Anomaly detection using DTW The DTW is applied to the time series. When seq equals one, observations distant from the closest centroids are labeled as anomalies. When seq is grater than one, sequences distant from the closest centroids are labeled as discords. It wraps the tsclust presented in the dtwclust library.
Examples
library(daltoolbox)
#loading the example database
data(examples_anomalies)
#Using simple example
dataset <- examples_anomalies$simple
head(dataset)
#> serie event
#> 1 1.0000000 FALSE
#> 2 0.9689124 FALSE
#> 3 0.8775826 FALSE
#> 4 0.7316889 FALSE
#> 5 0.5403023 FALSE
#> 6 0.3153224 FALSE
# setting up time series regression model
model <- hanct_dtw()
# fitting the model
model <- fit(model, dataset$serie)
detection <- detect(model, dataset$serie)
# filtering detected events
print(detection[(detection$event),])
#> idx event type
#> 50 50 TRUE anomaly