@@ -45,35 +166,7 @@ kats.detectors.robust_stat_detection
kats.detectors.seasonality
kats.detectors.stat_sig_detector
-kats.detectors.trend_mk
kats.graphics.plots
-kats.models.arima
-kats.models.bayesian_var
-kats.models.ensemble.ensemble
-kats.models.ensemble.kats_ensemble
-kats.models.ensemble.median_ensemble
-kats.models.ensemble.weighted_avg_ensemble
-kats.models.harmonic_regression
-kats.models.holtwinters
-kats.models.linear_model
-kats.models.lstm
-kats.models.metalearner.get_metadata
-kats.models.metalearner.metalearner_hpt
-kats.models.metalearner.metalearner_modelselect
-kats.models.metalearner.metalearner_predictability
-kats.models.model
-kats.models.nowcasting.feature_extraction
-kats.models.nowcasting.model_io
-kats.models.nowcasting.nowcasting
-kats.models.prophet
-kats.models.quadratic_model
-kats.models.reconciliation.base_models
-kats.models.reconciliation.thm
-kats.models.sarima
-kats.models.stlf
-kats.models.theta
-kats.models.var
-kats.tsfeatures.tsfeatures
kats.utils.backtesters
kats.utils.cupik
kats.utils.decomposition
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Kats
diff --git a/api/_modules/kats/consts.html b/api/_modules/kats/consts.html index 2efc550e..657df6c4 100644 --- a/api/_modules/kats/consts.html +++ b/api/_modules/kats/consts.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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__all__ = [
- ModelEnum,
- OperationsEnum,
- Params,
- SearchMethodEnum,
- TimeSeriesChangePoint,
- TimeSeriesData,
- TimeSeriesIterator,
- TSIterator,
+ 'ModelEnum',
+ 'OperationsEnum',
+ 'Params',
+ 'SearchMethodEnum',
+ 'TimeSeriesChangePoint',
+ 'TimeSeriesData',
+ 'TimeSeriesIterator',
+ 'TSIterator',
]
Source code for kats.consts
Kats
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Navigation
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- kats
- kats.consts module
- kats.detectors package
- kats.graphics package diff --git a/api/_modules/kats/detectors/bocpd.html b/api/_modules/kats/detectors/bocpd.html index 59a5f3cb..1dd7c447 100644 --- a/api/_modules/kats/detectors/bocpd.html +++ b/api/_modules/kats/detectors/bocpd.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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kats.detectors.bocpd_model — Kats 0.0.1 documentation
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Kats
diff --git a/api/_modules/kats/detectors/bocpd_model.html b/api/_modules/kats/detectors/bocpd_model.html index eab2397e..d1ea9241 100644 --- a/api/_modules/kats/detectors/bocpd_model.html +++ b/api/_modules/kats/detectors/bocpd_model.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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kats.detectors.changepoint_evaluator — Kats 0.0.1 documentation
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Kats
diff --git a/api/_modules/kats/detectors/changepoint_evaluator.html b/api/_modules/kats/detectors/changepoint_evaluator.html index 9ebefd14..0e466871 100644 --- a/api/_modules/kats/detectors/changepoint_evaluator.html +++ b/api/_modules/kats/detectors/changepoint_evaluator.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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Source code for kats.detectors.changepoint_evaluator
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kats.detectors.cusum_detection — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/detectors/cusum_detection.html b/api/_modules/kats/detectors/cusum_detection.html index cd4638cd..0dc83f04 100644 --- a/api/_modules/kats/detectors/cusum_detection.html +++ b/api/_modules/kats/detectors/cusum_detection.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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kats.detectors.cusum_model — Kats 0.0.1 documentation
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Source code for kats.detectors.cusum_detection
Kats
diff --git a/api/_modules/kats/detectors/cusum_model.html b/api/_modules/kats/detectors/cusum_model.html index b459e734..2bf4dd7b 100644 --- a/api/_modules/kats/detectors/cusum_model.html +++ b/api/_modules/kats/detectors/cusum_model.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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kats.detectors.detector — Kats 0.0.1 documentation
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Kats
diff --git a/api/_modules/kats/detectors/detector.html b/api/_modules/kats/detectors/detector.html index df071c9e..71bfca20 100644 --- a/api/_modules/kats/detectors/detector.html +++ b/api/_modules/kats/detectors/detector.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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kats.detectors.detector_consts — Kats 0.0.1 documentation
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Kats
diff --git a/api/_modules/kats/detectors/detector_consts.html b/api/_modules/kats/detectors/detector_consts.html index 56cc86dc..78485d44 100644 --- a/api/_modules/kats/detectors/detector_consts.html +++ b/api/_modules/kats/detectors/detector_consts.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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kats.detectors.hourly_ratio_detection — Kats 0.0.1 documentation
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Source code for kats.detectors.detector_consts
Kats
diff --git a/api/_modules/kats/detectors/hourly_ratio_detection.html b/api/_modules/kats/detectors/hourly_ratio_detection.html index 2d619af3..be15941e 100644 --- a/api/_modules/kats/detectors/hourly_ratio_detection.html +++ b/api/_modules/kats/detectors/hourly_ratio_detection.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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Source code for kats.detectors.hourly_ratio_detection
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kats.detectors.outlier — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/detectors/outlier.html b/api/_modules/kats/detectors/outlier.html index 63a23cff..07af48d6 100644 --- a/api/_modules/kats/detectors/outlier.html +++ b/api/_modules/kats/detectors/outlier.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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kats.detectors.prophet_detector — Kats 0.0.1 documentation
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+Source code for kats.detectors.outlier
Kats
diff --git a/api/_modules/kats/detectors/prophet_detector.html b/api/_modules/kats/detectors/prophet_detector.html index 66185799..1b19d0c9 100644 --- a/api/_modules/kats/detectors/prophet_detector.html +++ b/api/_modules/kats/detectors/prophet_detector.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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kats.detectors.robust_stat_detection — Kats 0.0.1 documentation
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+Source code for kats.detectors.prophet_detector
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Kats
diff --git a/api/_modules/kats/detectors/robust_stat_detection.html b/api/_modules/kats/detectors/robust_stat_detection.html index 93bfb919..e6ef01f1 100644 --- a/api/_modules/kats/detectors/robust_stat_detection.html +++ b/api/_modules/kats/detectors/robust_stat_detection.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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Source code for kats.detectors.robust_stat_detection
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kats.detectors.seasonality — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/detectors/seasonality.html b/api/_modules/kats/detectors/seasonality.html index f274cb3c..4648898b 100644 --- a/api/_modules/kats/detectors/seasonality.html +++ b/api/_modules/kats/detectors/seasonality.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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kats.detectors.stat_sig_detector — Kats 0.0.1 documentation
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Kats
diff --git a/api/_modules/kats/detectors/stat_sig_detector.html b/api/_modules/kats/detectors/stat_sig_detector.html index 1839a729..452d024d 100644 --- a/api/_modules/kats/detectors/stat_sig_detector.html +++ b/api/_modules/kats/detectors/stat_sig_detector.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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kats.detectors.trend_mk — Kats 0.0.1 documentation
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Kats
diff --git a/api/_modules/kats/detectors/trend_mk.html b/api/_modules/kats/detectors/trend_mk.html index d2b767f2..7371b64b 100644 --- a/api/_modules/kats/detectors/trend_mk.html +++ b/api/_modules/kats/detectors/trend_mk.html @@ -1,4 +1,34 @@ + + + + + + + + + + + + + + @@ -8,22 +38,113 @@
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Source code for kats.detectors.trend_mk
details.
The basic idea is to check whether there is a monotonic trend based on a
- look back number of time steps (window_size).
+ look back number of time steps (`window_size`).
Parameters:
- data: TimeSeriesData, this is time series data at one-day granularity.
+ data: `TimeSeriesData`, this is time series data at one-day granularity.
This time series can be either univariate or multivariate.
We require more than training_days points in each time series.
- threshold: float, threshold for trend intensity; higher threshold gives
+ threshold: `float`, threshold for trend intensity; higher threshold gives
trend with high intensity (0.8 by default). If we only want to use
the p-value to determine changepoints, set threshold = 0.
- alpha: float, significance level (0.05 by default)
- multivariate: bool, whether the input time series is multivariate
+ alpha: `float`, significance level (0.05 by default)
+ multivariate: `bool`, whether the input time series is multivariate
Example:
- -------
- >>> import pandas as pd
- >>> from kats.consts import TimeSeriesData
- >>> from kats.detectors.trend_mk import MKDetector
- >>> # read data and rename the two columns required by TimeSeriesData
- >>> # structure
- >>> data = pd.read_csv("../filename.csv") # demo file does not exist
- >>> TSdata = TimeSeriesData(data)
- >>> # create MKDetector with given data and params
- >>> d = MKDetector(data=TSdata)
- >>> # call detector method to fit model
- >>> detected_time_points = d.detector(window_size=20, direction="up")
- >>> # plot the results
- >>> d.plot(detected_time_points)
+ --------
+ >>> import pandas as pd
+ >>> from kats.consts import TimeSeriesData
+ >>> from kats.detectors.trend_mk import MKDetector
+ >>> # read data and rename the two columns required by TimeSeriesData
+ >>> # structure
+ >>> data = pd.read_csv("../filename.csv") # demo file does not exist
+ >>> TSdata = TimeSeriesData(data)
+ >>> # create MKDetector with given data and params
+ >>> d = MKDetector(data=TSdata)
+ >>> # call detector method to fit model
+ >>> detected_time_points = d.detector(window_size=20, direction="up")
+ >>> # plot the results
+ >>> d.plot(detected_time_points)
"""
def __init__(
@@ -251,21 +372,22 @@ Source code for kats.detectors.trend_mk
[docs] def MKtest(self, ts: pd.DataFrame) -> Tuple[dt, str, float, float]:
"""
- This function performs the Mann-Kendall (MK) test for trend detection
- (Mann 1945, Kendall 1975, Gilbert 1987).
+ This function performs the Mann-Kendall (MK) test for trend detection.
- Args:
+ (Mann 1945, Kendall 1975, Gilbert 1987)
+ Args:
ts: the dataframe of input data with time as index.
This time series should not present seasonality for MK test.
Returns:
-
- anchor_date: the last time point in ts; the date for which alert is
- triggered
- trend: tells the trend (decreasing, increasing, or no trend)
- p: p-value of the significance test
- Tau: Kendall Tau-b statistic (https://en.wikipedia.org/wiki/Kendall_rank_correlation_coefficient#Tau-b)
+ (tuple): tuple containing:
+
+ anchor_date(datetime): the last time point in ts; the date for
+ which alert is triggered
+ trend(str): tells the trend (decreasing, increasing, or no trend)
+ p(float): p-value of the significance test
+ Tau(float): Kendall Tau-b statistic (https://en.wikipedia.org/wiki/Kendall_rank_correlation_coefficient#Tau-b)
"""
x, _ = self._preprocessing(ts)
@@ -285,13 +407,11 @@ Source code for kats.detectors.trend_mk
by R. M. Hirsch and J. R. Slack (1984).
Args:
-
ts: the dataframe of input data with time as index. This time
series should not present seasonality for MK test.
Returns:
-
- anchor_date: the last time point in ts; the date for which alert is
+ tuple: anchor_date: the last time point in ts; the date for which alert is
triggered.
trend:_dict: tells the trend (decreasing, increasing, or no trend)
for each metric.
@@ -668,6 +788,48 @@ Source code for kats.detectors.trend_mk
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Kats
diff --git a/api/_modules/kats/graphics/plots.html b/api/_modules/kats/graphics/plots.html
index ecfd5fb7..48502937 100644
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kats.graphics.plots — Kats 0.0.1 documentation
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Kats
diff --git a/api/_modules/kats/models/arima.html b/api/_modules/kats/models/arima.html
index 2444ac30..d70fd53a 100644
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kats.models.arima — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/bayesian_var.html b/api/_modules/kats/models/bayesian_var.html
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kats.models.bayesian_var — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/ensemble/ensemble.html b/api/_modules/kats/models/ensemble/ensemble.html
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diff --git a/api/_modules/kats/models/ensemble/kats_ensemble.html b/api/_modules/kats/models/ensemble/kats_ensemble.html
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kats.models.ensemble.kats_ensemble — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/ensemble/median_ensemble.html b/api/_modules/kats/models/ensemble/median_ensemble.html
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kats.models.ensemble.median_ensemble — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/ensemble/weighted_avg_ensemble.html b/api/_modules/kats/models/ensemble/weighted_avg_ensemble.html
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kats.models.ensemble.weighted_avg_ensemble — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/harmonic_regression.html b/api/_modules/kats/models/harmonic_regression.html
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kats.models.harmonic_regression — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/holtwinters.html b/api/_modules/kats/models/holtwinters.html
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kats.models.holtwinters — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/linear_model.html b/api/_modules/kats/models/linear_model.html
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kats.models.linear_model — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/lstm.html b/api/_modules/kats/models/lstm.html
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kats.models.lstm — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/metalearner/get_metadata.html b/api/_modules/kats/models/metalearner/get_metadata.html
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kats.models.metalearner.get_metadata — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/metalearner/metalearner_hpt.html b/api/_modules/kats/models/metalearner/metalearner_hpt.html
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kats.models.metalearner.metalearner_hpt — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/metalearner/metalearner_modelselect.html b/api/_modules/kats/models/metalearner/metalearner_modelselect.html
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kats.models.metalearner.metalearner_modelselect — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/metalearner/metalearner_predictability.html b/api/_modules/kats/models/metalearner/metalearner_predictability.html
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kats.models.metalearner.metalearner_predictability — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/model.html b/api/_modules/kats/models/model.html
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kats.models.model — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/nowcasting/feature_extraction.html b/api/_modules/kats/models/nowcasting/feature_extraction.html
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kats.models.nowcasting.feature_extraction — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/nowcasting/model_io.html b/api/_modules/kats/models/nowcasting/model_io.html
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kats.models.nowcasting.model_io — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/nowcasting/nowcasting.html b/api/_modules/kats/models/nowcasting/nowcasting.html
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kats.models.nowcasting.nowcasting — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/prophet.html b/api/_modules/kats/models/prophet.html
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kats.models.prophet — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/quadratic_model.html b/api/_modules/kats/models/quadratic_model.html
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kats.models.quadratic_model — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/reconciliation/base_models.html b/api/_modules/kats/models/reconciliation/base_models.html
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kats.models.reconciliation.base_models — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/reconciliation/thm.html b/api/_modules/kats/models/reconciliation/thm.html
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kats.models.reconciliation.thm — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/sarima.html b/api/_modules/kats/models/sarima.html
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kats.models.sarima — Kats 0.0.1 documentation
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diff --git a/api/_modules/kats/models/stlf.html b/api/_modules/kats/models/stlf.html
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diff --git a/api/_modules/kats/models/theta.html b/api/_modules/kats/models/theta.html
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Move the implementation of get_parameter_search_space() out of arima
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diff --git a/api/_modules/kats/models/var.html b/api/_modules/kats/models/var.html
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diff --git a/api/_modules/kats/tsfeatures/tsfeatures.html b/api/_modules/kats/tsfeatures/tsfeatures.html
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diff --git a/api/_modules/kats/utils/backtesters.html b/api/_modules/kats/utils/backtesters.html
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diff --git a/api/_modules/kats/utils/cupik.html b/api/_modules/kats/utils/cupik.html
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diff --git a/api/_modules/kats/utils/decomposition.html b/api/_modules/kats/utils/decomposition.html
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diff --git a/api/_modules/kats/utils/emp_confidence_int.html b/api/_modules/kats/utils/emp_confidence_int.html
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diff --git a/api/_modules/kats/utils/parameter_tuning_utils.html b/api/_modules/kats/utils/parameter_tuning_utils.html
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diff --git a/api/_modules/kats/utils/simulator.html b/api/_modules/kats/utils/simulator.html
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