| File: Dynamic\Transforms\TimeSeries\DetectIidSpike.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 DetectIidSpike { // 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 a spike const int Size = 10; var data = new List<TimeSeriesData>(Size + 1) { new TimeSeriesData(5), new TimeSeriesData(5), new TimeSeriesData(5), new TimeSeriesData(5), new TimeSeriesData(5), // This is a spike. new TimeSeriesData(10), new TimeSeriesData(5), new TimeSeriesData(5), new TimeSeriesData(5), new TimeSeriesData(5), new TimeSeriesData(5), }; // Convert data to IDataView. var dataView = ml.Data.LoadFromEnumerable(data); // Setup IidSpikeDetector arguments string outputColumnName = nameof(IidSpikePrediction.Prediction); string inputColumnName = nameof(TimeSeriesData.Value); // The transformed model. ITransformer model = ml.Transforms.DetectIidSpike(outputColumnName, inputColumnName, 95.0d, Size).Fit(dataView); // Create a time series prediction engine from the model. var engine = model.CreateTimeSeriesEngine<TimeSeriesData, IidSpikePrediction>(ml); Console.WriteLine($"{outputColumnName} column obtained " + $"post-transformation."); Console.WriteLine("Data\tAlert\tScore\tP-Value"); // Prediction column obtained post-transformation. // Data Alert Score P-Value // Create non-anomalous data and check for anomaly. for (int index = 0; index < 5; index++) { // Anomaly spike detection. PrintPrediction(5, engine.Predict(new TimeSeriesData(5))); } // 5 0 5.00 0.50 // 5 0 5.00 0.50 // 5 0 5.00 0.50 // 5 0 5.00 0.50 // 5 0 5.00 0.50 // Spike. PrintPrediction(10, engine.Predict(new TimeSeriesData(10))); // 10 1 10.00 0.00 <-- alert is on, predicted spike (check-point model) // 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 spike detection. PrintPrediction(5, engine.Predict(new TimeSeriesData(5))); } // 5 0 5.00 0.26 <-- load model from disk. // 5 0 5.00 0.26 // 5 0 5.00 0.50 // 5 0 5.00 0.50 // 5 0 5.00 0.50 } private static void PrintPrediction(float value, IidSpikePrediction prediction) => Console.WriteLine("{0}\t{1}\t{2:0.00}\t{3:0.00}", value, prediction.Prediction[0], prediction.Prediction[1], prediction.Prediction[2]); class TimeSeriesData { public float Value; public TimeSeriesData(float value) { Value = value; } } class IidSpikePrediction { [VectorType(3)] public double[] Prediction { get; set; } } } }