| File: Dynamic\Transforms\TimeSeries\DetectSpikeBySsaBatchPrediction.cs | Web Access |
| Project: src\docs\samples\Microsoft.ML.Samples\Microsoft.ML.Samples.csproj (Microsoft.ML.Samples) |
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; } } } }