|
using System;
using System.Collections.Generic;
using Microsoft.ML;
using Microsoft.ML.Data;
namespace Samples.Dynamic
{
public static class DetectSpikeBySsaBatchPrediction
{
// 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. This estimator can account for
// temporal seasonality in the data.
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 recurring pattern and a spike
// within the pattern
const int SeasonalitySize = 5;
const int TrainingSeasons = 3;
const int TrainingSize = SeasonalitySize * TrainingSeasons;
var data = new List<TimeSeriesData>()
{
new TimeSeriesData(0),
new TimeSeriesData(1),
new TimeSeriesData(2),
new TimeSeriesData(3),
new TimeSeriesData(4),
new TimeSeriesData(0),
new TimeSeriesData(1),
new TimeSeriesData(2),
new TimeSeriesData(3),
new TimeSeriesData(4),
new TimeSeriesData(0),
new TimeSeriesData(1),
new TimeSeriesData(2),
new TimeSeriesData(3),
new TimeSeriesData(4),
//This is a spike.
new TimeSeriesData(100),
new TimeSeriesData(0),
new TimeSeriesData(1),
new TimeSeriesData(2),
new TimeSeriesData(3),
new TimeSeriesData(4),
};
// Convert data to IDataView.
var dataView = ml.Data.LoadFromEnumerable(data);
// Setup estimator arguments
var inputColumnName = nameof(TimeSeriesData.Value);
var outputColumnName = nameof(SsaSpikePrediction.Prediction);
// The transformed data.
var transformedData = ml.Transforms.DetectSpikeBySsa(outputColumnName,
inputColumnName, 95.0d, 8, TrainingSize, SeasonalitySize + 1).Fit(
dataView).Transform(dataView);
// Getting the data of the newly created column as an IEnumerable of
// SsaSpikePrediction.
var predictionColumn = ml.Data.CreateEnumerable<SsaSpikePrediction>(
transformedData, reuseRowObject: false);
Console.WriteLine($"{outputColumnName} column obtained " +
$"post-transformation.");
Console.WriteLine("Data\tAlert\tScore\tP-Value");
int k = 0;
foreach (var prediction in predictionColumn)
PrintPrediction(data[k++].Value, prediction);
// Prediction column obtained post-transformation.
// Data Alert Score P-Value
// 0 0 -2.53 0.50
// 1 0 -0.01 0.01
// 2 0 0.76 0.14
// 3 0 0.69 0.28
// 4 0 1.44 0.18
// 0 0 -1.84 0.17
// 1 0 0.22 0.44
// 2 0 0.20 0.45
// 3 0 0.16 0.47
// 4 0 1.33 0.18
// 0 0 -1.79 0.07
// 1 0 0.16 0.50
// 2 0 0.09 0.50
// 3 0 0.08 0.45
// 4 0 1.31 0.12
// 100 1 98.21 0.00 <-- alert is on, predicted spike
// 0 0 -13.83 0.29
// 1 0 -1.74 0.44
// 2 0 -0.47 0.46
// 3 0 -16.50 0.29
// 4 0 -29.82 0.21
}
private static void PrintPrediction(float value, SsaSpikePrediction
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 SsaSpikePrediction
{
[VectorType(3)]
public double[] Prediction { get; set; }
}
}
}
|