# Anomaly Detection in R

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### Introduction

Inspired by this Netflix post, I decided to write a post based on this topic using R.

There are several nice packages to achieve this goal, the one we´re going to review is **AnomalyDetection**.

Download full –*and tiny*– R code of this post here.

### Normal Vs. Abnormal

The definition for abnormal, or outlier, is an element which **does not follow the behaviour of the majority**.

Data has noise, same example as a radio which doesn’t have good signal, and you end up listening to some background noise.

- The orange section could be
**noise in data**, since it oscillates around a value without showing a defined pattern, in other words: White noise *Are the red circles noise or they are peaks from an undercover pattern?*

A good algorithm can detect abnormal points considering the inner noise and leaving it behind. The

`AnomalyDetectionTs`

in`AnomalyDetection`

package can perform this task quite well.

### Hands on anomaly detection!

In this example, data comes from the well known wikipedia, which offers an API to download from R the `daily page views`

given any `{term + language}`

.

In this case, we’ve got page views from term `fifa`

, language `en`

, from `2013-02-22`

up to today.

After applying the algorithm, we can plot the original time series plus the **abnormal points** in which the page views were over the expected value.

### About the algorithm

Parameters in algorithm are `max_anoms=0.01`

(to have a maximum of `0.01%`

outliers points in final result), and `direction="pos"`

to detect anomalies over (not below) the expected value.

As a result, **8 anomalies dates** were detected. Additionally, the algorithm returns what it would have been the **expected value**, and an extra calculation is performed to get this value in terms of percentage `perc_diff`

.

*If you want to know more about the maths behind it, google: Generalized ESD and time series decomposition*

**Something went wrong:**
Something strange since 1st expected value is the same value as the series has (`34028`

page views). As a matter of fact `perc_diff`

is 0 while it should be a really low number. However the anomaly is well detected and apparently next ones too. *If you know why, you can email and share the knowledge* 🙂

### Discovering anomalies

Last plot shows a line indicating **linear trend** over an specific period -clearly decreasing-, and **two black circles**. It’s interesting to note that these black points **were not** detected by the algorithm because they are part of a decreasing tendency (noise perhaps?).

A really nice shot by this algorithm since the focus on detections are on the **changes of general patterns**. Just take a look at the last detected point in that period, it was a peak that didn’t follow the **decreasing pattern** (occurred on `2014-07-12`

).

### Checking with the news

These anomalies with the term `fifa`

are correlated with the news, **the first group of anomalies** is related with the FIFA World Cup (around **Jun/Jul 2014**), and **the second group** centered on **May 2015** is related with FIFA scandal.

In the LA Times it can be found a timeline about the scandal, and two important dates –**May 27th and 28th**-, which are two dates **founded by the algorithm**.

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