Does anyone know if these R packages (AnomalyDetection, BreakoutDetection) are to be used on large scale data or they more intended to be used in lab work?
Doesn't look like they are setup to run in parallel, but most R stuff isn't. Unless a package has explicit integration with one of the distributed libraries such as doParallel
Would be interesting to see this package hooked up to streaming data and monitor performance
I was wondering if the algorithm could be added to Etsy' Skyline, which does anomaly detection on streaming data, based on a basket of algorithms (see https://github.com/etsy/skyline/blob/master/src/analyzer/alg...). Our own data is periodically bursty, and because Skyline doesn't apply STL like this code, we have data that looks anomalous all the time.
Would be interesting to see this package hooked up to streaming data and monitor performance