private protected override void CloneCore(State state)
{
base.CloneCore(state);
Contracts.Assert(state is State);
var stateLocal = state as State;
stateLocal.WindowedBuffer = WindowedBuffer.Clone();
stateLocal.InitialWindowedBuffer = InitialWindowedBuffer.Clone();
if (_model != null)
{
_parentAnomalyDetector.Model = _parentAnomalyDetector.Model.Clone();
_model = _parentAnomalyDetector.Model;
}
}
public SsaForecastingBase(SsaForecastingOptions options, string name, IHostEnvironment env, SsaForecastingBaseWrapper parent)
: base(options.TrainSize, 0, options.Source, options.Name, options.ConfidenceLowerBoundColumn,
options.ConfidenceUpperBoundColumn, name, options.VariableHorizon ? 0 : options.Horizon, env)
{
Host.CheckUserArg(0 <= options.DiscountFactor && options.DiscountFactor <= 1, nameof(options.DiscountFactor), "Must be in the range [0, 1].");
IsAdaptive = options.IsAdaptive;
Horizon = options.Horizon;
ConfidenceLevel = options.ConfidenceLevel;
// Creating the master SSA model
Model = new AdaptiveSingularSpectrumSequenceModelerInternal(Host, options.TrainSize, options.SeriesLength, options.WindowSize,
options.DiscountFactor, options.RankSelectionMethod, options.Rank, options.MaxRank, !string.IsNullOrEmpty(options.ConfidenceLowerBoundColumn),
options.ShouldStablize, options.ShouldMaintainInfo, options.MaxGrowth);
StateRef = new State();
StateRef.InitState(WindowSize, InitialWindowSize, this, Host);
Parent = parent;
}
public SsaAnomalyDetectionBase(SsaOptions options, string name, IHostEnvironment env, SsaAnomalyDetectionBaseWrapper parent)
: base(options.WindowSize, 0, options.Source, options.Name, name, env, options.Side, options.Martingale, options.AlertOn, options.PowerMartingaleEpsilon, options.AlertThreshold)
{
Host.CheckUserArg(2 <= options.SeasonalWindowSize, nameof(options.SeasonalWindowSize), "Must be at least 2.");
Host.CheckUserArg(0 <= options.DiscountFactor && options.DiscountFactor <= 1, nameof(options.DiscountFactor), "Must be in the range [0, 1].");
Host.CheckUserArg(Enum.IsDefined(typeof(ErrorFunction), options.ErrorFunction), nameof(options.ErrorFunction), ErrorFunctionUtils.ErrorFunctionHelpText);
SeasonalWindowSize = options.SeasonalWindowSize;
DiscountFactor = options.DiscountFactor;
ErrorFunction = options.ErrorFunction;
ErrorFunc = ErrorFunctionUtils.GetErrorFunction(ErrorFunction);
IsAdaptive = options.IsAdaptive;
// Creating the master SSA model
Model = new AdaptiveSingularSpectrumSequenceModeler(Host, options.InitialWindowSize, SeasonalWindowSize + 1, SeasonalWindowSize,
DiscountFactor, AdaptiveSingularSpectrumSequenceModeler.RankSelectionMethod.Exact, null, SeasonalWindowSize / 2, false, false);
StateRef = new State();
StateRef.InitState(WindowSize, InitialWindowSize, this, Host);
Parent = parent;
}
private protected override void InitializeAnomalyDetector()
{
_parentAnomalyDetector = (SsaAnomalyDetectionBase)Parent;
_model = _parentAnomalyDetector.Model;
}
private protected override void InitializeForecaster()
{
_parentForecaster = (SsaForecastingBase)Parent;
_model = _parentForecaster.Model;
}
