AnomalyDetection function

Automatic Anomaly detection

AnomalyDetection(
  timeseries,
  frequency = 52,
  conf_level = 1.5,
  breaks,
  window_len = 14
)

Arguments

• timeseries: Given time series
• frequency: Timeseries frequency, defaults to 12 points
• conf_level: Confidence level for Anomaly detection
• breaks: breakpoints identified
• window_len: Window length for anomaly detection

Returns

the list of anomalies in the time series, along with the time series plot

Examples

AnomalyDetection(timeseries = StructuralDecompose::Nile_dataset[,1], breaks = c(4, 50, 80))

AnomalyDetection(timeseries = runif(n = 50, min = 1, max = 10),  breaks = c(4, 20, 30))