pysad.models.KNNCAD¶
- class pysad.models.KNNCAD(probationary_period)[source]¶
Conformalized density- and distance-based anomaly detection in time-series data [BBI16], which uses a combination of a feature extraction method, an approach to assess a score whether a new observation differs significantly from a previously observed data, and a probabilistic interpretation of this score based on the conformal paradigm. This method’s implementation is based on NAB-kNNCAD. This model is univariate.
- Parameters:
probationary_period (int) – Number of instances in probationary period. Until probationary_period instances are received, the model outputs anomaly score of 0.0.
Methods
__init__
(probationary_period)fit
(X[, y])Fits the model to all instances in order.
fit_partial
(X[, y])Fits the model to next instance.
fit_score
(X[, y])This helper method applies fit_score_partial to all instances in order.
fit_score_partial
(X[, y])Applies fit_partial and score_partial to the next instance, respectively.
score
(X)Scores all instaces via score_partial iteratively.
Scores the anomalousness of the next instance.
- fit(X, y=None)¶
Fits the model to all instances in order.
- fit_partial(X, y=None)[source]¶
Fits the model to next instance. Note that this model is univariate.
- fit_score(X, y=None)¶
This helper method applies fit_score_partial to all instances in order.
- Parameters:
X (np.float64 array of shape (num_instances, num_features)) – The instances in order to fit.
y (np.int32 array of shape (num_instances, )) – The labels of the instances in order to fit (Optional for unsupervised models, default=None).
- Returns:
The anomalousness scores of the instances in order.
- Return type:
np.float64 array of shape (num_instances,)
- fit_score_partial(X, y=None)¶
Applies fit_partial and score_partial to the next instance, respectively.
- score(X)¶
Scores all instaces via score_partial iteratively.
- Parameters:
X (np.float64 array of shape (num_instances, num_features)) – The instances in order to score.
- Returns:
The anomalousness scores of the instances in order.
- Return type:
np.float64 array of shape (num_instances,)
- score_partial(X)[source]¶
Scores the anomalousness of the next instance.
- Parameters:
X (np.float64 array of shape (1,)) – The instance to score. Higher scores represent more anomalous instances whereas lower scores correspond to more normal instances.
- Returns:
The anomalousness score of the input instance.
- Return type: