https://github.com/sevvandi/composits
https://github.com/sevvandi/composits
compositional detection ensemble-model multivariate-timeseries outlier time-series
Last synced: 14 days ago
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- Host: GitHub
- URL: https://github.com/sevvandi/composits
- Owner: sevvandi
- License: gpl-3.0
- Created: 2020-07-07T07:16:26.000Z (about 6 years ago)
- Default Branch: master
- Last Pushed: 2022-05-23T08:59:38.000Z (about 4 years ago)
- Last Synced: 2026-05-25T18:26:02.384Z (2 months ago)
- Topics: compositional, detection, ensemble-model, multivariate-timeseries, outlier, time-series
- Language: R
- Homepage: https://sevvandi.github.io/composits/
- Size: 12.7 MB
- Stars: 0
- Watchers: 3
- Forks: 0
- Open Issues: 2
-
Metadata Files:
- Readme: README.Rmd
- License: LICENSE.md
Awesome Lists containing this project
README
---
output: github_document
bibliography: vignettes/bibliography.bib
---
```{r, include = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
out.width = "100%"
)
```
# composits 
[](https://github.com/sevvandi/composits/actions)
The goal of *composits* is to find outliers in compositional, multivariate and univariate time series. It is an outlier ensemble method that uses the packages ```forecast```, ```tsoutliers```, ```anomalize``` and ```otsad```.
## Installation
You can install the released version of composits from [CRAN](https://CRAN.R-project.org) with:
``` r
install.packages("composits")
```
You can install the development version from [GitHub](https://github.com/) with:
``` r
# install.packages("devtools")
devtools::install_github("sevvandi/composits")
```
## Example
```{r example}
library(composits)
set.seed(100)
n <- 600
x <- sample(1:100, n, replace=TRUE)
x[320] <- 300
x2 <- sample(1:100, n, replace=TRUE)
x3 <- sample(1:100, n, replace=TRUE)
X <- cbind.data.frame(x, x2, x3)
x4 <- sample(1:100, n, replace=TRUE)
X <- cbind.data.frame(x, x2, x3, x4)
out <- mv_tsout_ens(X)
out$all
out$outliers
```
See our [website](https://sevvandi.github.io/composits/index.html) or our paper [@composits] for more examples.
# References