Tidy Anomaly Detection With Anomalize

Abdul Majed Raja walks us through an example using the anomalize package:

One of the important things to do with Time Series data before starting with Time Series forecasting or Modelling is Time Series Decomposition where the Time series data is decomposed into Seasonal, Trend and remainder components. anomalize has got a function time_decompose() to perform the same. Once the components are decomposed, anomalize can detect and flag anomalies in the decomposed data of the reminder component which then could be visualized with plot_anomaly_decomposition() .

btc_ts %>% time_decompose(Price, method = "stl", frequency = "auto", trend = "auto") %>% anomalize(remainder, method = "gesd", alpha = 0.05, max_anoms = 0.2) %>% plot_anomaly_decomposition()

As you can see from the above code, the decomposition happens based on ‘stl’ method which is the common method of time series decomposition but if you have been using Twitter’s AnomalyDetection, then the same can be implemented in anomalize by combining time_decompose(method = “twitter”) with anomalize(method = "gesd"). Also the ‘stl’ method of decomposition can also be combined with anomalize(method = "iqr") for a different IQR based anomaly detection.

Read on to see what else you can do with anomalize.

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