Crate anomaly_detection

AnomalyDetection.rs

Time series AnomalyDetection for Rust

Learn how it works

Installation

Add this line to your application’s Cargo.toml under [dependencies]:

anomaly_detection = "0.3"

Getting Started

Detect anomalies in a time series

use anomaly_detection::AnomalyDetector;

let series = vec![
    5.0, 9.0, 2.0, 9.0, 0.0, 6.0, 3.0, 8.0, 5.0, 18.0,
    7.0, 8.0, 8.0, 0.0, 2.0, 15.0, 0.0, 5.0, 6.0, 7.0,
    3.0, 6.0, 1.0, 4.0, 4.0, 4.0, 30.0, 7.0, 5.0, 8.0
];
let period = 7; // number of observations in a single period

let res = AnomalyDetector::fit(&series, period).unwrap();

Get anomalies

res.anomalies();

Parameters

Set parameters

AnomalyDetector::params()
    .alpha(0.05)                    // level of statistical significance
    .max_anoms(0.1)                 // maximum number of anomalies as percent of data
    .direction(Direction::Both)     // Positive, Negative, or Both
    .verbose(false)                 // show progress

Credits

This library was ported from the AnomalyDetection R package and is available under the same license.

References

• Automatic Anomaly Detection in the Cloud Via Statistical Learning

History

View the changelog

Contributing

Everyone is encouraged to help improve this project. Here are a few ways you can help:

• Report bugs
• Fix bugs and submit pull requests
• Write, clarify, or fix documentation
• Suggest or add new features

To get started with development:

git clone https://github.com/ankane/AnomalyDetection.rs.git
cd AnomalyDetection.rs
cargo test

Structs

AnomalyDetectionParams

A set of anomaly detection parameters.

AnomalyDetectionResult

An anomaly detection result.

AnomalyDetector

An anomaly detector.

Enums

Direction

The direction to detect anomalies.

Error

The error type for anomaly detection.

Functions

params

Creates a new set of parameters.