anomaly: An R package for detecting anomalies in data.

Fisch, Alex and Grose, Daniel and Eckley, Idris and Fearnhead, Paul (2018) anomaly: An R package for detecting anomalies in data. UNSPECIFIED.

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Abstract

Implements Collective And Point Anomaly (CAPA) <arXiv:1806.01947>, Multi-Variate Collective And Point Anomaly (MVCAPA) <arXiv:1909.01691>, Proportion Adaptive Segment Selection (PASS) <doi:10.1093/biomet/ass059>, and Bayesian Abnormal Region Detector (BARD) <doi:10.1214/16-BA998> methods for the detection of anomalies in time series data.

Item Type:

Other

Departments:

Faculty of Science and Technology > Mathematics and Statistics

ID Code:

133676

Deposited By:

ep_importer_pure

Deposited On:

21 May 2019 13:35

Refereed?:

Published?:

Published

Last Modified:

15 Jul 2024 09:03

URI:

https://eprints.lancs.ac.uk/id/eprint/133676