def get_likelihoods(name, path, base=512, levels=4):
if name == "cascade":
times, values = read_lists(path)
likelihoods = cascade.compute_likelihoods(times, values, base, levels)
return likelihoods
else:
raise Exception("Unknown algorithm attribute in gateway.py")
def get_likelihoods(name, path, base=512, levels=4):
if name == "cascade":
times, values = read_lists(path)
likelihoods = cascade.compute_likelihoods(times, values, base, levels)
return likelihoods
else:
raise Exception("Unknown algorithm attribute in gateway.py")
def get_anomalies(path, n_states, ratio, feature_func= None, window_size= 15): # DEPRECATED
times, values= read_lists(path)
#featurelist= create_window_features(values, window_size, feature_func) # add slope functionality
factor= 15
new_series= bucketize(times, values, len(values)/factor)
likelihoods= get_likelihoods(new_series, n_states)
#likelihoods= get_likelihoods(featurelist, n_states)
return likelihoods_to_anomalies(times, likelihoods, ratio, factor)
def get_anomalies(path,
n_states,
ratio,
feature_func=None,
window_size=15): # DEPRECATED
times, values = read_lists(path)
#featurelist= create_window_features(values, window_size, feature_func) # add slope functionality
factor = 15
new_series = bucketize(times, values, len(values) / factor)
likelihoods = get_likelihoods(new_series, n_states)
#likelihoods= get_likelihoods(featurelist, n_states)
return likelihoods_to_anomalies(times, likelihoods, ratio, factor)
def get_anomalies(path,
algorithm,
feature=None,
window_size=15,
mul_dev=3,
n_states=10,
percent=2,
base=512,
levels=1):
# mul_dev to be used for naive, percent for hmm. TODO: Use common metric for both.
times, values = read_lists(path)
if feature == "mean":
flist = features.create_window_features(values, features.f_mean,
window_size)
times = times[window_size:len(times) - window_size]
elif feature == "var":
flist = features.create_window_features(values, features.f_var,
window_size)
times = times[window_size:len(times) - window_size]
elif feature == "slope":
flist = features.f_slope(
times, values
) #TODO: bucketize/ smoothen? update: smoothening doesn't work
times = times[:-1]
elif feature == "deviance":
flist = features.create_window_features(values, features.f_deviance,
window_size)
times = times[window_size:len(times) - window_size]
elif feature == None:
flist = values
else:
raise Exception("Unknown feature attribute in gateway.py")
if algorithm == "hmm":
bucket_size = 15
flist = bucketize(times, flist, bucket_size)
likelihoods = hmm.get_likelihoods(flist, n_states)
likelihoods = de_bucketize(times, likelihoods, bucket_size)
#print likelihoods
#return hmm.likelihoods_to_anomalies(times, likelihoods, float(percent)/100)
return anomalies.min_anomalies(times, likelihoods,
float(percent) / 100)
elif algorithm == "naive":
return naive.get_anomalies_from_series(times, flist, mul_dev)
elif algorithm == "combined_hmm":
bucket_size = 60
if len(values) < 4000: # hardcoded hack!
bucket_size = 0
times = times[window_size:len(times) - window_size]
# mean
flist = bucketize(
times,
features.create_window_features(values, features.f_mean,
window_size), bucket_size)
mean_likelihoods = hmm.get_likelihoods(flist, n_states)
# var
flist = bucketize(
times,
features.create_window_features(values, features.f_var,
window_size), bucket_size)
var_likelihoods = hmm.get_likelihoods(flist, n_states)
# deviance
flist = bucketize(
times,
features.create_window_features(values, features.f_deviance,
window_size), bucket_size)
dev_likelihoods = hmm.get_likelihoods(flist, n_states)
# slope
#flist= bucketize(times, features.create_window_features(values, features.f_deviance, window_size), bucket_size)
flist = features.f_slope(times, values)
flist = bucketize(times, flist[window_size:len(flist) - window_size],
bucket_size)
slope_likelihoods = hmm.get_likelihoods(flist, n_states)
# actual values
values = bucketize(times,
values[window_size:len(values) - window_size],
bucket_size)
value_likelihoods = hmm.get_likelihoods(values, n_states)
mean_std = std(array(mean_likelihoods))
var_std = std(array(var_likelihoods))
dev_std = std(array(dev_likelihoods))
slope_std = std(array(slope_likelihoods))
value_std = std(array(value_likelihoods))
likelihoods = [
mean_likelihoods[i] / mean_std + var_likelihoods[i] / var_std +
dev_likelihoods[i] / dev_std + slope_likelihoods[i] / slope_std +
value_likelihoods[i] / value_std for i in range(0, len(values))
]
likelihoods = de_bucketize(times, likelihoods, bucket_size)
ordered_anomalies, overlaps = anomalies.ordered_min_anomalies(
times, likelihoods, ratio=0.005)
return sorted(anomalies.min_cutoff(ordered_anomalies, overlaps))
#return anomalies.min_anomalies(times, likelihoods, ratio= 0.005)
elif algorithm == "mv":
return match.machine_majority_vote(path, float(percent) / 100)
elif algorithm == "tmv":
return match.ts_majority_vote(path, float(percent) / 100)
elif algorithm == "optimal":
anomaly = match.optimize_timeseries(path,
mul_dev=3,
percent=1.5,
top=None)[0]
return anomaly
elif algorithm == "cascade":
return cascade.compute_anomalies1(times,
values,
base=base,
levels=levels)
elif algorithm == "var_based":
s = avg_std(values)
print s
if s > 0.0010:
print "combined_hmm"
return get_anomalies(path, "combined_hmm", feature, window_size,
mul_dev, n_states, percent, base, levels)
else:
print "optimal"
return get_anomalies(path, "optimal", feature, window_size,
mul_dev, n_states, percent, base, levels)
else:
raise Exception("Unknown algorithm attribute in gateway.py")
def get_anomalies(path, algorithm, feature=None, window_size=15, mul_dev=3, n_states= 10, percent=2, base=512, levels=1):
# mul_dev to be used for naive, percent for hmm. TODO: Use common metric for both.
times, values= read_lists(path)
if feature== "mean":
flist= features.create_window_features(values, features.f_mean, window_size)
times= times[window_size:len(times)-window_size]
elif feature== "var":
flist= features.create_window_features(values, features.f_var, window_size)
times= times[window_size:len(times)-window_size]
elif feature== "slope":
flist= features.f_slope(times, values) #TODO: bucketize/ smoothen? update: smoothening doesn't work
times= times[:-1]
elif feature== "deviance":
flist= features.create_window_features(values, features.f_deviance, window_size)
times= times[window_size:len(times)-window_size]
elif feature== None:
flist= values
else:
raise Exception("Unknown feature attribute in gateway.py")
if algorithm== "hmm":
bucket_size= 15
flist= bucketize(times, flist, bucket_size)
likelihoods= hmm.get_likelihoods(flist, n_states)
likelihoods= de_bucketize(times, likelihoods, bucket_size)
#print likelihoods
#return hmm.likelihoods_to_anomalies(times, likelihoods, float(percent)/100)
return anomalies.min_anomalies(times, likelihoods, float(percent)/100)
elif algorithm== "naive":
return naive.get_anomalies_from_series(times, flist, mul_dev)
elif algorithm=="combined_hmm":
bucket_size= 60
if len(values) < 4000: # hardcoded hack!
bucket_size= 0
times= times[window_size:len(times)-window_size]
# mean
flist= bucketize(times, features.create_window_features(values, features.f_mean, window_size), bucket_size)
mean_likelihoods= hmm.get_likelihoods(flist, n_states)
# var
flist= bucketize(times, features.create_window_features(values, features.f_var, window_size), bucket_size)
var_likelihoods= hmm.get_likelihoods(flist, n_states)
# deviance
flist= bucketize(times, features.create_window_features(values, features.f_deviance, window_size), bucket_size)
dev_likelihoods= hmm.get_likelihoods(flist, n_states)
# slope
#flist= bucketize(times, features.create_window_features(values, features.f_deviance, window_size), bucket_size)
flist= features.f_slope(times, values)
flist= bucketize(times, flist[window_size:len(flist)-window_size], bucket_size)
slope_likelihoods= hmm.get_likelihoods(flist, n_states)
# actual values
values= bucketize(times, values[window_size:len(values)- window_size], bucket_size)
value_likelihoods= hmm.get_likelihoods(values, n_states)
mean_std= std(array(mean_likelihoods))
var_std= std(array(var_likelihoods))
dev_std= std(array(dev_likelihoods))
slope_std= std(array(slope_likelihoods))
value_std= std(array(value_likelihoods))
likelihoods= [mean_likelihoods[i]/mean_std + var_likelihoods[i]/var_std + dev_likelihoods[i]/dev_std + slope_likelihoods[i]/slope_std + value_likelihoods[i]/value_std for i in range(0, len(values))]
likelihoods= de_bucketize(times, likelihoods, bucket_size)
ordered_anomalies, overlaps = anomalies.ordered_min_anomalies(times, likelihoods, ratio= 0.005)
return sorted(anomalies.min_cutoff(ordered_anomalies, overlaps))
#return anomalies.min_anomalies(times, likelihoods, ratio= 0.005)
elif algorithm=="mv":
return match.machine_majority_vote(path, float(percent)/100)
elif algorithm=="tmv":
return match.ts_majority_vote(path, float(percent)/100)
elif algorithm== "optimal":
anomaly= match.optimize_timeseries(path, mul_dev= 3, percent= 1.5, top= None)[0]
return anomaly
elif algorithm == "cascade":
return cascade.compute_anomalies1(times, values, base=base, levels=levels)
elif algorithm== "var_based":
s= avg_std(values)
print s
if s > 0.0010:
print "combined_hmm"
return get_anomalies(path, "combined_hmm", feature, window_size, mul_dev, n_states, percent, base, levels)
else:
print "optimal"
return get_anomalies(path, "optimal", feature, window_size, mul_dev, n_states, percent, base, levels)
else:
raise Exception("Unknown algorithm attribute in gateway.py")
