anomaly

CRANanomalyMaRDI QIDQ119894FDOQ119894

Detecting Anomalies in Data

Idris A. Eckley, Lawrence Bardwell, Alex Fisch, Daniel Grose, Paul Fearnhead

Last update: 23 November 2023

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

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

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) <arXiv:1412.5565>. These methods are for the detection of anomalies in time series data.

Cites work

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

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