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Distribution-based anomaly detection for time series.

Project description

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Distribution-based anomaly detection for time series.

>>> from fossa import LastWindowAnomalyDetector
>>> clf = LastWindowAnomalyDetector(p_threshold=0.005, normalize=True)
>>> clf.fit(historic_data_df)
>>> clf.predict(new_data)
                     direction
date       category
2018-06-01 hockey          1.0
           footbal         0.0
           soccer         -1.0
           tennis          0.0

1 Installation

pip install fossa

2 Features

  • scikit-learn-like classifier API.

  • Pickle-able classifier objects.

  • Pure python.

  • Supports Python 3.5+.

  • Fully tested.

3 Use

TBA

4 Contributing

Current package maintainer (and one of the authors) is Shay Palachy (shay.palachy@gmail.com); You are more than welcome to approach him for help. Contributions are very welcomed.

4.1 Installing for development

Clone:

git clone git@github.com:shaypal5/fossa.git

Install in development mode, including test dependencies:

cd fossa
pip install -e '.[test]'

4.2 Running the tests

To run the tests use:

cd fossa
pytest

4.3 Adding documentation

The project is documented using the numpy docstring conventions, which were chosen as they are perhaps the most widely-spread conventions that are both supported by common tools such as Sphinx and result in human-readable docstrings. When documenting code you add to this project, follow these conventions.

Additionally, if you update this README.rst file, use python setup.py checkdocs to validate it compiles.

5 Credits

Created by Shay Palachy (shay.palachy@gmail.com) and Omri Mendels.

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