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177-improve-drops-model

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rozetko 6 years ago committed by rozetko
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78dcad5f91
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5eef9011e5
3 changed files with 49 additions and 163 deletions
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  1. 14
      analytics/pattern_detection_model.py
  2. 186
      analytics/step_detector.py
  3. 12
      analytics/worker.py

14
analytics/pattern_detection_model.py
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@ -53,24 +53,12 @@ class PatternDetectionModel:
window_size = 200
dataframe = self.data_prov.get_dataframe()
start_index, stop_index = 0, len(dataframe)
if len(segments) > 0:
min_time, max_time = segments_box(segments)
try:
start_index = dataframe[dataframe['timestamp'] >= min_time].index[0]
stop_index = dataframe[dataframe['timestamp'] > max_time].index[0]
start_index = max(start_index - window_size, 0)
stop_index = min(stop_index + window_size, len(dataframe))
except IndexError:
pass
dataframe = dataframe[start_index:stop_index]
segments = self.data_prov.transform_anomalies(segments)
# TODO: pass only part of dataframe that has segments
self.model.fit(dataframe, segments)
self.__save_model()
return 0
# return last_prediction_time
def predict(self, last_prediction_time):
if self.model is None:

186
analytics/step_detector.py
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@ -1,17 +1,6 @@
import numpy as np
import pickle
def find_segments(array, threshold):
segments = []
above_points = np.where(array > threshold, 1, 0)
ap_dif = np.diff(above_points)
cross_ups = np.where(ap_dif == 1)[0]
cross_dns = np.where(ap_dif == -1)[0]
for upi, dni in zip(cross_ups,cross_dns):
segments.append((upi, dni))
return segments
from scipy.signal import argrelextrema
def is_intersect(target_segment, segments):
for segment in segments:
@ -21,168 +10,67 @@ def is_intersect(target_segment, segments):
return True
return False
def calc_intersections(segments, finded_segments):
intersections = 0
labeled = 0
for segment in segments:
if not segment['labeled']:
continue
labeled += 1
intersect = False
for finded_segment in finded_segments:
start = max(segment['start'], finded_segment[0])
finish = min(segment['finish'], finded_segment[1])
if start <= finish:
intersect = True
break
if intersect:
intersections += 1
return intersections, labeled
def cost_function(segments, finded_segments):
intersections, labeled = calc_intersections(segments, finded_segments)
return intersections == labeled
def compress_segments(segments):
result = []
for segment in segments:
if len(result) == 0 or result[len(result) - 1][1] < segment[0]:
result.append(segment)
else:
result[len(result) - 1] = (result[len(result) - 1][0], segment[1])
def exponential_smoothing(series, alpha):
result = [series[0]]
for n in range(1, len(series)):
result.append(alpha * series[n] + (1 - alpha) * result[n-1])
return result
class StepDetector:
def __init__(self, pattern):
self.pattern = pattern
self.mean = None
self.window_size = None
self.corr_max = None
self.threshold = None
self.segments = []
self.confidence = 1.5
def fit(self, dataframe, segments):
data = dataframe['value']
confidences = []
for segment in segments:
if segment['labeled']:
segment_data = data[segment['start'] : segment['finish'] + 1]
segment_min = min(segment_data)
segment_max = max(segment_data)
confidences.append(0.24 * (segment_max - segment_min))
if len(confidences) > 0:
self.confidence = min(confidences)
else:
self.confidence = 1.5
def fit(self, dataframe, segments, contamination=0.01):
array = dataframe['value'].as_matrix()
self.mean = array.mean()
self.segments = segments
norm_data = (array - self.mean)
self.__optimize(norm_data, segments, contamination)
# print(self.threshold)
# import matplotlib.pyplot as plt
# fig, ax = plt.subplots(figsize=[18, 16])
# ax = fig.add_subplot(2, 1, 1)
# ax.plot(array)
# ax = fig.add_subplot(2, 1, 2, sharex=ax)
# ax.plot(corr_res)
# plt.show()
# #print(R.size)
# # Nw = 20
# # result = R[Nw,Nw:-1]
# # result[0] = 0
# #ax.plot(result)
# #print(len(data))
# #print(len(R))
#
# print(self.window_size)
# print(self.threshold)
def predict(self, dataframe):
array = dataframe['value'].as_matrix()
norm_data = (array - self.mean)
step_size = self.window_size // 2
pattern = np.concatenate([[-1] * step_size, [1] * step_size])
corr_res = np.correlate(norm_data, pattern, mode='valid') / self.window_size
corr_res = np.concatenate((np.zeros(step_size), corr_res, np.zeros(step_size)))
corr_res /= self.corr_max
result = self.__predict(corr_res, self.threshold)
# import matplotlib.pyplot as plt
# fig, ax = plt.subplots(figsize=[18, 16])
# ax = fig.add_subplot(2, 1, 1)
# ax.plot(array[:70000])
# ax = fig.add_subplot(2, 1, 2, sharex=ax)
# ax.plot(corr_res[:70000])
# plt.show()
data = dataframe['value']
result = self.__predict(data)
result.sort()
result = compress_segments(result)
if len(self.segments) > 0:
result = [segment for segment in result if not is_intersect(segment, self.segments)]
return result
def __optimize(self, data, segments, contamination):
window_size = 10
mincost = None
while window_size < 100:
# print(window_size)
cost = self.__optimize_threshold(data, window_size, segments, contamination)
if mincost is None or cost < mincost:
mincost = cost
self.window_size = window_size
window_size = int(window_size * 1.2)
self.__optimize_threshold(data, self.window_size, segments, contamination)
def __optimize_threshold(self, data, window_size, segments, contamination):
step_size = window_size // 2
pattern = np.concatenate([[-1] * step_size, [1] * step_size])
corr_res = np.correlate(data, pattern, mode='same') / window_size
corr_res = np.concatenate((np.zeros(step_size), corr_res, np.zeros(step_size)))
self.corr_max = corr_res.max()
corr_res /= self.corr_max
N = 20
lower = 0.
upper = 1.
cost = 0
for i in range(0, N):
self.threshold = 0.5 * (lower + upper)
result = self.__predict(corr_res, self.threshold)
if len(segments) > 0:
intersections, labeled = calc_intersections(segments, result)
good = intersections == labeled
cost = len(result)
else:
total_sum = 0
for segment in result:
total_sum += (segment[1] - segment[0])
good = total_sum > len(data) * contamination
cost = -self.threshold
def __predict(self, data):
all_normal_flatten_data = data.rolling(window=10).mean()
all_max_flatten_data = data.rolling(window=24).mean()
all_mins = argrelextrema(np.array(all_max_flatten_data), np.less)[0]
extrema_list = []
if good:
lower = self.threshold
else:
upper = self.threshold
for i in exponential_smoothing(data - self.confidence, 0.03):
extrema_list.append(i)
return cost
segments = []
for i in all_mins:
if all_max_flatten_data[i] < extrema_list[i]:
segments.append(i - 20)
def __predict(self, data, threshold):
segments = find_segments(data, threshold)
segments += find_segments(data * -1, threshold)
#segments -= 1
return [(x - 1, y - 1) for (x, y) in segments]
return [(x - 1, x + 1) for x in segments]
def save(self, model_filename):
with open(model_filename, 'wb') as file:
pickle.dump((self.mean, self.window_size, self.corr_max, self.threshold), file)
pickle.dump((self.confidence), file)
def load(self, model_filename):
try:
with open(model_filename, 'rb') as file:
self.mean, self.window_size, self.corr_max, self.threshold = pickle.load(file)
self.confidence = pickle.load(file)
except:
pass

12
analytics/worker.py
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@ -72,7 +72,17 @@ class worker(object):
model = self.get_model(anomaly_id, pattern)
model.synchronize_data()
last_prediction_time = model.learn(segments)
result = self.do_predict(anomaly_id, last_prediction_time, pattern)
# TODO: we should not do predict before labeling in all models, not just in drops
if pattern == 'drops' and len(segments) == 0:
result = {
'status': 'success',
'anomaly_id': anomaly_id,
'segments': [],
'last_prediction_time': last_prediction_time
}
else:
result = self.do_predict(anomaly_id, last_prediction_time, pattern)
result['task'] = 'learn'
return result

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