stray (0.1.0)

0 users

Anomaly Detection in High Dimensional and Temporal Data.

This is a modification of 'HDoutliers' package. The 'HDoutliers' algorithm is a powerful unsupervised algorithm for detecting anomalies in high-dimensional data, with a strong theoretical foundation. However, it suffers from some limitations that significantly hinder its performance level, under certain circumstances. This package implements the algorithm proposed in Talagala, Hyndman and Smith-Miles (2019) for detecting anomalies in high-dimensional data that addresses these limitations of 'HDoutliers' algorithm. We define an anomaly as an observation that deviates markedly from the majority with a large distance gap. An approach based on extreme value theory is used for the anomalous threshold calculation.

Maintainer: Priyanga Dilini Talagala
Author(s): Priyanga Dilini Talagala [aut, cre] (<>), Rob J Hyndman [ths] (<>), Kate Smith-Miles [ths]

License: GPL-2

Uses: colorspace, FNN, ggplot2, ks, pcaPP

Released 2 months ago.



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of stray yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for stray on google, google scholar, r-help, r-devel.

Visit stray on R Graphical Manual.