oddstream

Outlier Detection in Data Streams

CRAN Package

We proposes a framework that provides real time support for early detection of anomalous series within a large collection of streaming time series data. By definition, anomalies are rare in comparison to a system's typical behaviour. We define an anomaly as an observation that is very unlikely given the forecast distribution. The algorithm first forecasts a boundary for the system's typical behaviour using a representative sample of the typical behaviour of the system. An approach based on extreme value theory is used for this boundary prediction process. Then a sliding window is used to test for anomalous series within the newly arrived collection of series. Feature based representation of time series is used as the input to the model. To cope with concept drift, the forecast boundary for the system's typical behaviour is updated periodically. More details regarding the algorithm can be found in Talagala, P. D., Hyndman, R. J., Smith-Miles, K., et al. (2019) doi:10.1080/10618600.2019.1617160.

  • Version0.5.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release12/16/2019

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Insights

Last 30 days

This package has been downloaded 117 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 5 times.

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6 downloadsMar 4, 2025
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 1,668 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Jan 21, 2025 with 26 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


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Dependencies

  • Imports15 packages
  • Suggests2 packages