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robjhyndman / anomalous-acm

Anomalous time series package for R (ACM)
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Find outliers with more dimensions than 2 #14

Open jmarc-u opened 6 years ago

jmarc-u commented 6 years ago

Hi, Is there a way to detect outliers taking in account more than the first 2 PC? For example PC1 + PC2 + PC3 + PC4 if I realise that I need to use all of them to cover a good enough cumulated variance of my original dataset. Would it be possible to modify your source code to make it work? Tx

robjhyndman commented 6 years ago

I suggest you use the tsfeatures package with the OutliersO3 package.

jmarc-u commented 6 years ago

Thank you !