Functions for Rare Events Analysis
Functions for detecting and analyzing rare events in data.
Implements isolation forest (Liu et al., 2008, )
and clustering
for anomaly detection in time series residuals. Decomposes time series
using LOESS (Locally Estimated Scatterplot Smoothing) or STL
(Seasonal-Trend decomposition using LOESS). Detects marine heatwaves
and cold spells following Hobday et al. (2016) .
Provides goodness-of-fit tests for quantile regression (Haupt et al.,
2011, ), partial dependence with
quantile random forests, MCC (Matthews Correlation Coefficient)
computation and testing, knee-point detection via the Kneedle algorithm
(Satopaa et al., 2011, ), and spatial
point matching.