Rob J. Hyndman shows off a function in the forecast package in R:
The
tsoutliers()function in the forecast package for R is useful for identifying anomalies in a time series. However, it is not properly documented anywhere. This post is intended to fill that gap.The function began as an answer on CrossValidated and was later added to the forecast package because I thought it might be useful to other people. It has since been updated and made more reliable.
Read on to see how it works. This is one of the reasons I like the R programming language so much for data analysis and statistics: usually, somebody smarter than me has already built a solution to the problem and it’s just a matter of finding the right function. H/T R-Bloggers