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R中时间序列数据的异常检测

更新时间:2022-05-04 23:02:57

您可能会看到R中提供的以下软件包。

You may have a look at the following packages available in R.

R包 预测 使用时间序列的黄土分解来识别和替换离群值。

The R package forecast uses loess decomposition of time series to identify and replace outliers.

R包 tsoutliers 实现了 Chen and Liu 过程用于检测时间序列中的异常值。包装随附的文档中提供了有关过程和实现的说明。您可能还会看到此帖子

The R package tsoutliers implements the Chen and Liu procedure for detection of outliers in time series. A description of the procedure and the implementation is given in the documentation attached to the package. You may also see this post.