sanin 1.0.0

Synthetic anomaly injection for time series with auto baseline estimation.

sanin

A lightweight package for injecting synthetic anomalies into time series without requiring prior metadata.
It internally estimates level, trend, and seasonality, then applies user-selected anomalies.

Local Installation

pip install -e .

Uso rápido

import numpy as np, pandas as pd
from sanin import AnomalyInjector, AnomalyType

# Example series
t = np.arange(1000)
y = 100 + 0.01*t + 5*np.sin(2*np.pi*t/50) + np.random.normal(0, 1, size=len(t))
s = pd.Series(y, index=pd.date_range("2024-01-01", periods=len(t), freq="min"))

inj = AnomalyInjector(random_state=123)

# 1) Positive spikes in 5 points
y1, rep1, mask1 = inj.inject(s, AnomalyType.SPIKE, severity=1.0, n_points=5, return_mask=True)

# 2) Level shift starting at a point
y2, rep2, mask2 = inj.inject(s, AnomalyType.LEVEL_SHIFT, severity=2.0, return_mask=True)

# 3) Variance change within a window
y3, rep3, mask3 = inj.inject(s, AnomalyType.VARIANCE_CHANGE, severity=1.5, return_mask=True)

Anomaly Types

• SPIKE (point anomaly, +)
• DROP (point anomaly, −)
• LEVEL_SHIFT (step change in level)
• VARIANCE_CHANGE (increased noise in a window)
• TREND_DRIFT (slope change)
• SEASON_AMP_CHANGE (seasonal amplitude change in a window)
• FLATLINE (sensor stuck at constant value)
• MISSING (segment with NaNs)
• STUCK_HIGH, STUCK_LOW (saturation at high/low value)
• BLACKOUT (zeroing or fixed value in a window)

Each injection also returns a report with affected indices and resolved parameters.

Design

• No heavy dependencies: uses numpy/pandas.
• Internal decomposition:
  • level = robust median;
  • trend = moving average over ~10% of the length;
  • seasonality = mean by phase with period estimated via autocorrelation;
  • residual = observed - (level + trend + seasonality).
• Parameters have robust defaults derived from the series itself.

Tests

pytest -q

License

MIT