"""
skyline_prophet.py
"""
# REQUIRED Skyline imports. All custom algorithms MUST have the following two
# imports. These are required for exception handling and to record algorithm
# errors regardless of debug_logging setting for the custom_algorithm
import logging
import traceback
from custom_algorithms import record_algorithm_error
# Import ALL modules that the custom algorithm requires. Remember that if a
# requirement is not one that is provided by the Skyline requirements.txt you
# must ensure it is installed in the Skyline virtualenv
import pandas as pd
from prophet import Prophet
logger = logging.getLogger('cmdstanpy')
logger.addHandler(logging.NullHandler())
logger.propagate = False
logger.setLevel(logging.CRITICAL)
# The name of the function MUST be the same as the name declared in
# settings.CUSTOM_ALGORITHMS.
# It MUST have 3 parameters:
# current_skyline_app, timeseries, algorithm_parameters
# See https://earthgecko-skyline.readthedocs.io/en/latest/algorithms/custom-algorithms.html
# for a full explanation about each.
# ALWAYS WRAP YOUR ALGORITHM IN try and except
# @added 20221127 - Feature #4742: custom_algorithms - skyline_prophet
[docs]def skyline_prophet(current_skyline_app, parent_pid, timeseries, algorithm_parameters):
"""
Outlier detector for time-series data using the spectral residual algorithm.
Based on the alibi-detect implementation of "Time-Series Anomaly Detection
Service at Microsoft" (Ren et al., 2019) https://arxiv.org/abs/1906.03821
:param current_skyline_app: the Skyline app executing the algorithm. This
will be passed to the algorithm by Skyline. This is **required** for
error handling and logging. You do not have to worry about handling the
argument in the scope of the custom algorithm itself, but the algorithm
must accept it as the first agrument.
:param parent_pid: the parent pid which is executing the algorithm, this is
**required** for error handling and logging. You do not have to worry
about handling this argument in the scope of algorithm, but the
algorithm must accept it as the second argument.
:param timeseries: the time series as a list e.g. ``[[1667608854, 1269121024.0],
[1667609454, 1269174272.0], [1667610054, 1269174272.0]]``
:param algorithm_parameters: a dictionary of any required parameters for the
custom_algorithm and algorithm itself. For the anomalous_daily_peak
custom algorithm no specific algorithm_parameters are required apart
from an empty dict, example:
``algorithm_parameters={'return_instance_score': True}``
:type current_skyline_app: str
:type parent_pid: int
:type timeseries: list
:type algorithm_parameters: dict
:return: anomalous, anomalyScore, instance_scores
:rtype: tuple(boolean, float, instance_scores)
"""
def fit_predict_model(
dataframe, interval_width=0.99, changepoint_range=0.8,
daily_seasonality=False, yearly_seasonality=False,
weekly_seasonality=False, seasonality_mode='multiplicative'):
m = Prophet(daily_seasonality=daily_seasonality,
yearly_seasonality=yearly_seasonality,
weekly_seasonality=weekly_seasonality,
seasonality_mode=seasonality_mode,
interval_width=interval_width,
changepoint_range=changepoint_range)
m = m.fit(dataframe)
forecast = m.predict(dataframe)
forecast['fact'] = dataframe['y'].reset_index(drop=True)
return forecast
def detect_anomalies(forecast):
forecasted = forecast[['ds', 'trend', 'yhat', 'yhat_lower', 'yhat_upper', 'fact']].copy()
# forecast['fact'] = df['y']
forecasted['anomaly'] = 0
forecasted.loc[forecasted['fact'] > forecasted['yhat_upper'], 'anomaly'] = 1
forecasted.loc[forecasted['fact'] < forecasted['yhat_lower'], 'anomaly'] = -1
# anomaly importances
forecasted['importance'] = 0
forecasted.loc[forecasted['anomaly'] == 1, 'importance'] = (forecasted['fact'] - forecasted['yhat_upper']) / forecast['fact']
forecasted.loc[forecasted['anomaly'] == -1, 'importance'] = (forecasted['yhat_lower'] - forecasted['fact']) / forecast['fact']
return forecasted
# You MUST define the algorithm_name
algorithm_name = 'skyline_prophet'
# Define the default state of None and None, anomalous does not default to
# False as that is not correct, False is only correct if the algorithm
# determines the data point is not anomalous. The same is true for the
# anomalyScore.
anomalous = None
anomalyScore = None
results = {'anomalies': [], 'prophet_scores': []}
current_logger = None
# If you wanted to log, you can but this should only be done during
# testing and development
def get_log(current_skyline_app):
current_skyline_app_logger = current_skyline_app + 'Log'
current_logger = logging.getLogger(current_skyline_app_logger)
return current_logger
return_results = False
try:
return_results = algorithm_parameters['return_results']
except:
return_results = False
if not return_results:
try:
return_results = algorithm_parameters['return_anomalies']
except:
return_results = False
# Use the algorithm_parameters to determine the sample_period
debug_logging = None
try:
debug_logging = algorithm_parameters['debug_logging']
except:
debug_logging = False
if debug_logging:
try:
current_logger = get_log(current_skyline_app)
current_logger.debug('debug :: %s :: debug_logging enabled with algorithm_parameters - %s' % (
algorithm_name, str(algorithm_parameters)))
except:
# This except pattern MUST be used in ALL custom algortihms to
# facilitate the traceback from any errors. The algorithm we want to
# run super fast and without spamming the log with lots of errors.
# But we do not want the function returning and not reporting
# anything to the log, so the pythonic except is used to "sample" any
# algorithm errors to a tmp file and report once per run rather than
# spewing tons of errors into the log e.g. analyzer.log
record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc())
# Return None and None as the algorithm could not determine True or False
if return_results:
return (None, None, results)
return (None, None)
# Use the algorithm_parameters to determine variables
debug_print = None
try:
debug_print = algorithm_parameters['debug_print']
except:
debug_print = False
anomaly_window = 1
try:
anomaly_window = int(algorithm_parameters['anomaly_window'])
except:
anomaly_window = 1
interval_width = 0.99
try:
interval_width = float(algorithm_parameters['interval_width'])
except:
interval_width = 0.99
changepoint_range = 0.8
try:
changepoint_range = float(algorithm_parameters['changepoint_range'])
except:
changepoint_range = 0.8
daily_seasonality = False
try:
daily_seasonality = algorithm_parameters['daily_seasonality']
except:
daily_seasonality = False
yearly_seasonality = False
try:
yearly_seasonality = algorithm_parameters['yearly_seasonality']
except:
yearly_seasonality = False
weekly_seasonality = False
try:
weekly_seasonality = algorithm_parameters['weekly_seasonality']
except:
weekly_seasonality = False
seasonality_mode = 'multiplicative'
try:
seasonality_mode = algorithm_parameters['seasonality_mode']
except:
seasonality_mode = 'multiplicative'
prophet_anomalies = []
try:
prophet_df = pd.DataFrame(timeseries, columns=['ds', 'y'])
prophet_df['ds'] = pd.to_datetime(prophet_df['ds'], unit='s')
pred = fit_predict_model(prophet_df, interval_width=interval_width,
changepoint_range=changepoint_range,
daily_seasonality=daily_seasonality,
yearly_seasonality=yearly_seasonality,
weekly_seasonality=weekly_seasonality,
seasonality_mode=seasonality_mode)
pred = detect_anomalies(pred)
a_df = pred.loc[(pred['anomaly'] > 0) & (pred['importance'] > 0)]
prophet_anomalies_df = a_df[['ds', 'fact']].copy()
dates = prophet_anomalies_df['ds'].tolist()
prophet_anomaly_timestamps, prophet_anomalies = [], []
for d in dates:
prophet_anomaly_timestamps.append(int(d.strftime('%s')))
for item in timeseries:
if int(item[0]) in prophet_anomaly_timestamps:
prophet_anomalies.append(1)
else:
prophet_anomalies.append(0)
anomaly_sum = sum(prophet_anomalies[-anomaly_window:])
anomalies = {}
for index, item in enumerate(timeseries):
if prophet_anomalies[index] == 1:
ts = int(item[0])
anomalies[ts] = {'value': item[1], 'index': index, 'score': 1}
if anomaly_sum > 0:
anomalous = True
anomalyScore = 1.0
else:
anomalous = False
anomalyScore = 0.0
results = {
'anomalous': anomalous,
'anomalies': anomalies,
'anomalyScore_list': prophet_anomalies,
'scores': prophet_anomalies,
}
except StopIteration:
if debug_print:
print('warning - StopIteration called on prophet')
if debug_logging:
current_logger.debug('debug :: warning - StopIteration called on prophet')
# This except pattern MUST be used in ALL custom algortihms to
# facilitate the traceback from any errors. The algorithm we want to
# run super fast and without spamming the log with lots of errors.
# But we do not want the function returning and not reporting
# anything to the log, so the pythonic except is used to "sample" any
# algorithm errors to a tmp file and report once per run rather than
# spewing tons of errors into the log e.g. analyzer.log
if return_results:
return (None, None, results)
return (None, None)
except Exception as err:
record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc())
if debug_print:
print('error:', traceback.format_exc())
if debug_logging:
current_logger.debug('debug :: error - on prophet - %s' % err)
current_logger.debug(traceback.format_exc())
# Return None and None as the algorithm could not determine True or False
if return_results:
return (None, None, results)
return (None, None)
if return_results:
return (anomalous, anomalyScore, results)
return (anomalous, anomalyScore)