# Import to be able to import python package from src
import sys
sys.path.insert(0, '../src')

import pandas as pd
import numpy as np
import ontime as on

The `LightGBM` module could not be imported. To enable LightGBM support in Darts, follow the detailed instructions in the installation guide: https://github.com/unit8co/darts/blob/master/INSTALL.md
The `Prophet` module could not be imported. To enable Prophet support in Darts, follow the detailed instructions in the installation guide: https://github.com/unit8co/darts/blob/master/INSTALL.md

Detectors

Detectors allow you to get a signal given a condition. The condition can be :

• an absolute threshold or,

• a statistical threshold with a quantile.

Let’s make an example.

Generate a TimeSeries

This is only to have some data for the purpose of the example.

ts = on.generators.random_walk().generate(start=pd.Timestamp('2022-01-01'), end=pd.Timestamp('2022-12-31'))

ts.head(3)

<TimeSeries (DataArray) (time: 3, component: 1, sample: 1)>
array([[[-0.00377122]],

       [[ 0.40349093]],

       [[ 2.47072711]]])
Coordinates:
  * time       (time) datetime64[ns] 2022-01-01 2022-01-02 2022-01-03
  * component  (component) object 'random_walk'
Dimensions without coordinates: sample
Attributes:
    static_covariates:  None
    hierarchy:          None

TimeSeries (DataArray)

• time: 3
• component: 1
• sample: 1

• -0.003771 0.4035 2.471

  array([[[-0.00377122]],
  
         [[ 0.40349093]],
  
         [[ 2.47072711]]])

• Coordinates: (2)
  • time
    (time)
    datetime64[ns]
    2022-01-01 2022-01-02 2022-01-03

    array(['2022-01-01T00:00:00.000000000', '2022-01-02T00:00:00.000000000',
           '2022-01-03T00:00:00.000000000'], dtype='datetime64[ns]')

  • component
    (component)
    object
    'random_walk'

    array(['random_walk'], dtype=object)

• Indexes: (2)
  • time
    PandasIndex

    PandasIndex(DatetimeIndex(['2022-01-01', '2022-01-02', '2022-01-03'], dtype='datetime64[ns]', name='time', freq='D'))

  • component
    PandasIndex

    PandasIndex(Index(['random_walk'], dtype='object', name='component'))

• Attributes: (2)

  static_covariates :

  None

  hierarchy :

  None

Detection given an abolute threshold

With a single line of code, you can make your absolute detector.

td = on.detectors.threshold(low_threshold=-2)

Now, a detection on any TimeSeries can be made as follow :

ats = td.detect(ts)

The return type of the detect function is a BinaryTimeSeries, meaning that it will always have values being 0 or 1.

type(ats)

ontime.core.time_series.binary_time_series.BinaryTimeSeries

ats.plot();

Detection given a statistical threshold (quantile)

Here the idea is similar but the threshold is dependant on the data. The quantile detector can be instanciated as follow

td = on.detectors.quantile(low_quantile=0.1)

And then, it can be fit

td.fit(ts)

Now, the usage is similar to the threshold detector.

ats = td.detect(ts)

The TimeSeries is also a BinaryTimeSeries with values being 0 or 1.

type(ats)

ontime.core.time_series.binary_time_series.BinaryTimeSeries

ats.plot();

Activate a logger when anomalies are detected

Upon request, a logger can be activated and produces a dataframe where detected anomalies are recorded. As an example, let’s take the last detection code and add a logger to a new quantile detection.

td = on.detectors.quantile(low_quantile=0.1, enable_logging=True)
td.fit(ts)

Detect

ats = td.detect(ts)

Index(['time', '0'], dtype='object', name='component')

Check what is in the logger

td.logger.log

	Timestamp	Description	Value
0	2022-01-01	QuantileDetector	True
1	2022-01-02	QuantileDetector	False
2	2022-01-03	QuantileDetector	False
3	2022-01-04	QuantileDetector	False
4	2022-01-05	QuantileDetector	False
...	...	...	...
360	2022-12-27	QuantileDetector	False
361	2022-12-28	QuantileDetector	False
362	2022-12-29	QuantileDetector	False
363	2022-12-30	QuantileDetector	False
364	2022-12-31	QuantileDetector	False

365 rows × 3 columns