語言

TimeSeriesCatalog.DetectIidSpike 方法

定義

多載

名稱 Description
DetectIidSpike(TransformsCatalog, String, String, Double, Int32, AnomalySide)

Create IidSpikeEstimator,根據自適應核密度估計與馬丁格爾分數,預測 獨立同分布(i.i.d.) 時間序列中的尖峰。

DetectIidSpike(TransformsCatalog, String, String, Int32, Int32, AnomalySide)
已淘汰.

Create IidSpikeEstimator,根據自適應核密度估計與馬丁格爾分數,預測 獨立同分布(i.i.d.) 時間序列中的尖峰。

DetectIidSpike(TransformsCatalog, String, String, Double, Int32, AnomalySide)

來源:
ExtensionsCatalog.cs
來源:
ExtensionsCatalog.cs
來源:
ExtensionsCatalog.cs

Create IidSpikeEstimator,根據自適應核密度估計與馬丁格爾分數,預測 獨立同分布(i.i.d.) 時間序列中的尖峰。

public static Microsoft.ML.Transforms.TimeSeries.IidSpikeEstimator DetectIidSpike(this Microsoft.ML.TransformsCatalog catalog, string outputColumnName, string inputColumnName, double confidence, int pvalueHistoryLength, Microsoft.ML.Transforms.TimeSeries.AnomalySide side = Microsoft.ML.Transforms.TimeSeries.AnomalySide.TwoSided);
static member DetectIidSpike : Microsoft.ML.TransformsCatalog * string * string * double * int * Microsoft.ML.Transforms.TimeSeries.AnomalySide -> Microsoft.ML.Transforms.TimeSeries.IidSpikeEstimator
<Extension()>
Public Function DetectIidSpike (catalog As TransformsCatalog, outputColumnName As String, inputColumnName As String, confidence As Double, pvalueHistoryLength As Integer, Optional side As AnomalySide = Microsoft.ML.Transforms.TimeSeries.AnomalySide.TwoSided) As IidSpikeEstimator

參數

catalog
TransformsCatalog

變身者的目錄。

outputColumnName
String

由 轉換 inputColumnName所得欄位名稱。 欄位資料是 的 Double向量。 向量包含三個元素:警示(非零值表示峰值)、原始分數和 p 值。

inputColumnName
String

要變換的欄位名稱。 欄位資料必須為 Single。 若設為 null,則 的值 outputColumnName 將作為來源。

confidence
Double

在 [0, 100] 範圍內偵測尖峰的信心度。

pvalueHistoryLength
Int32

計算 p 值的滑動視窗大小。

side
AnomalySide

決定是偵測正面或負面異常,或兩者兼具的論證。

傳回

範例

using System;
using System.Collections.Generic;
using Microsoft.ML;
using Microsoft.ML.Data;

namespace Samples.Dynamic
{
    public static class DetectIidSpikeBatchPrediction
    {
        // 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 the estimator arguments
            string outputColumnName = nameof(IidSpikePrediction.Prediction);
            string inputColumnName = nameof(TimeSeriesData.Value);

            // The transformed data.
            var transformedData = ml.Transforms.DetectIidSpike(outputColumnName,
                inputColumnName, 95.0d, Size / 4).Fit(dataView).Transform(dataView);

            // Getting the data of the newly created column as an IEnumerable of
            // IidSpikePrediction.
            var predictionColumn = ml.Data.CreateEnumerable<IidSpikePrediction>(
                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
            // 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
            // 10      1       10.00   0.00   <-- alert is on, predicted spike
            // 5       0       5.00    0.26
            // 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; }
        }
    }
}

適用於

DetectIidSpike(TransformsCatalog, String, String, Int32, Int32, AnomalySide)

來源:
ExtensionsCatalog.cs
來源:
ExtensionsCatalog.cs
來源:
ExtensionsCatalog.cs

警告

This API method is deprecated, please use the overload with confidence parameter of type double.

Create IidSpikeEstimator,根據自適應核密度估計與馬丁格爾分數,預測 獨立同分布(i.i.d.) 時間序列中的尖峰。

[System.Obsolete("This API method is deprecated, please use the overload with confidence parameter of type double.")]
public static Microsoft.ML.Transforms.TimeSeries.IidSpikeEstimator DetectIidSpike(this Microsoft.ML.TransformsCatalog catalog, string outputColumnName, string inputColumnName, int confidence, int pvalueHistoryLength, Microsoft.ML.Transforms.TimeSeries.AnomalySide side = Microsoft.ML.Transforms.TimeSeries.AnomalySide.TwoSided);
public static Microsoft.ML.Transforms.TimeSeries.IidSpikeEstimator DetectIidSpike(this Microsoft.ML.TransformsCatalog catalog, string outputColumnName, string inputColumnName, int confidence, int pvalueHistoryLength, Microsoft.ML.Transforms.TimeSeries.AnomalySide side = Microsoft.ML.Transforms.TimeSeries.AnomalySide.TwoSided);
[<System.Obsolete("This API method is deprecated, please use the overload with confidence parameter of type double.")>]
static member DetectIidSpike : Microsoft.ML.TransformsCatalog * string * string * int * int * Microsoft.ML.Transforms.TimeSeries.AnomalySide -> Microsoft.ML.Transforms.TimeSeries.IidSpikeEstimator
static member DetectIidSpike : Microsoft.ML.TransformsCatalog * string * string * int * int * Microsoft.ML.Transforms.TimeSeries.AnomalySide -> Microsoft.ML.Transforms.TimeSeries.IidSpikeEstimator
<Extension()>
Public Function DetectIidSpike (catalog As TransformsCatalog, outputColumnName As String, inputColumnName As String, confidence As Integer, pvalueHistoryLength As Integer, Optional side As AnomalySide = Microsoft.ML.Transforms.TimeSeries.AnomalySide.TwoSided) As IidSpikeEstimator

參數

catalog
TransformsCatalog

變身者的目錄。

outputColumnName
String

由 轉換 inputColumnName所得欄位名稱。 欄位資料是 的 Double向量。 向量包含三個元素:警示(非零值表示峰值)、原始分數和 p 值。

inputColumnName
String

要變換的欄位名稱。 欄位資料必須為 Single。 若設為 null,則 的值 outputColumnName 將作為來源。

confidence
Int32

在 [0, 100] 範圍內偵測尖峰的信心度。

pvalueHistoryLength
Int32

計算 p 值的滑動視窗大小。

side
AnomalySide

決定是偵測正面或負面異常,或兩者兼具的論證。

傳回

屬性

範例

using System;
using System.Collections.Generic;
using Microsoft.ML;
using Microsoft.ML.Data;

namespace Samples.Dynamic
{
    public static class DetectIidSpikeBatchPrediction
    {
        // 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 the estimator arguments
            string outputColumnName = nameof(IidSpikePrediction.Prediction);
            string inputColumnName = nameof(TimeSeriesData.Value);

            // The transformed data.
            var transformedData = ml.Transforms.DetectIidSpike(outputColumnName,
                inputColumnName, 95.0d, Size / 4).Fit(dataView).Transform(dataView);

            // Getting the data of the newly created column as an IEnumerable of
            // IidSpikePrediction.
            var predictionColumn = ml.Data.CreateEnumerable<IidSpikePrediction>(
                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
            // 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
            // 10      1       10.00   0.00   <-- alert is on, predicted spike
            // 5       0       5.00    0.26
            // 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; }
        }
    }
}

適用於