One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users with a choice of anomaly detection methods and, in particular, provides an implementation of the recently proposed Collective And Point Anomaly family of anomaly detection algorithms. This article describes the methods implemented whilst also highlighting their application to simulated data as well as real data examples contained in the package.
翻译:异常检测领域当前的挑战之一,是在数据序列或时间序列中同时检测并区分点异常与集体异常。anomaly软件包旨在为用户提供多种异常检测方法选择,尤其实现了近期提出的集体与点异常系列检测算法。本文描述了所实现的方法,同时强调了它们在模拟数据及软件包内置的真实数据示例中的应用。