From 842e86deb357725214694ca89d0a06d5740579b4 Mon Sep 17 00:00:00 2001
From: Alexey Velikiy <cg@corpglory.com>
Date: Fri, 26 Nov 2021 14:01:12 +0300
Subject: [PATCH] seasonality grid++

---
 client/src/components/Graph.vue               | 11 +--
 client/src/components/pods/anomaly_pod.ts     | 30 +++----
 client/src/services/analytics.service.ts      |  8 +-
 client/src/types/index.ts                     |  6 ++
 .../analytic_service/analytic_service.rs      |  2 +-
 .../analytic_unit/anomaly_analytic_unit.rs    | 79 +++++++++++--------
 server/src/services/analytic_service/types.rs |  8 +-
 7 files changed, 85 insertions(+), 59 deletions(-)

diff --git a/client/src/components/Graph.vue b/client/src/components/Graph.vue
index 50d547b..151bf6b 100644
--- a/client/src/components/Graph.vue
+++ b/client/src/components/Graph.vue
@@ -6,7 +6,7 @@
 
 <script lang="ts">
 
-import { TimeRange } from "@/types";
+import { AnomalyHSR, TimeRange } from "@/types";
 import { PatternPod } from "./pods/pattern_pod";
 import { ThresholdPod } from './pods/threshold_pod';
 import { AnomalyPod } from './pods/anomaly_pod';
@@ -86,7 +86,7 @@ async function resolveDataThreshold(range: TimeRange): Promise<{
 // TODO: remove code repetition
 async function resolveDataAnomaly(range: TimeRange): Promise<{
   timeserie: LineTimeSerie[],
-  bounds: [number, [number, number]][],
+  hsr: AnomalyHSR,
   segments: Segment[]
 }> {
 
@@ -103,13 +103,8 @@ async function resolveDataAnomaly(range: TimeRange): Promise<{
     return {
       timeserie: [
         { target: target, datapoints: values, color: 'green' },
-        // { 
-        //   target: "HSR",
-        //   datapoints: hsr.map(([t, v, [l, u]]) => [t, v]),
-        //   color: 'red'
-        // }
       ],
-      bounds: hsr.map(([t, v, [u, l]]) => [t, [u, l]]),
+      hsr,
       segments: segments,
     }
   } catch (e) {
diff --git a/client/src/components/pods/anomaly_pod.ts b/client/src/components/pods/anomaly_pod.ts
index 5e8edfd..39c1400 100644
--- a/client/src/components/pods/anomaly_pod.ts
+++ b/client/src/components/pods/anomaly_pod.ts
@@ -1,5 +1,5 @@
 import { HasticPod } from './hastic_pod';
-import { TimeRange  } from '@/types';
+import { AnomalyHSR, TimeRange  } from '@/types';
 
 import { Segment } from "@/types/segment";
 import { LineTimeSerie } from '@chartwerk/line-pod';
@@ -8,7 +8,7 @@ import { SegmentsSet } from '@/types/segment_set';
 
 export type UpdateDataCallback = (range: TimeRange) => Promise<{
   timeserie: LineTimeSerie[],
-  bounds: [number, [number, number]][],
+  hsr: AnomalyHSR,
   segments: Segment[]
 }>;
 
@@ -17,7 +17,7 @@ import * as _ from 'lodash';
 
 export class AnomalyPod extends HasticPod<UpdateDataCallback> {
 
-  _bounds: [number, [number, number]][];
+  private _hsr: AnomalyHSR;
 
   constructor(
     el: HTMLElement,
@@ -28,8 +28,6 @@ export class AnomalyPod extends HasticPod<UpdateDataCallback> {
     this.fetchData();
   }
 
-  // TODO: implement renderMetrics
-
   public fetchData(): void {
     let to = Math.floor(Date.now() / 1000);
     let from = to - 50000; // -50000 seconds
@@ -41,32 +39,31 @@ export class AnomalyPod extends HasticPod<UpdateDataCallback> {
     this.udc({ from, to })
       .then(resp => {
         this.updateSegments(resp.segments);
-        this.updateBounds(resp.bounds);
+        this.updateHSR(resp.hsr);
         this.updateData(resp.timeserie, undefined, true);
-        
       })
       .catch(() => { /* set "error" message */ })
   }
 
   renderMetrics() {
-    this.renderBounds()
+    this.renderHSR()
     super.renderMetrics();
-    
   }
 
-  updateBounds(bounds: [number, [number, number]][]) {
-    this._bounds = bounds;
+  updateHSR(hsr: AnomalyHSR) {
+    this._hsr = hsr;
   }
 
-  renderBounds() {
+  renderHSR() {
     
     // TODO: check the case when this._bounds == undefined
-    if(this._bounds == undefined) {
+    if(this._hsr == undefined) {
       return;
     }
 
-    const pointsUp = this._bounds.map(([t, [u, _]]) => [t, u])
-    const pointsDown = this._bounds.map(([t, [_, l]]) => [t, l]);
+    
+    const pointsUp = this._hsr.ts.map(([t, v, [p, q]]) => [t, q]);
+    const pointsDown = this._hsr.ts.map(([t, v, [p, q]]) => [t, p]);
 
     const points = pointsUp.reverse().concat(pointsDown)
       .map(([t, v]) => `${this.xScale(t)},${this.yScale(v)}`)
@@ -80,6 +77,9 @@ export class AnomalyPod extends HasticPod<UpdateDataCallback> {
       .attr('fill-opacity', 0.2)
       .attr('pointer-events', 'none')
       .attr('points', points);
+
+    // TODO: render timestamp
+    // TODO: render seasonality grid
   }
 
 }
\ No newline at end of file
diff --git a/client/src/services/analytics.service.ts b/client/src/services/analytics.service.ts
index a3b5844..2a08aa3 100644
--- a/client/src/services/analytics.service.ts
+++ b/client/src/services/analytics.service.ts
@@ -10,6 +10,7 @@ import {
   AnalyticUnitType, AnlyticUnitConfig,
   PatternConfig, ThresholdConfig, AnomalyConfig 
 } from "@/types/analytic_units";
+import { AnomalyHSR } from "@/types";
 
 const ANALYTICS_API_URL = API_URL + "analytics/";
 
@@ -57,7 +58,8 @@ export function getStatusGenerator(): AsyncIterableIterator<string> {
   return getGenerator<string>(100, getStatus);
 }
 
-export async function getHSRAnomaly(from: number, to: number): Promise<[number, number, [number, number]][]> {
+
+export async function getHSRAnomaly(from: number, to: number): Promise<AnomalyHSR> {
   if(from >= to) {
     throw new Error("`from` can`t be less than `to`");
   }
@@ -65,7 +67,7 @@ export async function getHSRAnomaly(from: number, to: number): Promise<[number,
   const uri = ANALYTICS_API_URL + `hsr/?from=${from}&to=${to}`;
   const res = await axios.get(uri);
 
-  const values = res["data"]["ConfidenceTimeSerie"];
+  const values = res["data"]["AnomalyHSR"];
   
-  return values as [number, number, [number, number]][];
+  return values as AnomalyHSR;
 }
diff --git a/client/src/types/index.ts b/client/src/types/index.ts
index c4a1b9b..e2bd3e0 100644
--- a/client/src/types/index.ts
+++ b/client/src/types/index.ts
@@ -1 +1,7 @@
 export type TimeRange = { from: number, to: number };
+
+export type AnomalyHSR = {
+  seasonality: number,
+  timestamp: number,
+  ts: [number, number, [number, number]][]
+};
diff --git a/server/src/services/analytic_service/analytic_service.rs b/server/src/services/analytic_service/analytic_service.rs
index 744b1b8..0183786 100644
--- a/server/src/services/analytic_service/analytic_service.rs
+++ b/server/src/services/analytic_service/analytic_service.rs
@@ -196,7 +196,7 @@ impl AnalyticService {
     // TODO: maybe make `consume_response` async
     fn consume_response(&mut self, res: types::ResponseType) {
         match res {
-            // TODO: handle when learning panic
+            // TODO: handle when learning panics
             ResponseType::LearningStarted => {
                 self.analytic_unit_learning_status = LearningStatus::Learning
             }
diff --git a/server/src/services/analytic_service/analytic_unit/anomaly_analytic_unit.rs b/server/src/services/analytic_service/analytic_unit/anomaly_analytic_unit.rs
index 5e55419..ea4c303 100644
--- a/server/src/services/analytic_service/analytic_unit/anomaly_analytic_unit.rs
+++ b/server/src/services/analytic_service/analytic_unit/anomaly_analytic_unit.rs
@@ -1,6 +1,4 @@
-use crate::services::{
-    analytic_service::types::HSR, metric_service::MetricService, segments_service::SegmentsService,
-};
+use crate::services::{analytic_service::types::{AnomalyHSRConfig, HSR}, metric_service::MetricService, segments_service::SegmentsService};
 
 use super::types::{AnalyticUnit, AnalyticUnitConfig, AnomalyConfig, LearningResult};
 
@@ -31,13 +29,15 @@ fn get_value_with_offset(ts: &Vec<(u64, f64)>, offset: u64) -> Option<(u64, f64)
 struct SARIMA {
     pub ts: Vec<(u64, f64)>,
     pub seasonality: u64,
+    pub confidence: f64,
 }
 
 impl SARIMA {
-    pub fn new(seasonality: u64) -> SARIMA {
+    pub fn new(seasonality: u64, confidence: f64) -> SARIMA {
         return SARIMA {
             ts: Vec::new(),
             seasonality,
+            confidence
         };
     }
 
@@ -59,7 +59,7 @@ impl SARIMA {
         if to - from != SEASONALITY_ITERATIONS * self.seasonality {
             return Err(anyhow::format_err!("timeserie to learn from should be {} * sasonality", SEASONALITY_ITERATIONS));
         }
-        
+
         for k in 0..iter_steps {
             let mut vts = Vec::new();
             for si in 0..SEASONALITY_ITERATIONS {
@@ -75,9 +75,24 @@ impl SARIMA {
 
         return Ok(());
     }
-    pub fn predict(&self, timestamp: u64, value: f64) -> (f64, f64, f64) {
-        // TODO: basic implement based on existing ts
-        return (0.0, 0.0, 0.0);
+    pub fn predict(&self, mut timestamp: u64) -> (f64, (f64, f64)) {
+        let from = self.ts[0].0;
+
+        if timestamp < from {
+            let len = from - timestamp;
+            timestamp += self.seasonality * (len / self.seasonality);
+            if len % self.seasonality != 0 {
+                timestamp += self.seasonality;
+            }
+        }
+
+        let len_from = timestamp - from;
+        // TODO: take avg if timestamp in between
+        let index_diff = (len_from / DETECTION_STEP) % self.ts.len() as u64;
+        
+
+        let p = self.ts[index_diff as usize].1;
+        return (p, (p + self.confidence, p - self.confidence));
     }
 
     pub fn push_point() {
@@ -101,39 +116,41 @@ impl AnomalyAnalyticUnit {
     }
 
     fn get_hsr_from_metric_result(&self, mr: &MetricResult) -> anyhow::Result<HSR> {
+        if self.sarima.is_none() {
+            return Err(anyhow::format_err!("model is not ready"));
+        }
         // TODO: get it from model
         if mr.data.keys().len() == 0 {
-            return Ok(HSR::ConfidenceTimeSerie(Vec::new()));
+            return Ok(HSR::AnomalyHSR(AnomalyHSRConfig {
+                seasonality: self.config.seasonality,
+                timestamp: self.sarima.as_ref().unwrap().ts.last().unwrap().0,
+                ts: Vec::new()
+            }));
         }
 
         let k = mr.data.keys().nth(0).unwrap();
         let ts = mr.data[k].clone();
 
         if ts.len() == 0 {
-            return Ok(HSR::ConfidenceTimeSerie(Vec::new()));
+            return Ok(HSR::AnomalyHSR(AnomalyHSRConfig {
+                seasonality: self.config.seasonality,
+                timestamp: self.sarima.as_ref().unwrap().ts.last().unwrap().0,
+                ts: Vec::new()
+            }));
         }
 
         let mut sts = Vec::new();
-        sts.push((
-            ts[0].0,
-            ts[0].1,
-            ((
-                ts[0].1 + self.config.confidence,
-                ts[0].1 - self.config.confidence,
-            )),
-        ));
-
-        for t in 1..ts.len() {
-            let alpha = self.config.alpha;
-            let stv = alpha * ts[t].1 + (1.0 - alpha) * sts[t - 1].1;
-            sts.push((
-                ts[t].0,
-                stv,
-                (stv + self.config.confidence, stv - self.config.confidence),
-            ));
+        let sarima = self.sarima.as_ref().unwrap();
+        for vt in ts {
+            let x = sarima.predict(vt.0);
+            sts.push((vt.0, x.0, (x.1.0, x.1.1)));
         }
 
-        Ok(HSR::ConfidenceTimeSerie(sts))
+        return Ok(HSR::AnomalyHSR(AnomalyHSRConfig {
+            seasonality: self.config.seasonality,
+            timestamp: self.sarima.as_ref().unwrap().ts.last().unwrap().0,
+            ts: sts
+        }));
     }
 }
 
@@ -147,7 +164,7 @@ impl AnalyticUnit for AnomalyAnalyticUnit {
         }
     }
     async fn learn(&mut self, ms: MetricService, _ss: SegmentsService) -> LearningResult {
-        let mut sarima = SARIMA::new(self.config.seasonality);
+        let mut sarima = SARIMA::new(self.config.seasonality, self.config.confidence);
 
         let utc: DateTime<Utc> = Utc::now();
         let to = utc.timestamp() as u64;
@@ -199,10 +216,10 @@ impl AnalyticUnit for AnomalyAnalyticUnit {
 
         let confidence_time_serie = self.get_hsr_from_metric_result(&mr)?;
 
-        if let HSR::ConfidenceTimeSerie(hsr) = confidence_time_serie {
+        if let HSR::AnomalyHSR(hsr) = confidence_time_serie {
             let mut from = None;
 
-            for ((t, _, (u, l)), (t1, rv)) in hsr.iter().zip(ts.iter()) {
+            for ((t, _, (u, l)), (t1, rv)) in hsr.ts.iter().zip(ts.iter()) {
                 if *t != *t1 {
                     return Err(anyhow::format_err!("incompatible hsr/ts"));
                 }
diff --git a/server/src/services/analytic_service/types.rs b/server/src/services/analytic_service/types.rs
index 9c41570..421172c 100644
--- a/server/src/services/analytic_service/types.rs
+++ b/server/src/services/analytic_service/types.rs
@@ -63,12 +63,18 @@ pub struct DetectionTask {
     pub to: u64,
 }
 
+#[derive(Debug, Serialize)]
+pub struct AnomalyHSRConfig {
+    pub timestamp: u64,
+    pub seasonality: u64,
+    pub ts: Vec<(u64, f64, (f64, f64))>
+}
 // HSR Stands for Hastic Signal Representation,
 // varies for different analytic units
 #[derive(Debug, Serialize)]
 pub enum HSR {
     TimeSerie(Vec<(u64, f64)>),
-    ConfidenceTimeSerie(Vec<(u64, f64, (f64, f64))>),
+    AnomalyHSR(AnomalyHSRConfig),
 }
 
 #[derive(Debug)]