Package: spectralAnomaly 0.1.1

spectralAnomaly: Detect Anomalies Using the 'Spectral Residual' Algorithm

Apply the spectral residual algorithm to data, such as a time series, to detect anomalies. Anomaly scores can be used to determine outliers based upon a threshold or fed into more sophisticated prediction models. Methods are based upon "Time-Series Anomaly Detection Service at Microsoft", Ren, H., Xu, B., Wang, Y., et al., (2019) <doi:10.48550/arXiv.1906.03821>.

Authors:Allen OBrien [aut, cre, cph]