Harbinger Ensemble

Ensemble detector

Usage

har_ensemble(...)

Arguments

...

list of detectors

Value

Harbinger object

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 emd detector
model <- har_ensemble(hanr_arima(), hanr_arima(), hanr_arima())
#model <- har_ensemble(hanr_fbiad(), hanr_arima(), hanr_emd())

# 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