anomaly_detection 0.1.1 → 0.1.2

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data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 0.1.2 (2021-10-20)
+
+- Added `plot` method
+
 ## 0.1.1 (2021-10-17)
 
 - Added `verbose` option

data/README.md

@@ -58,6 +58,20 @@ AnomalyDetection.detect(
 )
 ```
 
+## Plotting [unreleased]
+
+Add [Vega](https://github.com/ankane/vega) to your application’s Gemfile:
+
+```ruby
+gem 'vega'
+```
+
+And use:
+
+```ruby
+AnomalyDetection.plot(series, anomalies)
+```
+
 ## Credits
 
 This library was ported from the [AnomalyDetection](https://github.com/twitter/AnomalyDetection) R package and is available under the same license. It uses [cdflib](https://people.sc.fsu.edu/~jburkardt/cpp_src/cdflib/cdflib.html) for the quantile function.

data/ext/anomaly_detection/anomaly_detection.cpp

@@ -70,6 +70,7 @@ std::vector<size_t> detect_anoms(const std::vector<float>& data, int num_obs_per
     auto max_outliers = (size_t) n * k;
 
     // Sort data for fast median
+    // Use stable sort for indexes for deterministic results
     std::vector<size_t> indexes(n);
     std::iota(indexes.begin(), indexes.end(), 0);
     std::stable_sort(indexes.begin(), indexes.end(), [&data2](size_t a, size_t b) { return data2[a] < data2[b]; });

data/lib/anomaly_detection/version.rb

@@ -1,3 +1,3 @@
 module AnomalyDetection
-  VERSION = "0.1.1"
+  VERSION = "0.1.2"
 end

data/lib/anomaly_detection.rb

@@ -5,18 +5,72 @@ require "anomaly_detection/ext"
 require "anomaly_detection/version"
 
 module AnomalyDetection
-  def self.detect(series, period:, max_anoms: 0.1, alpha: 0.05, direction: "both", verbose: false)
-    raise ArgumentError, "series must contain at least 2 periods" if series.size < period * 2
-
-    if series.is_a?(Hash)
-      sorted = series.sort_by { |k, _| k }
-      x = sorted.map(&:last)
-    else
-      x = series
+  class << self
+    def detect(series, period:, max_anoms: 0.1, alpha: 0.05, direction: "both", plot: false, verbose: false)
+      raise ArgumentError, "series must contain at least 2 periods" if series.size < period * 2
+
+      if series.is_a?(Hash)
+        sorted = series.sort_by { |k, _| k }
+        x = sorted.map(&:last)
+      else
+        x = series
+      end
+
+      res = _detect(x, period, max_anoms, alpha, direction, verbose)
+      res.map! { |i| sorted[i][0] } if series.is_a?(Hash)
+      res
     end
 
-    res = _detect(x, period, max_anoms, alpha, direction, verbose)
-    res.map! { |i| sorted[i][0] } if series.is_a?(Hash)
-    res
+    # TODO add tooltips
+    def plot(series, anomalies)
+      require "vega"
+
+      data =
+        if series.is_a?(Hash)
+          series.map { |k, v| {x: iso8601(k), y: v, anomaly: anomalies.include?(k)} }
+        else
+          series.map.with_index { |v, i| {x: i, y: v, anomaly: anomalies.include?(i)} }
+        end
+
+      if series.is_a?(Hash)
+        x = {field: "x", type: "temporal"}
+        x["scale"] = {type: "utc"} if series.keys.first.is_a?(Date)
+      else
+        x = {field: "x", type: "quantitative"}
+      end
+
+      Vega.lite
+        .data(data)
+        .layer([
+          {
+            mark: {type: "line"},
+            encoding: {
+              x: x,
+              y: {field: "y", type: "quantitative", scale: {zero: false}},
+              color: {value: "#fa9088"}
+            }
+          },
+          {
+            transform: [{"filter": "datum.anomaly == true"}],
+            mark: {type: "point", size: 200},
+            encoding: {
+              x: x,
+              y: {field: "y", type: "quantitative"},
+              color: {value: "#19c7ca"}
+            }
+          }
+        ])
+        .config(axis: {title: nil, labelFontSize: 12})
+    end
+
+    private
+
+    def iso8601(v)
+      if v.is_a?(Date)
+        v.strftime("%Y-%m-%d")
+      else
+        v.strftime("%Y-%m-%dT%H:%M:%S.%L%z")
+      end
+    end
   end
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: anomaly_detection
 version: !ruby/object:Gem::Version
-  version: 0.1.1
+  version: 0.1.2
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2021-10-18 00:00:00.000000000 Z
+date: 2021-10-20 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rice