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anomaly: Detection of Anomalous Structure in Time Series Data

Research output: Contribution to Journal/MagazineJournal articlepeer-review

<mark>Journal publication date</mark>21/12/2023
<mark>Journal</mark>Journal of Statistical Software
Publication StatusAccepted/In press
<mark>Original language</mark>English


One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users with a choice of anomaly detection methods and, in particular, provides an implementation of the recently proposed CAPA family of anomaly detection algorithms. This article describes the methods implemented whilst also highlighting their application to simulated data as well as real data examples contained in the package.