The {spectralAnomaly} package is a simple set of tools for R users to detect anomalies in data, such as a time series, using the ‘Spectral Residual’ method.
The {spectralAnomaly} can be installed directly from CRAN:
install.packages('spectralAnomaly')
You can also install the latest development version of {spectralAnomaly} like so:
::install_github('al-obrien/spectralAnomaly') remotes
library(spectralAnomaly)
<- ts(rnorm(12*6,10,2), start=c(2009, 1), end=c(2014, 12), frequency=12)
test_ts <- anomaly_score(test_ts, score_window = 25)
ts_scores plot(test_ts, type = 'l')
points(test_ts, col = ifelse(ts_scores > quantile(ts_scores, prob = 0.95),'red',NA), pch = 16)
<- c(rnorm(1, 1, n=250),
test_ts_step rnorm(10, 1, n=250))
<- anomaly_score(test_ts_step, score_window = 100)
ts_scores plot(test_ts_step, type = 'l')
points(test_ts_step, col = ifelse(ts_scores > quantile(ts_scores, prob = 0.99),'red',NA), pch = 16)