public static void IidSpikeDetectorPrediction()
{
// 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 <IidSpikeData>(Size);
for (int i = 0; i < Size / 2; i++)
{
data.Add(new IidSpikeData(5));
}
// This is a spike
data.Add(new IidSpikeData(10));
for (int i = 0; i < Size / 2; i++)
{
data.Add(new IidSpikeData(5));
}
// Convert data to IDataView.
var dataView = ml.CreateStreamingDataView(data);
// Setup IidSpikeDetector arguments
string outputColumnName = nameof(IidSpikePrediction.Prediction);
string inputColumnName = nameof(IidSpikeData.Value);
var args = new IidSpikeDetector.Arguments()
{
Source = inputColumnName,
Name = outputColumnName,
Confidence = 95, // The confidence for spike detection in the range [0, 100]
PvalueHistoryLength = Size / 4 // The size of the sliding window for computing the p-value; shorter windows are more sensitive to spikes.
};
// The transformed model.
ITransformer model = new IidSpikeEstimator(ml, args).Fit(dataView);
// Create a time series prediction engine from the model.
var engine = model.CreateTimeSeriesPredictionFunction <IidSpikeData, IidSpikePrediction>(ml);
for (int index = 0; index < 5; index++)
{
// Anomaly spike detection.
var prediction = engine.Predict(new IidSpikeData(5));
Console.WriteLine("{0}\t{1}\t{2:0.00}\t{3:0.00}", 5, prediction.Prediction[0],
prediction.Prediction[1], prediction.Prediction[2]);
}
// Spike.
var spikePrediction = engine.Predict(new IidSpikeData(10));
Console.WriteLine("{0}\t{1}\t{2:0.00}\t{3:0.00}", 10, spikePrediction.Prediction[0],
spikePrediction.Prediction[1], spikePrediction.Prediction[2]);
// Checkpoint the model.
var modelPath = "temp.zip";
engine.CheckPoint(ml, modelPath);
// Load the model.
using (var file = File.OpenRead(modelPath))
model = TransformerChain.LoadFrom(ml, file);
for (int index = 0; index < 5; index++)
{
// Anomaly spike detection.
var prediction = engine.Predict(new IidSpikeData(5));
Console.WriteLine("{0}\t{1}\t{2:0.00}\t{3:0.00}", 5, prediction.Prediction[0],
prediction.Prediction[1], prediction.Prediction[2]);
}
// 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 (check-point model)
// 5 0 5.00 0.26 <-- load model from disk.
// 5 0 5.00 0.26
// 5 0 5.00 0.50
// 5 0 5.00 0.50
// 5 0 5.00 0.50
}
