Wolfram Language Paclet Repository
Community-contributed installable additions to the Wolfram Language
AntonAntonov`ReliabilityTools`
GNNMonAnomalyDetection  |
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Details and Options
Examples
(1)
Basic Examples
(1)
Here is a time series and its length:
In[1]:=
tsData=TimeSeries
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Here is a date list plot with a vertical grid line that marks the training and testing split date:
In[2]:=
splitDate=DateObject[{2024,3,7,12,0,0}];pl=DateListPlot[tsData,AspectRatio1/3,ImageSizeLarge,PlotLabel"GE stock",GridLines{{splitDate},Automatic}]
Out[2]=
Here we split the data into training and testing parts:
In[3]:=
splitPos=Length@Select[tsData["Times"],#≤AbsoluteTime[splitDate]&];{training,testing}=TakeDrop[QuantityMagnitude[tsData["Path"]],splitPos];Length/@{training,testing}
Out[3]=
{173,115}
Here we get the positions of the anomalies:
In[4]:=
pos=
[training〚All,2〛,testing〚All,2〛,"AnomalyPositions","NumberOfNearestNeighbors"10];Shallow[pos]
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Out[4]//Shallow=
{1,2,3,4,5,6,7,8,9,10,98}
Here is a plot of the time series and the found outliers:
In[5]:=
Append[pl,Epilog{Red,PointSize[0.012],Point[testing〚pos〛]}]
Out[5]=
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""