Crate augurs_outlier

Outlier detection

This crate provides implementations of time series outlier detection, the problem of determining whether one time series behaves differently to others in a group. (This is different to anomaly detection, which aims to determine if one or more samples appears to be different within a time series).

Two implementations are planned:

• DBSCAN: implemented
• Median Absolute Difference (MAD): not yet implemented (see GitHub issue)

Example

use augurs::outlier::{OutlierDetector, DbscanDetector};

// Each slice inside `data` is a time series.
// The third one behaves differently at indexes 2 and 3.
let data: &[&[f64]] = &[
    &[1.0, 2.0, 1.5, 2.3],
    &[1.9, 2.2, 1.2, 2.4],
    &[1.5, 2.1, 6.4, 8.5],
];
let detector = DbscanDetector::with_sensitivity(0.5)
    .expect("sensitivity is between 0.0 and 1.0");
let processed = detector.preprocess(data)
    .expect("input data is valid");
let outliers = detector.detect(&processed)
    .expect("detection succeeds");

assert_eq!(outliers.outlying_series.len(), 1);
assert!(outliers.outlying_series.contains(&2));
assert!(outliers.series_results[2].is_outlier);
assert_eq!(outliers.series_results[2].scores, vec![0.0, 0.0, 1.0, 1.0]);

Structs

Band

A band indicating the min and max value considered outlying at each timestamp.

DbscanData

Preprocessed data for the DBSCAN algorithm.

DbscanDetector

A detector for outliers using a 1 dimensional DBSCAN algorithm.

MADData

The preprocessed data for the MAD detector.

MADDetector

A detector using the Median Absolute Deviation (MAD) to detect outliers.

OutlierInterval

A single outlier interval.

OutlierIntervals

A list of outlier intervals for a single series.

OutlierOutput

The result of applying an outlier detection algorithm to a time series.

Series

A potentially outlying series.

Enums

Error

Errors that can occur when working with outlier detection algorithms.

Traits

OutlierDetector

An outlier detection algorithm.