Error in if (data_sigma == 0) break :

[sarojhange]

Below is the sample: weekly data for a metrics. Want to detect anomalies in this time series. The error I encounter while running the code is : Error in if (data_sigma == 0) break :
missing value where TRUE/FALSE needed
1 2013-01-01 59.94
2 2013-01-08 59.65
3 2013-01-15 61.56
4 2013-01-22 58.37
5 2013-01-29 58.07
6 2013-02-05 57.31
7 2013-02-12 58.53
8 2013-02-19 63.22
9 2013-02-26 60.21
10 2013-03-05 59.09
11 2013-03-12 57.19
12 2013-03-19 55.97
13 2013-03-26 59.96

[datafeelings]

Wasn't this test made to protect from constant time series?
It seems that the function is very sensitive to the % of anomalies that it is supposed to find. Which is good, but should be explained a bit better in the help documentation..

Here is a sample from my time series which is not constant:

1 2015-06-01 00:00:00 1932
2 2015-06-01 01:30:00 857
3 2015-06-01 03:00:00 870
4 2015-06-01 04:30:00 3836
5 2015-06-01 06:00:00 8409
6 2015-06-01 07:30:00 12514
7 2015-06-01 09:00:00 11554
8 2015-06-01 10:30:00 11175
9 2015-06-01 12:00:00 9953
10 2015-06-01 13:30:00 11678
11 2015-06-01 15:00:00 12869
12 2015-06-01 16:30:00 14965
13 2015-06-01 18:00:00 14939
14 2015-06-01 19:30:00 8255
15 2015-06-01 21:00:00 5584
16 2015-06-01 22:30:00 4661

I got the same error as @sarojhange when I called AnomalyDetectionTs() with max_anoms set to 0.1

ans = AnomalyDetectionTs(x = data,
+                          max_anoms = 0.1,
+                          direction = "both",
+                          alpha = 0.05,
+                          longterm = F,
+                          plot = T )
Error in if (data_sigma == 0) break : 
  missing value where TRUE/FALSE needed

But with max_anoms set to 0.01 the function worked fine, and in the plot I could see a correctly identified single anomaly in the data.

ans = AnomalyDetectionTs(x = data,
+                          max_anoms = 0.01,
+                          direction = "both",
+                          alpha = 0.05,
+                          longterm = F,
+                          plot = T )

ans$anoms
            timestamp anoms
1 2015-06-06 16:30:00 29473

[sustakat]

Also having issues with the interactions on this particular code. Seems to run with max_anoms is <10% but will hard break otherwise.

[randakar]

Heh, just ran into the same problem, applying the same fix in the process. This definitely needs a better solution.

[carolemieux]

I had this issue -- the problem in my case was that my timestamps did not have an assigned time zone. this caused an issue in the lines

    R_idx[i] <- data[[1L]][temp_max_idx] 
    data <- data[-which(data[[1L]] == R_idx[i]), ]

of detect_anoms.R, where the comparison data[[1L]] == R_idx[i]) was then failing to return anything, which due to the semantics of which, appears to set data to be the empty dataframe. The failure to return anything is because when there is not an assigned time zone, an earlier assignment to R_idx assigns the time zones to UTC, and somehow all the data was a bit off because of that. Using data[data[[1L]] != R_idx[i], ] instead of the which might fix this problem, but having timestamps in a set time zone is definitely necessary for correctness.