Performs univariate time series outlier ensemble.

Performs univariate time series outlier ensemble.

uv_tsout_ens(x, frequency = 1, dates = NULL)

Arguments

x

A univariate time series as either a ts object or a vector.

frequency

The frequency associated with the time series

dates

The dates associated with the time series. This is needed for the package anomalize. If not explicitly set dates are set at a frequency 1 ending on the system date.

Value

A list with the following components:

outliers

The outliers detected, repeated if detected by multiple outlier methods.

forcastOut

The outliers detected R package forecast.

tsoutliersOut

The outliers detected R package tsoutliers.

otsadOut

The outliers detected R package otsad.

anomalizeOut

The outliers detected R package anomalize.

outmat

A matrix containing zeros and ones, with ones representing time points identified as outliers from different methods.

Examples

if (FALSE) {
set.seed(100)
n <- 500
x <- sample(1:100, n, replace=TRUE)
x[25] <- 200
x[320] <- 270
df <- data.frame(timestamp=1:n, value=x)
plot(ts(df$value))
out <- uv_tsout_ens(x)
out
}