public SsaAnomalyDetectionBase(IHostEnvironment env, ModelLoadContext ctx, string name)
: base(env, ctx, name)
{
// *** Binary format ***
// <base>
// int: _seasonalWindowSize
// float: _discountFactor
// byte: _errorFunction
// bool: _isAdaptive
// AdaptiveSingularSpectrumSequenceModeler: _model
Host.CheckDecode(InitialWindowSize == 0);
SeasonalWindowSize = ctx.Reader.ReadInt32();
Host.CheckDecode(2 <= SeasonalWindowSize);
DiscountFactor = ctx.Reader.ReadSingle();
Host.CheckDecode(0 <= DiscountFactor && DiscountFactor <= 1);
byte temp;
temp = ctx.Reader.ReadByte();
Host.CheckDecode(Enum.IsDefined(typeof(ErrorFunctionUtils.ErrorFunction), temp));
ErrorFunction = (ErrorFunctionUtils.ErrorFunction)temp;
ErrorFunc = ErrorFunctionUtils.GetErrorFunction(ErrorFunction);
IsAdaptive = ctx.Reader.ReadBoolean();
StateRef = new State(ctx.Reader);
ctx.LoadModel <SequenceModelerBase <Single, Single>, SignatureLoadModel>(env, out Model, "SSA");
Host.CheckDecode(Model != null);
StateRef.InitState(this, Host);
}
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, AdaptiveSingularSpectrumSequenceModeler.RankSelectionMethod.Exact, null, SeasonalWindowSize / 2, false, false);
StateRef = new State();
StateRef.InitState(WindowSize, InitialWindowSize, this, Host);
}