anomaly

MaRDI QIDQ119894CRANFDO

Authors Daniel Grose, Idris Eckley, Paul Fearnhead, Alex Fisch, Lawrence Bardwell

Last update 19 August 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 4.0.2, 1.0.0, 1.1.0, 2.0.1, 2.0.2, 2.0.4, 3.0.0, 3.0.1, 3.0.2, 4.0.0, 4.0.1, 4.3.0, 4.3.1, 4.3.2, PACKAGES.rds, 4.3.3

Description

Implements Collective And Point Anomaly (CAPA) Fisch, Eckley, and Fearnhead (2022) <doi:10.1002/sam.11586>, Multi-Variate Collective And Point Anomaly (MVCAPA) Fisch, Eckley, and Fearnhead (2021) <doi:10.1080/10618600.2021.1987257>, Proportion Adaptive Segment Selection (PASS) Jeng, Cai, and Li (2012) <doi:10.1093/biomet/ass059>, and Bayesian Abnormal Region Detector (BARD) Bardwell and Fearnhead (2015) <doi:10.1214/16-BA998>. These methods are for the detection of anomalies in time series data. Further information regarding the use of this package along with detailed examples can be found in Fisch, Grose, Eckley, Fearnhead, and Bardwell (2024) <doi:10.18637/jss.v110.i01>.

Cites work

• A linear time method for the detection of collective and point anomalies
• anomaly: Detection of Anomalous Structure in Time Series Data
• Bayesian detection of abnormal segments in multiple time series
• Simultaneous discovery of rare and common segment variants
• Subset Multivariate Collective and Point Anomaly Detection

This page was built for software: anomaly