def test_anom_without_breakout(self):
# when the breakout just happened, reports it as anomaly, which is correct.
ret = detect_anoms(self.data[3:33], 7, max_anoms=0.01, only_last=1)
self.assertEqual([29], ret)
# after the time windows moved forward, still reports the last data is anomaly, which is bad.
ret = detect_anoms(self.data[8:38], 7, max_anoms=0.01, only_last=1)
self.assertEqual([29], ret)
ret = detect_anoms(self.data[12:42], 7, max_anoms=0.01, only_last=1)
self.assertEqual([29], ret)
def test_anom_without_breakout(self):
# when the breakout just happened, reports it as anomaly, which is correct.
ret = detect_anoms(self.data[3:33], 7, max_anoms=0.01, only_last=1)
self.assertEqual([29], ret)
# after the time windows moved forward, still reports the last data is anomaly, which is bad.
ret = detect_anoms(self.data[8:38], 7, max_anoms=0.01, only_last=1)
self.assertEqual([29], ret)
ret = detect_anoms(self.data[12:42], 7, max_anoms=0.01, only_last=1)
self.assertEqual([29], ret)
def test_anom_with_breakout(self):
breakout_kwargs = {'min_size': 7, 'method': 'multi', 'beta': 0.008}
# when the breakout just happened, reports it as anomaly, which is correct.
ret = detect_anoms(self.data[3:33], 7, max_anoms=0.01, only_last=1, breakout_kwargs=breakout_kwargs)
self.assertEqual([29], ret)
# after the time window moved forward, detects the breakout and stops reporting the last point as anomaly.
ret = detect_anoms(self.data[8:38], 7, max_anoms=0.01, only_last=1, breakout_kwargs=breakout_kwargs)
self.assertEqual([], ret)
ret = detect_anoms(self.data[12:42], 7, max_anoms=0.01, only_last=1, breakout_kwargs=breakout_kwargs)
self.assertEqual([], ret)
def test_twitter_data_threshold_p95(self):
"""
Use the same test data from Twitter's library. The result will be exactly the same as Twitter's.
Set the threshold=p95
"""
x = read_twitter_raw_data('tests/raw_data.txt')
expected_index, expected_e_values = _read_twitter_test_result('tests/expected_threshold_p95.txt')
index, e_values = detect_anoms(x, 1440, max_anoms=0.02, direction='both', threshold='p95', e_value=True)
self.assertListEqual(expected_index, index)
self.assertListEqual(expected_e_values, e_values)
def test_seasonal_data(self):
"""
An example from real Indeed data. Numbers are the click count of one of Indeed pages.
The last number is an anomaly caused by a holiday.
"""
x = [534592, 854369, 868702, 852728, 773757, 618216, 423549, 497898, 836237, 883591, 888337, 818443, 660449,
482778, 477392, 904671, 943225, 918105, 843145, 685644, 511239, 558484, 894195, 927928, 919406, 852359,
658974, 473478, 458006, 587811]
anoms_index = detect_anoms(x, 7)
self.assertEqual([29], anoms_index)
def test_twitter_data_longterm_onlylast(self):
"""
Use the same test data from Twitter's library. The result will be exactly the same as Twitter's.
Set the longterm_period to 1440 * 7
"""
x = read_twitter_raw_data('tests/raw_data.txt')
expected_index, expected_e_values = _read_twitter_test_result('tests/expected_longterm_onlylast.txt')
index, e_values = detect_anoms(x, 1440, max_anoms=0.02, direction='both', longterm_period=1440 * 7,
only_last=1440, e_value=True)
self.assertListEqual(expected_index, index)
self.assertListEqual(expected_e_values, e_values)
def test_seasonal_data(self):
"""
An example from real Indeed data. Numbers are the click count of one of Indeed pages.
The last number is an anomaly caused by a holiday.
"""
x = [
534592, 854369, 868702, 852728, 773757, 618216, 423549, 497898,
836237, 883591, 888337, 818443, 660449, 482778, 477392, 904671,
943225, 918105, 843145, 685644, 511239, 558484, 894195, 927928,
919406, 852359, 658974, 473478, 458006, 587811
]
anoms_index = detect_anoms(x, 7)
self.assertEqual([29], anoms_index)
def test_anom_with_breakout(self):
breakout_kwargs = {'min_size': 7, 'method': 'multi', 'beta': 0.008}
# when the breakout just happened, reports it as anomaly, which is correct.
ret = detect_anoms(self.data[3:33],
7,
max_anoms=0.01,
only_last=1,
breakout_kwargs=breakout_kwargs)
self.assertEqual([29], ret)
# after the time window moved forward, detects the breakout and stops reporting the last point as anomaly.
ret = detect_anoms(self.data[8:38],
7,
max_anoms=0.01,
only_last=1,
breakout_kwargs=breakout_kwargs)
self.assertEqual([], ret)
ret = detect_anoms(self.data[12:42],
7,
max_anoms=0.01,
only_last=1,
breakout_kwargs=breakout_kwargs)
self.assertEqual([], ret)
def test_twitter_data_neg(self):
"""
Use the same test data from Twitter's library. The result will be exactly the same as Twitter's.
Set the direction=neg
"""
x = read_twitter_raw_data('tests/raw_data.txt')
expected_index, expected_e_values = _read_twitter_test_result(
'tests/expected_neg.txt')
index, e_values = detect_anoms(x,
1440,
max_anoms=0.02,
direction='neg',
e_value=True)
self.assertListEqual(expected_index, index)
self.assertListEqual(expected_e_values, list(e_values))
def test_twitter_data_longterm(self):
"""
Use the same test data from Twitter's library. The result will be exactly the same as Twitter's.
Set the longterm_period to 1440 * 7
"""
x = read_twitter_raw_data('tests/raw_data.txt')
expected_index, expected_e_values = _read_twitter_test_result(
'tests/expected_longterm.txt')
index, e_values = detect_anoms(x,
1440,
max_anoms=0.02,
direction='both',
longterm_period=1440 * 7,
e_value=True)
self.assertListEqual(expected_index, index)
self.assertListEqual(expected_e_values, list(e_values))
def test_twitter_data_onlylast(self):
"""
Use the same test data from Twitter's library. The result will be exactly the same as Twitter's.
Set the only_last=True
"""
x = read_twitter_raw_data('tests/raw_data.txt')
expected_index, expected_e_values = _read_twitter_test_result(
'tests/expected_onlylast.txt')
index, e_values = detect_anoms(x,
1440,
max_anoms=0.02,
direction='both',
only_last=1440,
e_value=True)
self.assertListEqual(expected_index, index)
self.assertListEqual(expected_e_values, e_values)
def test_constants(self):
ret = detect_anoms([1] * 1000, 14, direction='both')
self.assertEqual([], ret)
def test_constants(self):
ret = detect_anoms([1] * 1000, 14, direction='both')
self.assertEqual([], ret)