kats.detectors.hourly_ratio_detection module

class kats.detectors.hourly_ratio_detection.HourlyRatioDetector(data: kats.consts.TimeSeriesData, freq: Optional[Union[str, pandas._libs.tslibs.timedeltas.Timedelta]] = None, aggregate: Optional[str] = None)

Bases: kats.detectors.detector.Detector

Hourly Ratio Anormaly detector.

This detector detects the abnormal intra-day hourly ratio patterns. This detector takes TimeSeriesDataas input and returns a list of TimeSeriesChangePoint representing the abnormal dates. The detection algorithm assumes that the hourly ratio of each day should follow a multivariate normal distribution, and we utilize Mahalanobis distance tests to detect abnormal days. This class provides detector and plot.

data

A kats.consts.TimeSeriesData object representing the data to be examed, which should be of hour-level granularity.

freq

Optional; A string or a pandas.Timedelta object representing the data frequency (following the naming conventions of pandas). Can be ‘H’ (hourly frequency), ‘T’ minutely frequency, ‘S’ secondly frequency or any other frequency finer than hourly frequency. Default is None, in which case the frequency will be infered by infer_freq_robust.

aggregate

Optional; A string representing the aggregation method for aggregating data to hourly level data. Can be ‘min’, ‘max’, ‘sum’, ‘mean’ or None. Default is None, which means no aggregation.

Sample Usage:

>>> hr = HourlyRatioDetector(data)
>>> anomlies=hr.detector()
>>> hr = hr.plot(weekday = 3) # Plot the anomalies of weekday 3

detector(support_fraction=0.9) → List[kats.consts.TimeSeriesChangePoint]

Run detection algorithm.

Parameters

support_fraction – Optional; A float representing the support_fraction for MinCovDet class from scikit-learn. Default is 0.9. See https://scikit-learn.org/stable/modules/generated/sklearn.covariance.MinCovDet.html for more details.

Returns

A list of TimeSeriesChangePoint representing the anormal dates.

plot(weekday: int = 0) → None

plot the detection results.

Parameters

weekday – Optional; An integer representing the weekday label, which should be in [0,6]. Default is 0.

Returns

None.