GetWindowLength function

Get Window Length

GetWindowLength Calculates the size of the window. This window focuses on the real anomaly and it can be used to know if the detected anomaly is a true positive or not.

GetWindowLength(data.length, num.real.anomaly, window.length.perc = 0.1)

Arguments

• data.length: Dataset length.
• num.real.anomaly: Number of real anomalies contained in the data set.
• window.length.perc: Window length in percentage of the total data

Returns

Window length as numeric.

Details

nrow.data and num.real.anomaly must be numeric. Window length is calculated by default as 10% of the length of the data set divided by the number of real anomalies contained in it.

Examples

## Generate data
set.seed(100)
n <- 180
x <- sample(1:100, n, replace = TRUE)
x[70:90] <- sample(110:115, 21, replace = TRUE)
x[25] <- 200
x[150] <- 170
df <- data.frame(timestamp = 1:n, value = x)

# Add is.real.anomaly column
df$is.real.anomaly <- 0
df[c(25,80,150), "is.real.anomaly"] <- 1

# Get window length
GetWindowLength(data.length = nrow(df), num.real.anomaly = 3)

References

A. Lavin and S. Ahmad, “Evaluating Real-time Anomaly Detection Algorithms – the Numenta Anomaly Benchmark,” in 14th International Conference on Machine Learning and Applications (IEEE ICMLA 15), 2015.