Identifies outliers in univariate time series using the algorithm lookout. — lookout_ts • lookout

This is the time series implementation of lookout.

lookout_ts(x, alpha = 0.05)

Arguments

x: The input univariate time series.
alpha: The level of significance. Default is 0.05.

Value

A lookout object.

See also

Examples

set.seed(1)
x <- arima.sim(list(order = c(1,1,0), ar = 0.8), n = 200)
x[50] <- x[50] + 10
plot(x)

lo <- lookout_ts(x)
lo
#> Leave-out-out KDE outliers using lookout algorithm
#> 
#> Call: lookout(X = u, alpha = alpha, unitize = FALSE, bw = NULL, gpd = NULL)
#> 
#>   Outliers Probability
#> 1       50           0
#>