AnomalyDetection: Anomaly Detection Using Seasonal Hybrid Extreme Studentized Deviate Test
異常検知
> library(AnomalyDetection)
> data("raw_data")
バージョン: 1.0
| 関数名 | 概略 |
|---|---|
AnomalyDetectionTs |
Anomaly Detection Using Seasonal Hybrid ESD Test |
AnomalyDetectionVec |
Anomaly Detection Using Seasonal Hybrid ESD Test |
raw_data |
raw_data |
AnomalyDetectionTs
異常検知
Arguments
- x
- max_anoms
- direction... 検出の基準。過剰な時 (
pos)、不足な時 (neg)、両方 (both) - alpha
- only_last
- threshold
- e_value
- longterm
- piecewise_median_period_weeks
- plot
- y_log
- xlabel
- ylabel
- title
- verbose
> AnomalyDetectionTs(raw_data, max_anoms = 0.02, direction = 'both', plot = FALSE)
$anoms
timestamp anoms
1 1980-09-25 16:05:00 21.3510
2 1980-09-29 06:40:00 193.1036
3 1980-09-29 21:44:00 148.1740
4 1980-09-30 17:46:00 52.7478
5 1980-09-30 17:48:00 49.6582
6 1980-09-30 17:50:00 35.6067
7 1980-09-30 17:51:00 32.5045
8 1980-09-30 17:52:00 30.0555
9 1980-09-30 17:53:00 31.2614
10 1980-09-30 17:54:00 30.2551
11 1980-09-30 17:55:00 27.3860
12 1980-09-30 17:56:00 28.9807
13 1980-09-30 17:57:00 29.0844
14 1980-09-30 17:58:00 26.9185
15 1980-09-30 17:59:00 26.4621
16 1980-09-30 18:00:00 27.2180
17 1980-09-30 18:01:00 40.4268
18 1980-09-30 18:02:00 28.8811
19 1980-09-30 18:03:00 27.1294
20 1980-09-30 18:04:00 26.9913
21 1980-09-30 18:05:00 26.7741
22 1980-09-30 18:06:00 30.6972
23 1980-09-30 18:07:00 27.6085
24 1980-09-30 18:08:00 25.2841
25 1980-09-30 18:09:00 25.2264
26 1980-09-30 18:10:00 25.1927
27 1980-09-30 18:11:00 27.6501
28 1980-09-30 18:12:00 24.8858
29 1980-09-30 18:13:00 24.8099
30 1980-09-30 18:14:00 24.2950
31 1980-09-30 18:15:00 24.5221
32 1980-09-30 18:16:00 26.7354
33 1980-09-30 18:17:00 24.7589
34 1980-09-30 18:18:00 25.6300
35 1980-09-30 18:19:00 24.6949
36 1980-09-30 18:20:00 23.6518
37 1980-09-30 18:21:00 27.6977
38 1980-09-30 18:22:00 25.8687
39 1980-09-30 18:23:00 24.6654
40 1980-09-30 18:24:00 24.6694
41 1980-09-30 18:25:00 24.4351
42 1980-09-30 18:26:00 25.7723
43 1980-09-30 18:27:00 24.2502
44 1980-09-30 18:28:00 25.0965
45 1980-09-30 18:29:00 23.9362
46 1980-09-30 18:30:00 24.4127
47 1980-09-30 18:31:00 32.8182
48 1980-09-30 18:32:00 27.4586
49 1980-09-30 18:33:00 26.3163
50 1980-09-30 18:34:00 30.3965
51 1980-09-30 18:35:00 26.9516
52 1980-09-30 18:36:00 26.8908
53 1980-09-30 18:37:00 28.9461
54 1980-09-30 18:38:00 28.9742
55 1980-09-30 18:39:00 30.0406
56 1980-09-30 18:40:00 28.8507
57 1980-09-30 18:41:00 32.7811
58 1980-09-30 18:42:00 27.7468
59 1980-09-30 18:43:00 30.8174
60 1980-09-30 18:44:00 28.5658
61 1980-09-30 18:45:00 27.6677
62 1980-09-30 18:46:00 31.0409
63 1980-09-30 20:16:00 154.7750
64 1980-09-30 20:17:00 148.8620
65 1980-09-30 20:23:00 165.7870
66 1980-09-30 20:24:00 167.5850
67 1980-09-30 20:25:00 170.3490
68 1980-09-30 20:26:00 180.8990
69 1980-09-30 20:27:00 170.5130
70 1980-09-30 20:28:00 174.6780
71 1980-09-30 20:29:00 164.7350
72 1980-09-30 20:30:00 178.8220
73 1980-09-30 20:31:00 198.3260
74 1980-09-30 20:32:00 203.9010
75 1980-09-30 20:33:00 200.3090
76 1980-09-30 20:34:00 178.4910
77 1980-09-30 20:35:00 167.7480
78 1980-09-30 20:36:00 183.0180
79 1980-09-30 20:37:00 176.7690
80 1980-09-30 20:38:00 186.8230
81 1980-09-30 20:39:00 183.6600
82 1980-09-30 20:40:00 179.2760
83 1980-09-30 20:41:00 197.2830
84 1980-09-30 20:42:00 191.0970
85 1980-09-30 20:43:00 194.6700
86 1980-09-30 20:44:00 177.3250
87 1980-09-30 20:45:00 173.7580
88 1980-09-30 20:46:00 200.8160
89 1980-09-30 20:47:00 186.2350
90 1980-09-30 20:48:00 185.4210
91 1980-09-30 20:49:00 178.9580
92 1980-09-30 20:50:00 171.7500
93 1980-09-30 20:51:00 203.2310
94 1980-09-30 20:52:00 181.3540
95 1980-09-30 20:53:00 186.7780
96 1980-09-30 20:54:00 175.5820
97 1980-09-30 20:55:00 176.1250
98 1980-09-30 20:56:00 181.5140
99 1980-09-30 20:57:00 175.2610
100 1980-09-30 20:58:00 164.7190
101 1980-09-30 21:01:00 170.7360
102 1980-09-30 21:02:00 151.5490
103 1980-09-30 21:03:00 149.4120
104 1980-09-30 21:04:00 150.5540
105 1980-09-30 21:06:00 149.5410
106 1980-10-02 23:20:00 188.2908
107 1980-10-05 01:12:00 56.4691
108 1980-10-05 01:13:00 54.9415
109 1980-10-05 01:14:00 52.0359
110 1980-10-05 01:15:00 47.7313
111 1980-10-05 01:16:00 50.5876
112 1980-10-05 01:17:00 48.2846
113 1980-10-05 01:18:00 44.6438
114 1980-10-05 01:19:00 42.3077
115 1980-10-05 01:20:00 38.8363
116 1980-10-05 01:21:00 41.0145
117 1980-10-05 01:22:00 39.5523
118 1980-10-05 01:23:00 38.9117
119 1980-10-05 01:24:00 37.3052
120 1980-10-05 01:25:00 36.1725
121 1980-10-05 01:26:00 37.5150
122 1980-10-05 01:27:00 38.1387
123 1980-10-05 01:28:00 39.5351
124 1980-10-05 01:29:00 38.1834
125 1980-10-05 01:30:00 37.5988
126 1980-10-05 01:31:00 43.6522
127 1980-10-05 01:32:00 47.9571
128 1980-10-05 13:08:00 210.0000
129 1980-10-05 13:18:00 40.0000
130 1980-10-05 13:28:00 250.0000
131 1980-10-05 13:38:00 40.0000
$plot
NULL
AnomalyDetectionVec
Arguments
- x
- max_anoms
- direction
- alpha
- period
- only_last
- threshold
- e_value
- longterm_period
- plot
- y_log
- xlabel
> AnomalyDetectionVec(raw_data[,2], max_anoms = 0.02, period = 1440, direction = 'both', plot = FALSE)
$anoms
index anoms
1 125 21.3510
2 5320 193.1036
3 6224 148.1740
4 7426 52.7478
5 7428 49.6582
6 7430 35.6067
7 7431 32.5045
8 7432 30.0555
9 7433 31.2614
10 7434 30.2551
11 7435 27.3860
12 7436 28.9807
13 7437 29.0844
14 7438 26.9185
15 7439 26.4621
16 7440 27.2180
17 7441 40.4268
18 7442 28.8811
19 7443 27.1294
20 7444 26.9913
21 7445 26.7741
22 7446 30.6972
23 7447 27.6085
24 7448 25.2841
25 7449 25.2264
26 7450 25.1927
27 7451 27.6501
28 7452 24.8858
29 7453 24.8099
30 7454 24.2950
31 7455 24.5221
32 7456 26.7354
33 7457 24.7589
34 7458 25.6300
35 7459 24.6949
36 7460 23.6518
37 7461 27.6977
38 7462 25.8687
39 7463 24.6654
40 7464 24.6694
41 7465 24.4351
42 7466 25.7723
43 7467 24.2502
44 7468 25.0965
45 7469 23.9362
46 7470 24.4127
47 7471 32.8182
48 7472 27.4586
49 7473 26.3163
50 7474 30.3965
51 7475 26.9516
52 7476 26.8908
53 7477 28.9461
54 7478 28.9742
55 7479 30.0406
56 7480 28.8507
57 7481 32.7811
58 7482 27.7468
59 7483 30.8174
60 7484 28.5658
61 7485 27.6677
62 7486 31.0409
63 7576 154.7750
64 7577 148.8620
65 7583 165.7870
66 7584 167.5850
67 7585 170.3490
68 7586 180.8990
69 7587 170.5130
70 7588 174.6780
71 7589 164.7350
72 7590 178.8220
73 7591 198.3260
74 7592 203.9010
75 7593 200.3090
76 7594 178.4910
77 7595 167.7480
78 7596 183.0180
79 7597 176.7690
80 7598 186.8230
81 7599 183.6600
82 7600 179.2760
83 7601 197.2830
84 7602 191.0970
85 7603 194.6700
86 7604 177.3250
87 7605 173.7580
88 7606 200.8160
89 7607 186.2350
90 7608 185.4210
91 7609 178.9580
92 7610 171.7500
93 7611 203.2310
94 7612 181.3540
95 7613 186.7780
96 7614 175.5820
97 7615 176.1250
98 7616 181.5140
99 7617 175.2610
100 7618 164.7190
101 7621 170.7360
102 7622 151.5490
103 7623 149.4120
104 7624 150.5540
105 7626 149.5410
106 10640 188.2908
107 13632 56.4691
108 13633 54.9415
109 13634 52.0359
110 13635 47.7313
111 13636 50.5876
112 13637 48.2846
113 13638 44.6438
114 13639 42.3077
115 13640 38.8363
116 13641 41.0145
117 13642 39.5523
118 13643 38.9117
119 13644 37.3052
120 13645 36.1725
121 13646 37.5150
122 13647 38.1387
123 13648 39.5351
124 13649 38.1834
125 13650 37.5988
126 13651 43.6522
127 13652 47.9571
128 14348 210.0000
129 14358 40.0000
130 14368 250.0000
131 14378 40.0000
$plot
NULL
raw_data
観測数を含んだ時系列データ
> data("raw_data")
> raw_data %>% {
+ class(.) %>% print()
+ dplyr::glimpse(.)
+ }
[1] "data.frame"
Observations: 14,398
Variables: 2
$ timestamp (time) 1980-09-25 14:01:00, 1980-09-25 14:02:00, 1980-09-2...
$ count (dbl) 182.478, 176.231, 183.917, 177.798, 165.469, 181.878...