https://github.com/mrtkp9993/anomalydetectioncpp

Simple anomaly detection for univariate time series data.
https://github.com/mrtkp9993/anomalydetectioncpp

anomaly-detection cpp data-science statistics

Last synced: 5 months ago
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Simple anomaly detection for univariate time series data.

• Host: GitHub
• URL: https://github.com/mrtkp9993/anomalydetectioncpp
• Owner: mrtkp9993
• License: gpl-3.0
• Created: 2019-07-07T14:34:53.000Z (over 6 years ago)
• Default Branch: master
• Last Pushed: 2021-01-08T19:11:58.000Z (about 5 years ago)
• Last Synced: 2025-05-07T16:44:53.990Z (11 months ago)
• Topics: anomaly-detection, cpp, data-science, statistics
• Language: C++
• Homepage:
• Size: 27.3 KB
• Stars: 11
• Watchers: 2
• Forks: 3
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# AnomalyDetectionCpp

[![DOI](https://zenodo.org/badge/195661645.svg)](https://zenodo.org/badge/latestdoi/195661645)

## Current methods for anomaly detection

* Three-sigma rule.

* Median absolute deviation.

## Build

```

mkdir build

cd build

cmake ..

make

```

## Usage

* Three-sigma rule (global mean/variance):

    ```

    ./AnomalyDetectionCpp example.csv tsg

    ```

    

* Three-sigma rule (rolling mean/variance):

    ```

    ./AnomalyDetectionCpp example.csv tsr 15

    ```

* Median absolute deviation:

    ```

    ./AnomalyDetectionCpp example.csv mad

    ```