.obrien@gmail.com [copyright holder]

See Also

Useful links:


[Package spectralAnomaly version 0.1.1 Index]