Distribution-based anomaly detection for time series.
Project description
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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