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Anomaly Detection (anomaly model, scorer, detector, aggregator) #1256

Merged
merged 151 commits into from
Dec 22, 2022
Merged

Anomaly Detection (anomaly model, scorer, detector, aggregator) #1256

merged 151 commits into from
Dec 22, 2022

Commits on Oct 4, 2022

  1. AD first Ver

    Julien Adda authored and Julien Adda committed Oct 4, 2022
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  2. AD first Version

    Julien Adda authored and Julien Adda committed Oct 4, 2022
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Commits on Oct 5, 2022

  1. added ForecastingAnomalyModel/FilteringAnomalyModel, and scorers: Kme… 

    …ansAnomaly/LocalOutlierFactorAnomaly
    Julien Adda authored and Julien Adda committed Oct 5, 2022
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Commits on Oct 7, 2022

  1. implemented GaussianMixtureScorer and allow multiple scorer inputs

    Julien Adda authored and Julien Adda committed Oct 7, 2022
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Commits on Oct 10, 2022

  1. Added comments and possibility to input a list of scorers in AnomalyM… 

    …odel
    Julien Adda authored and Julien Adda committed Oct 10, 2022
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  2. Clean whitespace

    Julien Adda authored and Julien Adda committed Oct 10, 2022
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  3. Clean whitespace2

    Julien Adda authored and Julien Adda committed Oct 10, 2022
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  4. Clean whitespace2

    Julien Adda authored and Julien Adda committed Oct 10, 2022
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  5. Clean whitespace with VScode

    Julien Adda authored and Julien Adda committed Oct 10, 2022
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Commits on Oct 14, 2022

  1. Merge branch 'master' into feat/anomaly_detection_API

    @julien12234
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  2. Changed diff() position and added characteristic_length parameters

    Julien Adda authored and Julien Adda committed Oct 14, 2022
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Commits on Oct 15, 2022

  1. renamed submodule

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  2. small changes

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Commits on Oct 16, 2022

  1. small improvements

    @hrzn
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  2. small changes

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Commits on Oct 28, 2022

  1. Accepts all types UTS, MTS, list(UTS or MTS)

    Julien Adda authored and Julien Adda committed Oct 28, 2022
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  2. move _diff() in child, so that scorers have all the same signature

    Julien Adda authored and Julien Adda committed Oct 28, 2022
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Commits on Oct 31, 2022

  1. replaced L1, L2, and Abs_diff with Norm

    Julien Adda committed Oct 31, 2022
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  2. add component_wise to WassersteinScorer

    Julien Adda committed Oct 31, 2022
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  3. add component_wise to Kmeans

    Julien Adda authored and Julien Adda committed Oct 31, 2022
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  4. add component_wise to LOF

    Julien Adda authored and Julien Adda committed Oct 31, 2022
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  5. add component_wise to GaussianMixture

    Julien Adda authored and Julien Adda committed Oct 31, 2022
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Commits on Nov 3, 2022

  1. Accept num_samples for probabilistic models forecasting

    Julien Adda authored and Julien Adda committed Nov 3, 2022
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Commits on Nov 4, 2022

  1. Minor changes

    Julien Adda authored and Julien Adda committed Nov 4, 2022
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Commits on Nov 9, 2022

  1. add comments, add likelihood

    Julien Adda authored and Julien Adda committed Nov 9, 2022
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Commits on Nov 10, 2022

  1. add laplace, + window parameter + parameter alllow_retrain

    Julien Adda authored and Julien Adda committed Nov 10, 2022
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Commits on Nov 11, 2022

  1. add cauchy and gamma likelihood

    Julien Adda authored and Julien Adda committed Nov 11, 2022
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Commits on Nov 14, 2022

  1. add utils.py, detectors, aggregators

    @julien12234
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  2. removed show function for now

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Commits on Nov 16, 2022

  1. add show_anomalies() and show_anomalies_from_scores()

    @julien12234
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  2. small changes

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Commits on Nov 20, 2022

  1. Merge branch 'master' of github.com:unit8co/darts into feat/anomaly_d… 

    …etection_API
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Commits on Nov 21, 2022

  1. Merge branch 'master' into feat/anomaly_detection_API

    @hrzn
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  2. Merge branch 'feat/anomaly_detection_API' of github.com:unit8co/darts… 

    … into feat/anomaly_detection_API
    @hrzn
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  3. Some docstring improvements to AnomalyModels

    @hrzn
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Commits on Nov 22, 2022

  1. corrected Kmeans, LFO and Gaussian Scorer + added input from PR

    @julien12234
    julien12234 committed Nov 22, 2022
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  2. test commit

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    julien12234 committed Nov 22, 2022
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Commits on Nov 23, 2022

  1. negative LFO and gaussian

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Commits on Nov 25, 2022

  1. Merge branch 'master' into feat/anomaly_detection_API

    @hrzn
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Commits on Nov 28, 2022

  1. Merge branch 'master' into feat/anomaly_detection_API

    @julien12234
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  2. pre pull

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  3. from prediciton structure

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Commits on Nov 30, 2022

  1. improved show_anomalies, changed structure _from_prediction

    @julien12234
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  2. small mistake in eval_accuracy in utils.py

    @julien12234
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Commits on Dec 1, 2022

  1. return type of eval_acc

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  2. changed way eval_acc returns in anomaly_model

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Commits on Dec 2, 2022

  1. added test for agg, dect, and scorers. upgrade agg trainable

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Commits on Dec 3, 2022

  1. added parameter return_UTS, and added test for scorers and anomaly_model

    @julien12234
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  2. small mistake in anomaly_model

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Commits on Dec 6, 2022

  1. New structure in files

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Commits on Dec 7, 2022

  1. Added warnings

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Commits on Dec 8, 2022

  1. small change in wasserstein

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Commits on Dec 9, 2022

  1. Merge branch 'master' into feat/anomaly_detection_API

    @hrzn
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  2. filtering_am and forecasting_am

    @julien12234
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  3. Small improvements

    @hrzn
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  4. Merge branch 'feat/anomaly_detection_API' of github.com:unit8co/darts… 

    … into feat/anomaly_detection_API
    @hrzn
    hrzn committed Dec 9, 2022
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  5. Fix test names

    @hrzn
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  6. add pyod to requirements

    @hrzn
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  7. rename scorers

    @hrzn
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  8. scorers imports

    @hrzn
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  9. Changed handling of kwargs in AD models

    @hrzn
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  10. update tests

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Commits on Dec 10, 2022

  1. return single TimeSeries from score() in some cases

    @hrzn
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  2. small naming improvements

    @hrzn
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  3. Some improvements to anomaly models

    @hrzn
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Commits on Dec 11, 2022

  1. Small improvements to scorers

    @hrzn
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  2. Some small improvements

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  3. Fix tests

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Commits on Dec 12, 2022

  1. Merge branch 'master' into feat/anomaly_detection_API

    @hrzn
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  2. Norm scorer docstring

    @hrzn
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  3. test toy example agg and detectors

    @julien12234
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  4. small docstring improvements

    @hrzn
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  5. Merge branch 'feat/anomaly_detection_API' of github.com:unit8co/darts… 

    … into feat/anomaly_detection_API
    @hrzn
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  6. Add vectorization todos

    @hrzn
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  7. test toy example scorers

    @julien12234
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  8. test toy example scorers

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Commits on Dec 13, 2022

  1. test toy example PyOD

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  2. test toy example NLL scorers

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  3. test toy example poisson nll scorer

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  4. test toy example univariate anomaly_models

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  5. test toy example univariate covariates forecasting_anomaly_models

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  6. update threshold detector docstring

    @hrzn
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  7. Merge branch 'feat/anomaly_detection_API' of github.com:unit8co/darts… 

    … into feat/anomaly_detection_API
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  8. change way to output string messages

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  9. first implementation of julien H's PR review

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  10. first implementation of julien H's PR review 2

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Commits on Dec 14, 2022

  1. anomaly_model forecasting multivariate test

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  2. anomaly_model multivariate, w=1,2, len()=2 test for NLL scorers

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  3. changed NLL scorers: call scipy.stats function

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  4. changed in anomaly_models (inner to outer for series and scorers)

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Commits on Dec 15, 2022

  1. Small changes to PyOD detector

    @hrzn
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  2. Merge branch 'feat/anomaly_detection_API' of github.com:unit8co/darts… 

    … into feat/anomaly_detection_API
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  3. improvements to wasserstein scorer docstring

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  4. change in eval acc

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  5. change in eval acc, new function _eval_accuracy_from_scores

    @julien12234
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  6. Small improvements to aggregators

    @hrzn
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  7. Small docstrings improvements

    @hrzn
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  8. Merge branch 'feat/anomaly_detection_API' of github.com:unit8co/darts… 

    … into feat/anomaly_detection_API
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  9. Utils docstring

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  10. change in detectors (vectorization and accepts list of param if multi… 

    …variate)
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  11. remove exp in PyODScorer... and updated test

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  12. new test with np.testing

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Commits on Dec 16, 2022

  1. agg accept only MTS or sequence of MTS

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  2. removed old detectors

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  3. new multivariate test for filtering anomaly model

    @julien12234
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  4. small changes to utils docstrings

    @hrzn
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  5. Merge branch 'feat/anomaly_detection_API' of github.com:unit8co/darts… 

    … into feat/anomaly_detection_API
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  6. test assert_array_almost_equal decimal 2

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  7. test assert_array_almost_equal decimal 1

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  8. test assert_array_almost_equal decimal 1

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  9. second implementation of julien H's PR review

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  10. vectorization of NLL scorers

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  11. problem with test_univariate_FilteringAnomalyModel

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  12. replace abs by __abs__ in test_univariate_covariate_ForecastingAnomal… 

    …yModel
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  13. Merge branch 'master' into feat/anomaly_detection_API

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Commits on Dec 17, 2022

  1. replace abs by __abs__ in ALL test_univariate_covariate_ForecastingAn… 

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Commits on Dec 20, 2022

  1. Increase coverage of scorers tests

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  2. Imports in submodules

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  3. Some improvements to utils

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  4. Some improvements

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Commits on Dec 21, 2022

  1. significant rework of quantile detector

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  2. Rework threshold detector

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Commits on Dec 22, 2022

  1. Rework NLL scorers

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  2. Rename NLL scorers files

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  3. vectorize windowing in k-means

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  4. vectorization of windowing in PyOD and Wasserstein

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  5. Docstring improvements

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  6. Update darts/ad/anomaly_model/filtering_am.py 

    Co-authored-by: eliane-maalouf <112691612+eliane-maalouf@users.noreply.github.com>
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  7. Update darts/ad/anomaly_model/filtering_am.py 

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  8. Update darts/ad/anomaly_model/filtering_am.py 

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  9. Update darts/ad/anomaly_model/filtering_am.py 

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  10. Update darts/ad/anomaly_model/filtering_am.py 

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  11. Update darts/ad/anomaly_model/forecasting_am.py 

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  12. Update darts/ad/anomaly_model/__init__.py 

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  13. Update darts/ad/anomaly_model/__init__.py 

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  14. Update darts/ad/anomaly_model/forecasting_am.py 

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  15. Update darts/ad/anomaly_model/forecasting_am.py 

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  16. Update darts/ad/anomaly_model/forecasting_am.py 

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  17. Update darts/ad/anomaly_model/forecasting_am.py 

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  18. Update darts/ad/anomaly_model/forecasting_am.py 

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  19. Update darts/ad/scorers/__init__.py 

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  20. Update darts/ad/scorers/scorers.py 

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  21. Update darts/ad/scorers/scorers.py 

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  22. Update darts/ad/scorers/scorers.py 

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  23. Update darts/ad/scorers/kmeans_scorer.py 

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  24. Merge branch 'master' into feat/anomaly_detection_API

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  25. PR comments

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  26. Formatting

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  27. Update darts/ad/scorers/pyod_scorer.py 

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  28. Small docstring improvement

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  29. Merge branch 'feat/anomaly_detection_API' of github.com:unit8co/darts… 

    … into feat/anomaly_detection_API
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