[R] How to identify runs or clusters of events in time

[Mark Shanks]

Hi,


Imagine the two problems:


1) You have an event that occurs repeatedly over time. You want to identify periods when the event occurs more frequently than the base rate of occurrence. Ideally, you don't want to have to specify the period (e.g., break into months), so the analysis can be sensitive to scenarios such as many events happening only between, e.g., June 10 and June 15 - even though the overall number of events for the month may not be much greater than usual. Similarly, there may be a cluster of events that occur from March 28 to April 3. Ideally, you want to pull out the base rate of occurrence and highlight only the periods when the frequency is less or greater than the base rate.


2) Events again occur repeatedly over time in an inconsistent way. However, this time, the event has positive or negative outcomes - such as a spot check of conformity to regulations. You again want to know whether there is a group of negative outcomes close together in time. This analysis should take into account the negative outcomes as well though. E.g., if from June 10 to June 15 you get 5 negative outcomes and no positive outcomes it should be flagged. On the other hand, if from June 10 to June 15 you get 5 negative outcomes interspersed between many positive outcomes it should be ignored.


I'm guessing that there is some statistical approach designed to look at these types of issues. What is it called? What package in R implements it? I basically just need to know where to start.


Thanks,


Mark

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