Labeling for anomalies #631 (#655)

analytics/analytics/analytic_unit_manager.py

@@ -57,7 +57,7 @@ class AnalyticUnitManager:
 
         payload = task['payload']
         worker = self.__ensure_worker(analytic_unit_id, payload['detector'], payload['analyticUnitType'])
-        data = payload['data']
+        data = payload.get('data')
         if task['type'] == 'PUSH':
             # TODO: do it a better way
             res = await worker.consume_data(data, payload['cache'])

analytics/analytics/detectors/anomaly_detector.py

@@ -12,6 +12,7 @@ import utils
 
 MAX_DEPENDENCY_LEVEL = 100
 MIN_DEPENDENCY_FACTOR = 0.1
+BASIC_ALPHA = 0.5
 logger = logging.getLogger('ANOMALY_DETECTOR')
 
 
@@ -22,24 +23,83 @@ class AnomalyDetector(ProcessingDetector):
         self.bucket = DataBucket()
 
     def train(self, dataframe: pd.DataFrame, payload: Union[list, dict], cache: Optional[ModelCache]) -> ModelCache:
-        return {
-            'cache': {
+        segments = payload.get('segments')
+        prepared_segments = []
+
+        new_cache = {
             'confidence': payload['confidence'],
             'alpha': payload['alpha']
         }
+
+        if segments is not None:
+            seasonality = payload.get('seasonality')
+            assert seasonality is not None and seasonality > 0, \
+                f'{self.analytic_unit_id} got invalid seasonality {seasonality}'
+
+            for segment in segments:
+                segment_len = (int(segment['to']) - int(segment['from']))
+                assert segment_len <= seasonality, \
+                    f'seasonality {seasonality} must be great then segment length {segment_len}'
+
+                from_index = utils.timestamp_to_index(dataframe, pd.to_datetime(segment['from'], unit='ms'))
+                to_index = utils.timestamp_to_index(dataframe, pd.to_datetime(segment['to'], unit='ms'))
+                segment_data = dataframe[from_index : to_index]
+                prepared_segments.append({'from': segment['from'], 'data': segment_data.value.tolist()})
+
+            data_start_time = utils.convert_pd_timestamp_to_ms(dataframe['timestamp'][0])
+            data_second_time = utils.convert_pd_timestamp_to_ms(dataframe['timestamp'][1])
+            time_step = data_second_time - data_start_time
+            new_cache['seasonality'] = seasonality
+            new_cache['segments'] = prepared_segments
+            new_cache['timeStep'] = time_step
+
+        return {
+            'cache': new_cache
         }
 
     # TODO: ModelCache -> ModelState
     def detect(self, dataframe: pd.DataFrame, cache: Optional[ModelCache]) -> DetectionResult:
         data = dataframe['value']
+        segments = cache.get('segments')
+
         last_value = None
         if cache is not None:
             last_value = cache.get('last_value')
 
         smoothed_data = utils.exponential_smoothing(data, cache['alpha'], last_value)
+ 
+        # TODO: use class for cache to avoid using string literals
         upper_bound = smoothed_data + cache['confidence']
         lower_bound = smoothed_data - cache['confidence']
 
+        if segments is not None:
+
+            seasonality = cache.get('seasonality')
+            assert seasonality is not None and seasonality > 0, \
+                f'{self.analytic_unit_id} got invalid seasonality {seasonality}'
+
+            data_start_time = utils.convert_pd_timestamp_to_ms(dataframe['timestamp'][0])
+            data_second_time = utils.convert_pd_timestamp_to_ms(dataframe['timestamp'][1])
+            time_step = data_second_time - data_start_time
+
+            for segment in segments:
+                seasonality_offset = (abs(segment['from'] - data_start_time) % seasonality) // time_step
+                seasonality_index = seasonality // time_step
+                #TODO: upper and lower bounds for segment_data
+                segment_data = utils.exponential_smoothing(pd.Series(segment['data']), BASIC_ALPHA)
+                upper_seasonality_curve = self.add_season_to_data(
+                    smoothed_data, segment_data, seasonality_offset, seasonality_index, True
+                )
+                lower_seasonality_curve = self.add_season_to_data(
+                    smoothed_data, segment_data, seasonality_offset, seasonality_index, False
+                )
+                assert len(smoothed_data) == len(upper_seasonality_curve), \
+                    f'len smoothed {len(smoothed_data)} != len seasonality {len(upper_seasonality_curve)}'
+
+                # TODO: use class for cache to avoid using string literals
+                upper_bound = upper_seasonality_curve + cache['confidence']
+                lower_bound = lower_seasonality_curve - cache['confidence']
+
         anomaly_indexes = []
         for idx, val in enumerate(data.values):
             if val > upper_bound.values[idx] or val < lower_bound.values[idx]:
@@ -91,7 +151,11 @@ class AnomalyDetector(ProcessingDetector):
         for level in range(1, MAX_DEPENDENCY_LEVEL):
             if (1 - cache['alpha']) ** level < MIN_DEPENDENCY_FACTOR:
                 break
-        return level
+
+        seasonality = 0
+        if cache.get('segments') is not None and cache['seasonality'] > 0:
+            seasonality = cache['seasonality'] // cache['timeStep']
+        return max(level, seasonality)
 
     def concat_detection_results(self, detections: List[DetectionResult]) -> DetectionResult:
         result = DetectionResult()
@@ -102,15 +166,56 @@ class AnomalyDetector(ProcessingDetector):
         result.segments = utils.merge_intersecting_segments(result.segments)
         return result
 
-    # TODO: ModelCache -> ModelState
-    def process_data(self, data: pd.DataFrame, cache: ModelCache) -> ProcessingResult:
+    # TODO: ModelCache -> ModelState (don't use string literals)
+    def process_data(self, dataframe: pd.DataFrame, cache: ModelCache) -> ProcessingResult:
+        segments = cache.get('segments')
+
         # TODO: exponential_smoothing should return dataframe with related timestamps
-        smoothed = utils.exponential_smoothing(data['value'], cache['alpha'], cache.get('lastValue'))
-        timestamps = utils.convert_series_to_timestamp_list(data.timestamp)
+        smoothed = utils.exponential_smoothing(dataframe['value'], cache['alpha'], cache.get('lastValue'))
+
+        # TODO: remove duplication with detect()
+        if segments is not None:
+            seasonality = cache.get('seasonality')
+            assert seasonality is not None and seasonality > 0, \
+                f'{self.analytic_unit_id} got invalid seasonality {seasonality}'
+
+            data_start_time = utils.convert_pd_timestamp_to_ms(dataframe['timestamp'][0])
+            time_step = utils.convert_pd_timestamp_to_ms(dataframe['timestamp'][1]) - utils.convert_pd_timestamp_to_ms(dataframe['timestamp'][0])
+
+            for segment in segments:
+                seasonality_offset = (abs(segment['from'] - data_start_time) % seasonality) // time_step
+                seasonality_index = seasonality // time_step
+                segment_data = utils.exponential_smoothing(pd.Series(segment['data']), BASIC_ALPHA)
+                upper_seasonality_curve = self.add_season_to_data(
+                    smoothed, segment_data, seasonality_offset, seasonality_index, True
+                )
+                lower_seasonality_curve = self.add_season_to_data(
+                    smoothed, segment_data, seasonality_offset, seasonality_index, False
+                )
+                assert len(smoothed) == len(upper_seasonality_curve), \
+                    f'len smoothed {len(smoothed)} != len seasonality {len(upper_seasonality_curve)}'
+                smoothed = upper_seasonality_curve
+
+                # TODO: support multiple segments
+                upper_bound = upper_seasonality_curve + cache['confidence']
+                lower_bound = lower_seasonality_curve - cache['confidence']
+
+        timestamps = utils.convert_series_to_timestamp_list(dataframe.timestamp)
         smoothed_dataset = list(zip(timestamps, smoothed.values.tolist()))
         result = ProcessingResult(smoothed_dataset)
         return result
 
-    def merge_segments(self, segments: List[Segment]) -> List[Segment]:
-        segments = utils.merge_intersecting_segments(segments)
-        return segments
+    def add_season_to_data(self, data: pd.Series, segment: pd.Series, offset: int, seasonality: int, addition: bool) -> pd.Series:
+        #data - smoothed data to which seasonality will be added
+        #if addition == True -> segment is added
+        #if addition == False -> segment is subtracted
+        len_smoothed_data = len(data)
+        for idx, _ in enumerate(data):
+            if idx - offset < 0:
+                continue
+            if (idx - offset) % seasonality == 0:
+                if addition:
+                    data = data.add(pd.Series(segment.values, index = segment.index + idx), fill_value = 0)
+                else:
+                    data = data.add(pd.Series(segment.values * -1, index = segment.index + idx), fill_value = 0)
+        return data[:len_smoothed_data]

analytics/analytics/detectors/detector.py

@@ -39,8 +39,6 @@ class Detector(ABC):
             result.cache = detection.cache
         return result
 
-    def merge_segments(self, segments: List[Segment]) -> List[Segment]:
-        return segments
 
 class ProcessingDetector(Detector):
 

analytics/analytics/utils/time.py

@@ -6,7 +6,7 @@ def convert_sec_to_ms(sec) -> int:
 
 def convert_pd_timestamp_to_ms(timestamp: pd.Timestamp) -> int:
     # TODO: convert from nanoseconds to millisecond in a better way: not by dividing by 10^6
-    return int(timestamp.value) / 1000000
+    return int(timestamp.value) // 1000000
 
 def convert_series_to_timestamp_list(series: pd.Series) -> List[int]:
     timestamps = map(lambda value: convert_pd_timestamp_to_ms(value), series)

server/src/controllers/analytics_controller.ts

@@ -117,9 +117,11 @@ async function getQueryRange(
   analyticUnitId: AnalyticUnit.AnalyticUnitId,
   detectorType: AnalyticUnit.DetectorType
 ): Promise<TimeRange> {
-  if(detectorType === AnalyticUnit.DetectorType.PATTERN) {
-    // TODO: find labeled OR deleted segments to generate timerange
-    const segments = await Segment.findMany(analyticUnitId, { labeled: true });
+  if(
+    detectorType === AnalyticUnit.DetectorType.PATTERN ||
+    detectorType === AnalyticUnit.DetectorType.ANOMALY
+  ) {
+    const segments = await Segment.findMany(analyticUnitId, { $or: { labeled: true, deleted: true } });
     if(segments.length === 0) {
       throw new Error('Need at least 1 labeled segment');
     }
@@ -127,10 +129,7 @@ async function getQueryRange(
     return getQueryRangeForLearningBySegments(segments);
   }
 
-  if(
-    detectorType === AnalyticUnit.DetectorType.THRESHOLD ||
-    detectorType === AnalyticUnit.DetectorType.ANOMALY
-  ) {
+  if(detectorType === AnalyticUnit.DetectorType.THRESHOLD) {
     const now = Date.now();
     return {
       from: now - 5 * SECONDS_IN_MINUTE * 1000,
@@ -199,7 +198,7 @@ function getQueryRangeForLearningBySegments(segments: Segment.Segment[]) {
 }
 
 export async function runLearning(id: AnalyticUnit.AnalyticUnitId, from?: number, to?: number) {
-  console.log('learning started...');
+  console.log(`LEARNING started for ${id}`);
   try {
 
     let analyticUnit = await AnalyticUnit.findById(id);
@@ -235,6 +234,7 @@ export async function runLearning(id: AnalyticUnit.AnalyticUnitId, from?: number
         let deletedSegmentsObjs = deletedSegments.map(s => s.toObject());
         segmentObjs = _.concat(segmentObjs, deletedSegmentsObjs);
         taskPayload.segments = segmentObjs;
+        taskPayload.data = await getPayloadData(analyticUnit, from, to);
         break;
       case AnalyticUnit.DetectorType.THRESHOLD:
         taskPayload.threshold = {
@@ -247,24 +247,30 @@ export async function runLearning(id: AnalyticUnit.AnalyticUnitId, from?: number
           alpha: (analyticUnit as AnomalyAnalyticUnit).alpha,
           confidence: (analyticUnit as AnomalyAnalyticUnit).confidence
         };
+
+        const seasonality = (analyticUnit as AnomalyAnalyticUnit).seasonality;
+        if(seasonality > 0) {
+          let segments = await Segment.findMany(id, { deleted: true });
+          if(segments.length === 0) {
+            console.log('Need at least 1 labeled segment, ignore seasonality');
             break;
-      default:
-        throw new Error(`Unknown type of detector: ${detector}`);
           }
+          taskPayload.anomaly.seasonality = seasonality;
 
-    let range: TimeRange;
-    if(from !== undefined && to !== undefined) {
-      range = { from, to };
-    } else {
-      range = await getQueryRange(id, detector);
+          let segmentObjs = segments.map(s => s.toObject());
+          taskPayload.anomaly.segments = segmentObjs;
+          taskPayload.data = await getPayloadData(analyticUnit, from, to);
+        }
+        break;
+      default:
+        throw new Error(`Unknown type of detector: ${detector}`);
     }
-    taskPayload.data = await query(analyticUnit, range);
 
     let task = new AnalyticsTask(
       id, AnalyticsTaskType.LEARN, taskPayload
     );
     AnalyticUnit.setStatus(id, AnalyticUnit.AnalyticUnitStatus.LEARNING);
-    console.log(`run task, id:${id}`);
+    console.log(`run ${task.type} task, id:${id}`);
     let result = await runTask(task);
     if(result.status !== AnalyticUnit.AnalyticUnitStatus.SUCCESS) {
       throw new Error(result.error);
@@ -502,11 +508,6 @@ export async function runLearningWithDetection(
 ): Promise<void> {
   // TODO: move setting status somehow "inside" learning
   await AnalyticUnit.setStatus(id, AnalyticUnit.AnalyticUnitStatus.PENDING);
-  const foundSegments = await Segment.findMany(id, { labeled: false, deleted: false });
-  if(foundSegments !== null) {
-    await Segment.removeSegments(foundSegments.map(segment => segment.id));
-  }
-  await Detection.clearSpans(id);
   runLearning(id, from, to)
     .then(() => runDetect(id, from, to))
     .catch(err => console.error(err));
@@ -559,6 +560,20 @@ export async function getDetectionSpans(
   return _.concat(readySpans, alreadyRunningSpans, newRunningSpans.filter(span => span !== null));
 }
 
+async function getPayloadData(
+  analyticUnit: AnalyticUnit.AnalyticUnit,
+  from: number,
+  to:number
+) {
+  let range: TimeRange;
+  if(from !== undefined && to !== undefined) {
+    range = { from, to };
+  } else {
+    range = await getQueryRange(analyticUnit.id, analyticUnit.detectorType);
+  }
+  return await query(analyticUnit, range);
+}
+
 async function runDetectionOnExtendedSpan(
   analyticUnitId: AnalyticUnit.AnalyticUnitId,
   from: number,

server/src/models/analytic_units/anomaly_analytic_unit_model.ts

@@ -3,7 +3,10 @@ import { AnalyticUnitId, AnalyticUnitStatus, DetectorType } from './types';
 
 import { Metric } from 'grafana-datasource-kit';
 
-
+type SeasonalityPeriod = {
+  unit: string,
+  value: number
+}
 export class AnomalyAnalyticUnit extends AnalyticUnit {
 
   public learningAfterUpdateRequired = true;
@@ -15,6 +18,8 @@ export class AnomalyAnalyticUnit extends AnalyticUnit {
     type: string,
     public alpha: number,
     public confidence: number,
+    public seasonality: number, //seasonality in ms
+    private seasonalityPeriod: SeasonalityPeriod,
     metric?: Metric,
     alert?: boolean,
     id?: AnalyticUnitId,
@@ -48,7 +53,9 @@ export class AnomalyAnalyticUnit extends AnalyticUnit {
     return {
       ...baseObject,
       alpha: this.alpha,
-      confidence: this.confidence
+      confidence: this.confidence,
+      seasonality: this.seasonality,
+      seasonalityPeriod: this.seasonalityPeriod
     };
   }
 
@@ -57,7 +64,9 @@ export class AnomalyAnalyticUnit extends AnalyticUnit {
     return {
       ...baseObject,
       alpha: this.alpha,
-      confidence: this.confidence
+      confidence: this.confidence,
+      seasonality: this.seasonality,
+      seasonalityPeriod: this.seasonalityPeriod
     };
   }
 
@@ -75,6 +84,8 @@ export class AnomalyAnalyticUnit extends AnalyticUnit {
       obj.type,
       obj.alpha,
       obj.confidence,
+      obj.seasonality,
+      obj.seasonalityPeriod,
       metric,
       obj.alert,
       obj._id,

server/src/models/segment_model.ts

@@ -68,6 +68,7 @@ export class Segment {
 }
 
 export type FindManyQuery = {
+  $or?: any,
   timeFromGTE?: number,
   timeToLTE?: number,
   intexGT?: number,

server/src/services/analytics_service.ts

@@ -212,9 +212,9 @@ export class AnalyticsService {
     try {
       response = JSON.parse(text);
     } catch (e) {
-      console.error("Can`t parse response from analytics as json:");
+      console.error('Can`t parse response from analytics as json:');
       console.error(text);
-      throw new Error('Unexpected response');
+      throw new Error('Can`t parse response from analytics as json, see log');
     }
     this._onMessage(AnalyticsMessage.fromObject(response));
   }