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outliers.ts.oga  

Efficient Outlier Detection in Heterogeneous Time Series Databases
View on CRAN: Click here


Download and install outliers.ts.oga package within the R console
Install from CRAN:
install.packages("outliers.ts.oga")

Install from Github:
library("remotes")
install_github("cran/outliers.ts.oga")

Install by package version:
library("remotes")
install_version("outliers.ts.oga", "0.0.1")



Attach the package and use:
library("outliers.ts.oga")
Maintained by
Pedro Galeano
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-05-28
Latest Update: 2024-05-28
Description:
Programs for detecting and cleaning outliers in single time series and in time series from homogeneous and heterogeneous databases using an Orthogonal Greedy Algorithm (OGA) for saturated linear regression models. The programs implement the procedures presented in the paper entitled "Efficient outlier detection in heterogeneous time series databases" by Pedro Galeano, Daniel Peña and Ruey S. Tsay (2024), working paper, Universidad Carlos III de Madrid.
How to cite:
Pedro Galeano (2024). outliers.ts.oga: Efficient Outlier Detection in Heterogeneous Time Series Databases. R package version 0.0.1, https://cran.r-project.org/web/packages/outliers.ts.oga. Accessed 07 Nov. 2024.
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