The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
We proposes a framework that provides real time support for early detection of anomalous series within a large collection of streaming time series data. By definition, anomalies are rare in comparison to a system's typical behaviour. We define an anomaly as an observation that is very unlikely given the forecast distribution. The algorithm first forecasts a boundary for the system's typical behaviour using a representative sample of the typical behaviour of the system. An approach based on extreme value theory is used for this boundary prediction process. Then a sliding window is used to test for anomalous series within the newly arrived collection of series. Feature based representation of time series is used as the input to the model. To cope with concept drift, the forecast boundary for the system's typical behaviour is updated periodically. More details regarding the algorithm can be found in Talagala, P. D., Hyndman, R. J., Smith-Miles, K., et al. (2019) <doi:10.1080/10618600.2019.1617160>.
Version: | 0.5.0 |
Depends: | R (≥ 3.4.0) |
Imports: | pcaPP, stats, ggplot2, ks, MASS, RcppRoll, mgcv, moments , RColorBrewer, mvtsplot, tibble, reshape, dplyr, graphics, tidyr, kernlab, magrittr |
Suggests: | testthat, tidyverse |
Published: | 2019-12-16 |
DOI: | 10.32614/CRAN.package.oddstream |
Author: | Priyanga Dilini Talagala [aut, cre], Rob J. Hyndman [ths], Kate Smith-Miles [ths] |
Maintainer: | Priyanga Dilini Talagala <pritalagala at gmail.com> |
BugReports: | https://github.com/pridiltal/oddstream/issues |
License: | GPL-3 |
NeedsCompilation: | no |
CRAN checks: | oddstream results |
Reference manual: | oddstream.pdf |
Package source: | oddstream_0.5.0.tar.gz |
Windows binaries: | r-devel: oddstream_0.5.0.zip, r-release: oddstream_0.5.0.zip, r-oldrel: oddstream_0.5.0.zip |
macOS binaries: | r-release (arm64): oddstream_0.5.0.tgz, r-oldrel (arm64): oddstream_0.5.0.tgz, r-release (x86_64): oddstream_0.5.0.tgz, r-oldrel (x86_64): oddstream_0.5.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=oddstream 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.
Health stats visible at Monitor.