AnomalyDetection.rs

Installation

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

anomaly_detection = "0.1"

Getting Started

Detect anomalies in a time series

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 = anomaly_detection::params().fit(&series, period);

Get anomalies

res.anomalies();

Parameters

Set parameters

anomaly_detection::params()
    .alpha(0.05)           // level of statistical significance
    .max_anoms(0.1)        // maximum number of anomalies as percent of data
    .direction("both")     // pos, neg, or both

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

stuarth / AnomalyDetection.rs