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@ -1,14 +1,12 @@ |
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from enum import Enum |
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from enum import Enum |
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import logging |
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import logging |
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import numpy as np |
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import numpy as np |
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import operator |
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from collections import OrderedDict |
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import pandas as pd |
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import pandas as pd |
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import math |
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import math |
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from typing import Optional, Union, List, Tuple |
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from typing import Optional, Union, List, Tuple |
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from analytic_types import AnalyticUnitId, ModelCache |
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from analytic_types import AnalyticUnitId, ModelCache |
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from analytic_types.detector_typing import DetectionResult, AnomalyProcessingResult |
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from analytic_types.detector_typing import DetectionResult, ProcessingResult |
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from analytic_types.data_bucket import DataBucket |
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from analytic_types.data_bucket import DataBucket |
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from analytic_types.segment import Segment |
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from analytic_types.segment import Segment |
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from detectors import Detector, ProcessingDetector |
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from detectors import Detector, ProcessingDetector |
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@ -27,12 +25,12 @@ class Bound(Enum): |
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class AnomalyDetector(ProcessingDetector): |
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class AnomalyDetector(ProcessingDetector): |
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def __init__(self, analytic_unit_id: AnalyticUnitId): |
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def __init__(self, analytic_unit_id: AnalyticUnitId): |
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self.analytic_unit_id = analytic_unit_id |
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super().__init__(analytic_unit_id) |
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self.bucket = DataBucket() |
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self.bucket = DataBucket() |
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def train(self, dataframe: pd.DataFrame, payload: Union[list, dict], cache: Optional[ModelCache]) -> ModelCache: |
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def train(self, dataframe: pd.DataFrame, payload: Union[list, dict], cache: Optional[ModelCache]) -> ModelCache: |
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segments = payload.get('segments') |
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segments = payload.get('segments') |
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enable_bounds: str = payload.get('enableBounds') or 'ALL' |
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enable_bounds = Bound(payload.get('enableBounds') or 'ALL') |
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prepared_segments = [] |
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prepared_segments = [] |
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time_step = utils.find_interval(dataframe) |
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time_step = utils.find_interval(dataframe) |
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@ -40,7 +38,7 @@ class AnomalyDetector(ProcessingDetector): |
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'confidence': payload['confidence'], |
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'confidence': payload['confidence'], |
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'alpha': payload['alpha'], |
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'alpha': payload['alpha'], |
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'timeStep': time_step, |
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'timeStep': time_step, |
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'enableBounds': enable_bounds |
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'enableBounds': enable_bounds.value |
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} |
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} |
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if segments is not None: |
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if segments is not None: |
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@ -65,55 +63,53 @@ class AnomalyDetector(ProcessingDetector): |
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'cache': new_cache |
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'cache': new_cache |
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} |
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} |
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# TODO: ModelCache -> ModelState |
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# TODO: ModelCache -> DetectorState |
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def detect(self, dataframe: pd.DataFrame, cache: Optional[ModelCache]) -> DetectionResult: |
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def detect(self, dataframe: pd.DataFrame, cache: Optional[ModelCache]) -> DetectionResult: |
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if cache == None: |
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raise f'Analytic unit {self.analytic_unit_id} got empty cache' |
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data = dataframe['value'] |
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data = dataframe['value'] |
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time_step = cache['timeStep'] |
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segments = cache.get('segments') |
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enable_bounds: str = cache.get('enableBounds') or 'ALL' |
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smoothed_data = utils.exponential_smoothing(data, cache['alpha']) |
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# TODO: use class for cache to avoid using string literals |
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alpha = self.get_value_from_cache(cache, 'alpha', required = True) |
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# TODO: use class for cache to avoid using string literals and Bound.TYPE.value |
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confidence = self.get_value_from_cache(cache, 'confidence', required = True) |
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bounds = OrderedDict() |
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segments = self.get_value_from_cache(cache, 'segments') |
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bounds[Bound.LOWER.value] = ( smoothed_data - cache['confidence'], operator.lt ) |
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enable_bounds = Bound(self.get_value_from_cache(cache, 'enableBounds') or 'ALL') |
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bounds[Bound.UPPER.value] = ( smoothed_data + cache['confidence'], operator.gt ) |
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if enable_bounds == Bound.LOWER.value: |
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smoothed_data = utils.exponential_smoothing(data, alpha) |
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del bounds[Bound.UPPER.value] |
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if enable_bounds == Bound.UPPER.value: |
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del bounds[Bound.LOWER.value] |
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lower_bound = smoothed_data - confidence |
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upper_bound = smoothed_data + confidence |
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if segments is not None: |
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if segments is not None: |
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seasonality = cache.get('seasonality') |
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time_step = self.get_value_from_cache(cache, 'timeStep', required = True) |
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assert seasonality is not None and seasonality > 0, \ |
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seasonality = self.get_value_from_cache(cache, 'seasonality', required = True) |
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assert seasonality > 0, \ |
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f'{self.analytic_unit_id} got invalid seasonality {seasonality}' |
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f'{self.analytic_unit_id} got invalid seasonality {seasonality}' |
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data_start_time = utils.convert_pd_timestamp_to_ms(dataframe['timestamp'][0]) |
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data_start_time = utils.convert_pd_timestamp_to_ms(dataframe['timestamp'][0]) |
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data_second_time = utils.convert_pd_timestamp_to_ms(dataframe['timestamp'][1]) |
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for segment in segments: |
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for segment in segments: |
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seasonality_index = seasonality // time_step |
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seasonality_index = seasonality // time_step |
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season_count = math.ceil(abs(segment['from'] - data_start_time) / seasonality) |
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season_count = math.ceil(abs(segment['from'] - data_start_time) / seasonality) |
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start_seasonal_segment = segment['from'] + seasonality * season_count |
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start_seasonal_segment = segment['from'] + seasonality * season_count |
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seasonality_offset = (abs(start_seasonal_segment - data_start_time) % seasonality) // time_step |
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seasonality_offset = (abs(start_seasonal_segment - data_start_time) % seasonality) // time_step |
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#TODO: upper and lower bounds for segment_data |
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segment_data = pd.Series(segment['data']) |
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segment_data = pd.Series(segment['data']) |
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for bound_type, bound_data in bounds.items(): |
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bound_data, _ = bound_data |
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lower_bound = self.add_season_to_data(lower_bound, segment_data, seasonality_offset, seasonality_index, Bound.LOWER) |
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bounds[bound_type] = self.add_season_to_data(bound_data, segment_data, seasonality_offset, seasonality_index, bound_type) |
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upper_bound = self.add_season_to_data(upper_bound, segment_data, seasonality_offset, seasonality_index, Bound.UPPER) |
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assert len(smoothed_data) == len(bounds[bound_type]), \ |
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f'len smoothed {len(smoothed_data)} != len seasonality {len(bounds[bound_type])}' |
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anomaly_indexes = [] |
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anomaly_indexes = [] |
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for idx, val in enumerate(data.values): |
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for idx, val in enumerate(data.values): |
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for bound_type, bound_data in bounds.items(): |
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if val > upper_bound.values[idx]: |
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bound_data, comparator = bound_data |
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if enable_bounds == Bound.UPPER or enable_bounds == Bound.ALL: |
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if comparator(val, bound_data.values[idx]): |
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anomaly_indexes.append(data.index[idx]) |
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if val < lower_bound.values[idx]: |
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if enable_bounds == Bound.LOWER or enable_bounds == Bound.ALL: |
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anomaly_indexes.append(data.index[idx]) |
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anomaly_indexes.append(data.index[idx]) |
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# TODO: use Segment in utils |
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# TODO: use Segment in utils |
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segments = utils.close_filtering(anomaly_indexes, 1) |
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segments = utils.close_filtering(anomaly_indexes, 1) |
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segments = utils.get_start_and_end_of_segments(segments) |
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segments = utils.get_start_and_end_of_segments(segments) |
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@ -176,34 +172,27 @@ class AnomalyDetector(ProcessingDetector): |
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result.segments = utils.merge_intersecting_segments(result.segments, time_step) |
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result.segments = utils.merge_intersecting_segments(result.segments, time_step) |
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return result |
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return result |
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# TODO: ModelCache -> ModelState (don't use string literals) |
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# TODO: remove duplication with detect() |
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def process_data(self, dataframe: pd.DataFrame, cache: ModelCache) -> AnomalyProcessingResult: |
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def process_data(self, dataframe: pd.DataFrame, cache: ModelCache) -> ProcessingResult: |
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segments = cache.get('segments') |
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segments = self.get_value_from_cache(cache, 'segments') |
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enable_bounds: str = cache.get('enableBounds') or 'ALL' |
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alpha = self.get_value_from_cache(cache, 'alpha', required = True) |
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confidence = self.get_value_from_cache(cache, 'confidence', required = True) |
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enable_bounds = Bound(self.get_value_from_cache(cache, 'enableBounds') or 'ALL') |
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# TODO: exponential_smoothing should return dataframe with related timestamps |
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# TODO: exponential_smoothing should return dataframe with related timestamps |
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smoothed_data = utils.exponential_smoothing(dataframe['value'], cache['alpha']) |
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smoothed_data = utils.exponential_smoothing(dataframe['value'], alpha) |
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bounds = OrderedDict() |
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bounds[Bound.LOWER.value] = smoothed_data - cache['confidence'] |
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bounds[Bound.UPPER.value] = smoothed_data + cache['confidence'] |
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if enable_bounds == Bound.LOWER.value: |
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del bounds[Bound.UPPER.value] |
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if enable_bounds == Bound.UPPER.value: |
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del bounds[Bound.LOWER.value] |
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# TODO: remove duplication with detect() |
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lower_bound = smoothed_data - confidence |
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upper_bound = smoothed_data + confidence |
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if segments is not None: |
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if segments is not None: |
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seasonality = cache.get('seasonality') |
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seasonality = self.get_value_from_cache(cache, 'seasonality', required = True) |
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assert seasonality is not None and seasonality > 0, \ |
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assert seasonality > 0, \ |
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f'{self.analytic_unit_id} got invalid seasonality {seasonality}' |
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f'{self.analytic_unit_id} got invalid seasonality {seasonality}' |
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data_start_time = utils.convert_pd_timestamp_to_ms(dataframe['timestamp'][0]) |
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data_start_time = utils.convert_pd_timestamp_to_ms(dataframe['timestamp'][0]) |
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time_step = cache['timeStep'] |
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time_step = self.get_value_from_cache(cache, 'timeStep', required = True) |
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for segment in segments: |
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for segment in segments: |
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seasonality_index = seasonality // time_step |
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seasonality_index = seasonality // time_step |
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@ -212,19 +201,22 @@ class AnomalyDetector(ProcessingDetector): |
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start_seasonal_segment = segment['from'] + seasonality * season_count |
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start_seasonal_segment = segment['from'] + seasonality * season_count |
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seasonality_offset = (abs(start_seasonal_segment - data_start_time) % seasonality) // time_step |
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seasonality_offset = (abs(start_seasonal_segment - data_start_time) % seasonality) // time_step |
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segment_data = pd.Series(segment['data']) |
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segment_data = pd.Series(segment['data']) |
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for bound_type, bound_data in bounds.items(): |
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bounds[bound_type] = self.add_season_to_data(bound_data, segment_data, seasonality_offset, seasonality_index, bound_type) |
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lower_bound = self.add_season_to_data(lower_bound, segment_data, seasonality_offset, seasonality_index, Bound.LOWER) |
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assert len(smoothed_data) == len(bounds[bound_type]), \ |
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upper_bound = self.add_season_to_data(upper_bound, segment_data, seasonality_offset, seasonality_index, Bound.UPPER) |
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f'len smoothed {len(smoothed_data)} != len seasonality {len(bounds[bound_type])}' |
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# TODO: support multiple segments |
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# TODO: support multiple segments |
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timestamps = utils.convert_series_to_timestamp_list(dataframe.timestamp) |
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timestamps = utils.convert_series_to_timestamp_list(dataframe.timestamp) |
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result_bounds = {} |
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lower_bound_timeseries = list(zip(timestamps, lower_bound.values.tolist())) |
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for bound_type, bound_data in bounds.items(): |
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upper_bound_timeseries = list(zip(timestamps, upper_bound.values.tolist())) |
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result_bounds[bound_type] = list(zip(timestamps, bound_data.values.tolist())) |
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result = AnomalyProcessingResult(lower_bound=result_bounds.get(Bound.LOWER.value), upper_bound=result_bounds.get(Bound.UPPER.value)) |
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if enable_bounds == Bound.ALL: |
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return result |
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return ProcessingResult(lower_bound_timeseries, upper_bound_timeseries) |
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elif enable_bounds == Bound.UPPER: |
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return ProcessingResult(upper_bound = upper_bound_timeseries) |
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elif enable_bounds == Bound.LOWER: |
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return ProcessingResult(lower_bound = lower_bound_timeseries) |
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def add_season_to_data(self, data: pd.Series, segment: pd.Series, offset: int, seasonality: int, bound_type: Bound) -> pd.Series: |
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def add_season_to_data(self, data: pd.Series, segment: pd.Series, offset: int, seasonality: int, bound_type: Bound) -> pd.Series: |
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#data - smoothed data to which seasonality will be added |
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#data - smoothed data to which seasonality will be added |
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@ -236,33 +228,17 @@ class AnomalyDetector(ProcessingDetector): |
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#TODO: add seasonality for non empty parts |
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#TODO: add seasonality for non empty parts |
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continue |
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continue |
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if (idx - offset) % seasonality == 0: |
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if (idx - offset) % seasonality == 0: |
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if bound_type == Bound.UPPER.value: |
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if bound_type == Bound.UPPER: |
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upper_segment_bound = self.get_bounds_for_segment(segment)[0] |
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upper_segment_bound = self.get_bounds_for_segment(segment)[0] |
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data = data.add(pd.Series(upper_segment_bound.values, index = segment.index + idx), fill_value = 0) |
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data = data.add(pd.Series(upper_segment_bound.values, index = segment.index + idx), fill_value = 0) |
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elif bound_type == Bound.LOWER.value: |
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elif bound_type == Bound.LOWER: |
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lower_segment_bound = self.get_bounds_for_segment(segment)[1] |
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lower_segment_bound = self.get_bounds_for_segment(segment)[1] |
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data = data.add(pd.Series(lower_segment_bound.values * -1, index = segment.index + idx), fill_value = 0) |
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data = data.add(pd.Series(lower_segment_bound.values * -1, index = segment.index + idx), fill_value = 0) |
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else: |
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else: |
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raise ValueError(f'unknown {bound_type}') |
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raise ValueError(f'unknown bound type: {bound_type.value}') |
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return data[:len_smoothed_data] |
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return data[:len_smoothed_data] |
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def concat_processing_results(self, processing_results: List[AnomalyProcessingResult]) -> Optional[AnomalyProcessingResult]: |
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if len(processing_results) == 0: |
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return None |
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united_result = AnomalyProcessingResult() |
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for result in processing_results: |
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if result.lower_bound is not None: |
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if united_result.lower_bound is None: united_result.lower_bound = [] |
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united_result.lower_bound.extend(result.lower_bound) |
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if result.upper_bound is not None: |
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if united_result.upper_bound is None: united_result.upper_bound = [] |
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united_result.upper_bound.extend(result.upper_bound) |
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return united_result |
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def get_bounds_for_segment(self, segment: pd.Series) -> Tuple[pd.Series, pd.Series]: |
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def get_bounds_for_segment(self, segment: pd.Series) -> Tuple[pd.Series, pd.Series]: |
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''' |
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''' |
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segment is divided by the median to determine its top and bottom parts |
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segment is divided by the median to determine its top and bottom parts |
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