The package can be used to detect both global as well as local anomalies. This is achieved by employing time series decomposition and using robust statistical metrics. In addition, for long time series it employs piecewise approximation for anomaly detection. Besides time series, the package can also be used to detect anomalies in a vector of numerical values.
Read more and download the package from here – https://github.com/twitter/AnomalyDetection