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46 lines
1.7 KiB
46 lines
1.7 KiB
7 years ago
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from fbprophet import Prophet
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import pandas as pd
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class prophet_algorithm(object):
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def __init__(self):
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self.model = None
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self.dataset = None
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def fit(self, data, anomalies):
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pass
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def predict(self, data):
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data = data.reset_index()
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data = data.rename(columns={'timestamp': 'ds', 'value': 'y'})
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self.dataset = data
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self.model = Prophet(yearly_seasonality=False, weekly_seasonality=False, daily_seasonality=True)
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self.model.fit(self.dataset)
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future = self.model.make_future_dataframe(freq='H', periods=0, include_history=True)
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forecast = self.model.predict(future)
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cmp_df = forecast.set_index('ds')[['yhat', 'yhat_lower', 'yhat_upper']].join(self.dataset.set_index('ds'))
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cmp_df['e'] = [ max(row.y - row.yhat_upper, row.yhat_lower - row.y, 0) for index, row in cmp_df.iterrows() ]
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return self.__calc_anomalies(cmp_df)
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def __calc_anomalies(self, dataset):
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anomalies = []
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cur_anomaly = None
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for i in range(len(dataset)):
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if dataset['e'][i] > 17:
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if cur_anomaly is None:
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cur_anomaly = {'start': dataset.index[i], 'finish': dataset.index[i], 'weight': 0}
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cur_anomaly['finish'] = dataset.index[i]
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cur_anomaly['weight'] += dataset['e'][i]
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elif cur_anomaly is not None:
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anomalies.append(cur_anomaly)
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cur_anomaly = None
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return anomalies
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if __name__ == "__main__":
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dataset = pd.read_csv('art_daily_flatmiddle.csv', index_col=['timestamp'], parse_dates=['timestamp'])
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algo = prophet_algorithm(dataset)
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res = algo.fit()
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print(res)
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