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AnomalyDetection is an R package developed by Twitter for detecting anomalies in seasonal univariate time series. It implements the Seasonal Hybrid Extreme Studentized Deviate (S‑H‑ESD) test, which reliably identifies both global and local outliers in data with trends and seasonality—commonly applied to system metrics, engagement data, and business KPIs.
Features
- Detects anomalies robustly even under seasonality and trend
- Implements S‑H‑ESD: hybrid ESd with seasonal decomposition
- R package easy to integrate into analytics workflows
- Scalable for large series or batch processing
- Produces clear diagnostic output and flags
- Used extensively for system and product telemetry analysis
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GNU General Public License version 3.0 (GPLv3)Follow AnomalyDetection
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