9.20 Detecção de anomalias
https://cran.r-project.org/web/packages/anomaly/index.html https://cran.r-project.org/web/packages/weird/weird.pdf https://arxiv.org/abs/2010.09353
library(anomaly)
# generate some multivariate data
data(simulated)
res<-capa(sim.data,type="mean",min_seg_len=2,max_lag=5)
collective_anomalies(res)## start end variate start.lag end.lag mean.change test.statistic
## 1 96 114 1 1 0 4.018394 60.27592
## 2 96 114 2 0 5 5.564281 61.20709
## 3 96 114 3 1 2 3.819790 49.65726
## 4 96 114 4 1 0 5.356023 80.34034
## 5 96 114 5 1 1 5.264275 73.69985
## 6 96 114 6 1 0 4.127136 61.90704
## 7 96 114 7 2 0 3.619736 50.67630
## 8 96 114 8 1 0 5.545376 83.18064
## 9 195 216 1 3 0 3.994905 67.91338
## 10 195 216 2 3 3 3.795815 53.14141
## 11 195 216 3 3 2 3.907880 58.61820
## 12 195 216 4 3 2 5.722770 85.84155
## 13 195 216 5 0 5 4.014707 60.22061
## 14 195 216 6 3 1 4.196164 67.13863
## 15 195 216 7 1 1 4.201183 75.62130
## 16 195 216 8 2 2 5.457783 87.32452
## 17 195 216 9 3 2 4.814811 72.22217
## 18 195 216 10 0 2 5.232346 94.18223
## 19 195 216 11 3 2 4.609110 69.13665
## 20 195 216 12 0 2 4.290237 77.22427
## 21 298 316 1 2 0 3.160070 53.72120
## 22 298 316 2 5 1 4.419896 57.45865
## 23 298 316 3 2 4 3.143040 40.85952
## 24 298 316 4 2 1 3.408935 54.54297
## 25 298 316 5 2 2 3.738732 56.08098
## 26 298 316 6 0 2 2.730929 46.42580
## 27 298 316 7 2 1 4.844388 77.51021
## 28 298 316 8 2 1 4.322873 69.16596
## 29 298 316 9 2 2 4.511744 67.67616
## 30 298 316 10 0 2 2.660721 45.23226
## 31 298 316 11 2 2 3.033993 45.50989
## 32 298 316 12 2 3 3.295933 46.14306
## 33 298 316 13 3 2 6.114997 85.60996
## 34 298 316 14 2 2 3.503196 52.54795
## 35 298 316 15 2 5 4.341289 52.09547
## 36 298 316 16 1 3 3.322004 49.83007