| File: Dynamic\Transforms\TimeSeries\DetectAnomalyBySrCnn.cs | Web Access |
| Project: src\docs\samples\Microsoft.ML.Samples\Microsoft.ML.Samples.csproj (Microsoft.ML.Samples) |
using System; using System.Collections.Generic; using System.IO; using Microsoft.ML; using Microsoft.ML.Data; using Microsoft.ML.Transforms.TimeSeries; namespace Samples.Dynamic { public static class DetectAnomalyBySrCnn { // This example creates a time series (list of Data with the i-th element // corresponding to the i-th time slot). The estimator is applied then to // identify spiking points in the series. public static void Example() { // Create a new ML context, for ML.NET operations. It can be used for // exception tracking and logging, as well as the source of randomness. var ml = new MLContext(); // Generate sample series data with an anomaly var data = new List<TimeSeriesData>(); for (int index = 0; index < 20; index++) { data.Add(new TimeSeriesData(5)); } data.Add(new TimeSeriesData(10)); for (int index = 0; index < 5; index++) { data.Add(new TimeSeriesData(5)); } // Convert data to IDataView. var dataView = ml.Data.LoadFromEnumerable(data); // Setup the estimator arguments string outputColumnName = nameof(SrCnnAnomalyDetection.Prediction); string inputColumnName = nameof(TimeSeriesData.Value); // The transformed model. ITransformer model = ml.Transforms.DetectAnomalyBySrCnn( outputColumnName, inputColumnName, 16, 5, 5, 3, 8, 0.35).Fit( dataView); // Create a time series prediction engine from the model. var engine = model.CreateTimeSeriesEngine<TimeSeriesData, SrCnnAnomalyDetection>(ml); Console.WriteLine($"{outputColumnName} column obtained post-" + $"transformation."); Console.WriteLine("Data\tAlert\tScore\tMag"); // Prediction column obtained post-transformation. // Data Alert Score Mag // Create non-anomalous data and check for anomaly. for (int index = 0; index < 20; index++) { // Anomaly detection. PrintPrediction(5, engine.Predict(new TimeSeriesData(5))); } //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.00 0.00 //5 0 0.03 0.18 //5 0 0.03 0.18 //5 0 0.03 0.18 //5 0 0.03 0.18 //5 0 0.03 0.18 // Anomaly. PrintPrediction(10, engine.Predict(new TimeSeriesData(10))); //10 1 0.47 0.93 <-- alert is on, predicted anomaly // Checkpoint the model. var modelPath = "temp.zip"; engine.CheckPoint(ml, modelPath); // Load the model. using (var file = File.OpenRead(modelPath)) model = ml.Model.Load(file, out DataViewSchema schema); for (int index = 0; index < 5; index++) { // Anomaly detection. PrintPrediction(5, engine.Predict(new TimeSeriesData(5))); } //5 0 0.31 0.50 //5 0 0.05 0.30 //5 0 0.01 0.23 //5 0 0.00 0.21 //5 0 0.01 0.25 } private static void PrintPrediction(float value, SrCnnAnomalyDetection prediction) => Console.WriteLine("{0}\t{1}\t{2:0.00}\t{3:0.00}", value, prediction .Prediction[0], prediction.Prediction[1], prediction.Prediction[2]); private class TimeSeriesData { public float Value; public TimeSeriesData(float value) { Value = value; } } private class SrCnnAnomalyDetection { [VectorType(3)] public double[] Prediction { get; set; } } } }