public SsaAnomalyDetectionBase(SsaArguments args, string name, IHostEnvironment env)
: base(args.WindowSize, 0, args.Source, args.Name, name, env, args.Side, args.Martingale, args.AlertOn, args.PowerMartingaleEpsilon, args.AlertThreshold)
{
Host.CheckUserArg(2 <= args.SeasonalWindowSize, nameof(args.SeasonalWindowSize), "Must be at least 2.");
Host.CheckUserArg(0 <= args.DiscountFactor && args.DiscountFactor <= 1, nameof(args.DiscountFactor), "Must be in the range [0, 1].");
Host.CheckUserArg(Enum.IsDefined(typeof(ErrorFunctionUtils.ErrorFunction), args.ErrorFunction), nameof(args.ErrorFunction), ErrorFunctionUtils.ErrorFunctionHelpText);
SeasonalWindowSize = args.SeasonalWindowSize;
DiscountFactor = args.DiscountFactor;
ErrorFunction = args.ErrorFunction;
ErrorFunc = ErrorFunctionUtils.GetErrorFunction(ErrorFunction);
IsAdaptive = args.IsAdaptive;
// Creating the master SSA model
Model = new AdaptiveSingularSpectrumSequenceModeler(Host, args.InitialWindowSize, SeasonalWindowSize + 1, SeasonalWindowSize,
DiscountFactor, null, AdaptiveSingularSpectrumSequenceModeler.RankSelectionMethod.Exact, null, SeasonalWindowSize / 2, false, false);
}
protected override void InitializeAnomalyDetector()
{
_parentAnomalyDetector = (SsaAnomalyDetectionBase)Parent;
_model = _parentAnomalyDetector.Model.Clone();
_model.InitState();
}
