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Add a TimeSeriesAnomalyDetector #1

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ManuelAlvarezC opened this issue Dec 18, 2018 · 1 comment
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Add a TimeSeriesAnomalyDetector #1

ManuelAlvarezC opened this issue Dec 18, 2018 · 1 comment
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@ManuelAlvarezC
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There will be a single class in the estimators module. It will contain all the logic required to fit, score, tune and obtain predictions from a pipeline, it will contain the following methods:

  • __init__: The class constructor. It will receive the pipeline in the MLBlocks format, along with the cross-validation configuration and persistence options.

  • tune: Will use BTB and the cross-validation and scorer from the constructor to find the best hyperparameters for the given template.

  • fit: Will fit a pipeline using the hyperparameters found by the tune method or the ones given as an argument to the init method.

  • predict: Will use the pipeline to make predictions. It will raise an exception if the pipeline has not been fitted.

@ManuelAlvarezC ManuelAlvarezC added the new feature New feature label Dec 18, 2018
@ManuelAlvarezC
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Also, a TimeSeriesLoader class to load the data in a format ready to be used by the TimeSeriesAnomalyDetector. The class constructor will have the following arguments:

  • dataset_path: The path to the dataset. It will be an CSV file without index nor headers.
  • predictions : Number of steps ahead to predict.
  • samples: Number of steps composing each training sample.

And will have a single method load(self, target=True) that will load and format the data and return, for a CSV of size (n_rows, n_features) the following items:

  • X: numpy.ndarray a 3-d array of shape (training_samples, samples, n_features )
  • y: np.ndarray a 2-d array of shape (training_samples, predictions)

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