Question: How to identify anomalous trends?
pedropenzuti opened this issue · comments
Hi folks.
First off, I'd like to give a big thank you to the maintainers and contributors of this package. It works great!
However, I do have a question: how would I go about identifying anomalous trends as opposed to transactions ?
Say I have 5 companies and I'm interested in identifying if, amongst those, there is one exhibiting an anomalous trend. Or if I'm selling a group of products, and I'm interested in identifying if any of those have anomalous trends compared to each other. How would I do that?
Again, thank you for the package.
Cheers
Have a look at this one: https://github.com/robjhyndman/anomalous-acm and this paper https://robjhyndman.com/papers/icdm2015.pdf
Will do. Thank you for the quick reply!
It sounds like you may be interested in change point analysis, which is the process of detecting changes int trends. Check out the changepoint R Package. https://r-datameister.blogspot.com/2013/08/changepoint-analysis-of-time-series.html