seasonalEsd

swordfish.function.seasonalEsd()

Conduct anomaly detection with the Seasoned Extreme Studentized Deviate test (S-ESD).

The result is a table of anomalies. It has 2 columns: column index records the subscript of anomalies in data, and column anoms are the anomaly values.

Parameters:

• data (Constant) – A numeric vector.

• period (Constant) – An integer larger than 1 indicating the length of a time-series cycle.

• hybrid (Constant, optional) – A Boolean value indicating whether to use median and median absolute deviation to replace mean and standard deviation. The results are more robust if hybrid=true, by default DFLT.

• maxAnomalies (Constant, optional) –

  A positive integer or a floating number between 0 and 0.5, by default DFLT.

  • If maxAnomalies is a positive integer, it must be smaller than the size of data. It indicates the upper bound of the number of anomalies.

  • If maxAnomalies is a floating number between 0 and 0.5, the upper bound of the number of anomalies is int(size(data) * maxAnomalies).

• alpha (Constant, optional) – A positive number indicating the significance level of the statistical test. A larger alpha means a higher likelihood of detecting anomalies, by default DFLT