Beispiel #1
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     "model": detector.InterQuartileRangeAD(c=(2, None)),
     "s": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10],
     "a": {"abs_low_": 2.5 - 10, "abs_high_": float("inf")},
 },
 {
     "model": detector.InterQuartileRangeAD(c=(None, 4)),
     "s": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10],
     "a": {"abs_low_": -float("inf"), "abs_high_": 7.5 + 20},
 },
 {
     "model": detector.InterQuartileRangeAD(c=None),
     "s": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10],
     "a": {"abs_low_": -float("inf"), "abs_high_": float("inf")},
 },
 {
     "model": detector.SeasonalAD(freq=4),
     "s": [0, 1, 2, 1] * 10,
     "a": {"freq_": 4, "seasonal_": [0, 1, 2, 1]},
 },
 {
     "model": detector.SeasonalAD(freq=8),
     "s": [0, 1, 2, 1] * 10,
     "a": {"freq_": 8, "seasonal_": [0, 1, 2, 1, 0, 1, 2, 1]},
 },
 {
     "model": detector.SeasonalAD(),
     "s": [0, 1, 2, 1] * 10,
     "a": {"freq_": 4, "seasonal_": [0, 1, 2, 1]},
 },
 {
     "model": detector.SeasonalAD(trend=True),
Beispiel #2
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# We have 4 types of models
#   - one-to-one: input a univariate series, output a univariate series
#   - one-to-many: input a univariate series, output a multivariate series
#   - many-to-one: input a multivariate series, output a univariate series
#   - many-to-many: input a multivariate series, output a multivariate series

one2one_models = [
    detector.ThresholdAD(),
    detector.QuantileAD(),
    detector.InterQuartileRangeAD(),
    detector.GeneralizedESDTestAD(),
    detector.PersistAD(),
    detector.LevelShiftAD(),
    detector.VolatilityShiftAD(),
    detector.AutoregressionAD(),
    detector.SeasonalAD(freq=2),
    transformer.RollingAggregate(agg="median"),
    transformer.RollingAggregate(agg="quantile", agg_params={"q": 0.5}),
    transformer.DoubleRollingAggregate(agg="median"),
    transformer.DoubleRollingAggregate(
        agg="quantile", agg_params={"q": [0.1, 0.5, 0.9]}
    ),
    transformer.DoubleRollingAggregate(
        agg="hist", agg_params={"bins": [30, 50, 70]}
    ),
    transformer.StandardScale(),
    transformer.ClassicSeasonalDecomposition(freq=2),
]

one2many_models = [
    transformer.RollingAggregate(
Beispiel #3
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     "s": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10],
     "a": {
         "abs_low_": -float("inf"),
         "abs_high_": 7.5 + 20
     },
 },
 {
     "model": detector.InterQuartileRangeAD(c=None),
     "s": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10],
     "a": {
         "abs_low_": -float("inf"),
         "abs_high_": float("inf")
     },
 },
 {
     "model": detector.SeasonalAD(method="naive", freq=4),
     "s": [0, 1, 2, 1] * 10,
     "a": {
         "freq_": 4,
         "seasonal_": [0, 1, 2, 1]
     },
 },
 {
     "model": detector.SeasonalAD(method="naive", freq=8),
     "s": [0, 1, 2, 1] * 10,
     "a": {
         "freq_": 8,
         "seasonal_": [0, 1, 2, 1, 0, 1, 2, 1]
     },
 },
 {