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otsad: Online Time Series Anomaly Detectors

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) <doi:10.48550/arXiv.1608.04585>, KNN-LDCD see V. Ishimtsev et al. (2017) <doi:10.48550/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.

Version: 0.2.0
Depends: R (≥ 3.4.0)
Imports: stats, ggplot2, plotly, sigmoid, reticulate
Suggests: testthat, stream, knitr, rmarkdown
Published: 2019-09-06
Author: Alaiñe Iturria [aut, cre], Jacinto Carrasco [aut], Francisco Herrera [aut], Santiago Charramendieta [aut], Karmele Intxausti [aut]
Maintainer: Alaiñe Iturria <aiturria at ikerlan.es>
BugReports: https://github.com/alaineiturria/otsad/issues
License: AGPL (≥ 3)
URL: https://github.com/alaineiturria/otsad
NeedsCompilation: no
SystemRequirements: Python (>= 3.0.1); bencode-python3 (1.0.2)
Citation: otsad citation info
Materials: README NEWS
In views: TimeSeries
CRAN checks: otsad results

Documentation:

Reference manual: otsad.pdf
Vignettes: The otsad Package: Online Time-Series Anomaly Detectors

Downloads:

Package source: otsad_0.2.0.tar.gz
Windows binaries: r-devel: otsad_0.2.0.zip, r-release: otsad_0.2.0.zip, r-oldrel: otsad_0.2.0.zip
macOS binaries: r-release (arm64): otsad_0.2.0.tgz, r-oldrel (arm64): otsad_0.2.0.tgz, r-release (x86_64): otsad_0.2.0.tgz, r-oldrel (x86_64): otsad_0.2.0.tgz
Old sources: otsad archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=otsad to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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