Package: oddstream 0.5.1
oddstream: Outlier Detection in Data Streams
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>.
Authors:
oddstream_0.5.1.tar.gz
oddstream_0.5.1.zip(r-4.5)oddstream_0.5.1.zip(r-4.4)oddstream_0.5.1.zip(r-4.3)
oddstream_0.5.1.tgz(r-4.4-any)oddstream_0.5.1.tgz(r-4.3-any)
oddstream_0.5.1.tar.gz(r-4.5-noble)oddstream_0.5.1.tar.gz(r-4.4-noble)
oddstream_0.5.1.tgz(r-4.4-emscripten)oddstream_0.5.1.tgz(r-4.3-emscripten)
oddstream.pdf |oddstream.html✨
oddstream/json (API)
| # Install 'oddstream' in R: |
| install.packages('oddstream', repos = c('https://pridiltal.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/pridiltal/oddstream/issues
- anomalous_stream - Multivariate timeseries dataset with an anomalous event.
Last updated 4 years agofrom:acb95325e2. Checks:OK: 1 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 26 2024 |
| R-4.5-win | NOTE | Aug 26 2024 |
| R-4.5-linux | NOTE | Aug 26 2024 |
| R-4.4-win | NOTE | Aug 26 2024 |
| R-4.4-mac | NOTE | Aug 26 2024 |
| R-4.3-win | NOTE | Aug 26 2024 |
| R-4.3-mac | NOTE | Aug 26 2024 |
Exports:%>%extract_tsfeaturesfind_odd_streamsget_pc_spacegg_featurespaceset_outlier_threshold
Dependencies:clicolorspacecpp11dplyrfansifarverFNNgenericsggplot2gluegtableisobandkernlabKernSmoothkslabelinglatticelifecyclemagrittrMASSMatrixmclustmgcvmomentsmulticoolmunsellmvtnormmvtsplotnlmepcaPPpillarpkgconfigplyrpracmapurrrR6RColorBrewerRcppRcppRollreshaperlangscalesstringistringrtibbletidyrtidyselectutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Multivariate timeseries dataset with an anomalous event. | anomalous_stream |
| Extract features from a collection of time series | extract_tsfeatures |
| Detect outlying series within a collection of sreaming time series | find_odd_streams |
| Define a feature space using the PCA components of the feature matrix | get_pc_space |
| Produces a ggplot object of two dimensional feature space. | gg_featurespace |
| oddstream: A package for Outlier Detection in Data Streams | oddstream |
| Set a threshold for outlier detection | set_outlier_threshold |
