pyanom
This library is Python projects for anomaly detection. This contains these techniques.
- Kullback-Leibler desity estimation
- Singular spectrum analysis
- Graphical lasso
- CUMSUM anomaly detection
- Hoteling T2
- Directional data anomaly detection
REQUIREMENTS
- numpy
- pandas
INSTALLATION
pip install pyanom
USAGE
Kullback-Leibler desity estimation
import numpy as np
from pyanom.density_ratio_estimation import KLDensityRatioEstimation
X_normal = np.loadtxt("../input/normal_data.csv", delimiter=",")
X_error = np.loadtxt("../input/error_data.csv", delimiter=",")
model = KLDensityRatioEstimation(
band_width=0.1, learning_rate=0.1, num_iterations=100)
model.fit(X_normal, X_error)
anomaly_score = model.predict(X_normal, X_error)
Singular spectrum analysis
import numpy as np
from pyanom.subspace_methods import SSA
y_error = np.loadtxt("../input/timeseries_error2.csv", delimiter=",")
model = SSA()
model.fit(y_error, window_size=50, trajectory_n=25, trajectory_pattern=3, test_n=25, test_pattern=2, lag=25)
anomaly_score = model.score()
Graphical lasso
import numpy as np
from pyanom.structure_learning import GraphicalLasso
X_normal = np.loadtxt("../input/normal_data.csv", delimiter=",")
X_error = np.loadtxt("../input/error_data.csv", delimiter=",")
model = GraphicalLasso()
model.fit(X_normal, rho=0.01, normalize=True)
anomaly_score = model.outlier_analysis_score(X_error)
CUSUM anomaly detection
import numpy as np
from pyanom.outlier_detection import CAD
y_normal = np.loadtxt(
"../input/timeseries_normal.csv", delimiter=",").reshape(-1, 1)
y_error = np.loadtxt(
"../input/timeseries_error.csv", delimiter=",").reshape(-1, 1)
model = CAD()
model.fit(y_normal, threshold=1)
anomaly_score = model.score(y_error)
Hoteling T2
import numpy as np
from pyanom.outlier_detection import HotelingT2
X_normal = np.loadtxt("../input/normal_data.csv", delimiter=",")
X_error = np.loadtxt("../input/error_data.csv", delimiter=",")
model = HotelingT2()
model.fit(X_normal)
anomaly_score = model.score(X_error)
Directional data anomaly DirectionalDataAnomalyDetection
import numpy as np
from pyanom.outlier_detection import DirectionalDataAnomalyDetection
X_normal = np.loadtxt(
"../input/normal_direction_data.csv", delimiter=",")
X_error = np.loadtxt("../input/error_direction_data.csv", delimiter=",")
model = DirectionalDataAnomalyDetection()
model.fit(X_normal, normalize=True)
anomaly_score = model.score(X_error)