esd

swordfish.function.esd()

Conduct anomaly detection with the Extreme Studentized Deviate test (ESD).

参数:

• data (Constant) -- A numeric vector.

• hybrid (Constant, optional) -- A Boolean value indicating whether to use median and median absolute deviation to replace mean and standard deviation. The results are more robust if hybrid=true. The default value is false.

• maxAnomalies (Constant, optional) --

  A positive integer or a floating-point number between 0 and 0.5. The default value is 0.1.

  • If maxAnomalies is a positive integer, it must be smaller than the size of data. It indicates the upper bound of the number of anomalies.

  • If maxAnomalies is a floating-point number between 0 and 0.5, the upper bound of the number of anomalies is int(size(data) * maxAnomalies).

• alpha (Constant, optional) -- A positive number indicating the significance level of the statistical test. A larger alpha means a higher likelihood of detecting anomalies.

返回:

A table with 2 columns where column index records the subscript of anomalies in data and column anoms are the anomaly values.

返回类型:

Constant