TimeSeriesCatalog.DetectChangePointBySsa Yöntem
Tanım
Önemli
Bazı bilgiler ürünün ön sürümüyle ilgilidir ve sürüm öncesinde önemli değişiklikler yapılmış olabilir. Burada verilen bilgilerle ilgili olarak Microsoft açık veya zımni hiçbir garanti vermez.
Aşırı Yüklemeler
| DetectChangePointBySsa(TransformsCatalog, String, String, Double, Int32, Int32, Int32, ErrorFunction, MartingaleType, Double) |
Tekil Spektrum Analizi'ni (SSA) kullanarak zaman serisindeki değişiklik noktalarını tahmin eden öğesini oluşturunSsaChangePointEstimator. |
| DetectChangePointBySsa(TransformsCatalog, String, String, Int32, Int32, Int32, Int32, ErrorFunction, MartingaleType, Double) |
Geçersiz.
Tekil Spektrum Analizi'ni (SSA) kullanarak zaman serisindeki değişiklik noktalarını tahmin eden öğesini oluşturunSsaChangePointEstimator. |
DetectChangePointBySsa(TransformsCatalog, String, String, Double, Int32, Int32, Int32, ErrorFunction, MartingaleType, Double)
Tekil Spektrum Analizi'ni (SSA) kullanarak zaman serisindeki değişiklik noktalarını tahmin eden öğesini oluşturunSsaChangePointEstimator.
public static Microsoft.ML.Transforms.TimeSeries.SsaChangePointEstimator DetectChangePointBySsa (this Microsoft.ML.TransformsCatalog catalog, string outputColumnName, string inputColumnName, double confidence, int changeHistoryLength, int trainingWindowSize, int seasonalityWindowSize, Microsoft.ML.Transforms.TimeSeries.ErrorFunction errorFunction = Microsoft.ML.Transforms.TimeSeries.ErrorFunction.SignedDifference, Microsoft.ML.Transforms.TimeSeries.MartingaleType martingale = Microsoft.ML.Transforms.TimeSeries.MartingaleType.Power, double eps = 0.1);static member DetectChangePointBySsa : Microsoft.ML.TransformsCatalog * string * string * double * int * int * int * Microsoft.ML.Transforms.TimeSeries.ErrorFunction * Microsoft.ML.Transforms.TimeSeries.MartingaleType * double -> Microsoft.ML.Transforms.TimeSeries.SsaChangePointEstimator<Extension()>
Public Function DetectChangePointBySsa (catalog As TransformsCatalog, outputColumnName As String, inputColumnName As String, confidence As Double, changeHistoryLength As Integer, trainingWindowSize As Integer, seasonalityWindowSize As Integer, Optional errorFunction As ErrorFunction = Microsoft.ML.Transforms.TimeSeries.ErrorFunction.SignedDifference, Optional martingale As MartingaleType = Microsoft.ML.Transforms.TimeSeries.MartingaleType.Power, Optional eps As Double = 0.1) As SsaChangePointEstimatorParametreler
- catalog
- TransformsCatalog
Dönüşümün kataloğu.
- outputColumnName
- String
dönüştürmesinden kaynaklanan sütunun inputColumnNameadı.
Sütun verileri bir vektördür Double. Vektör 4 öğe içerir: uyarı (sıfır olmayan değer bir değişiklik noktası anlamına gelir), ham puan, p-Değer ve martingale puanı.
- inputColumnName
- String
Dönüştürülecek sütunun adı. Sütun verileri olmalıdır Single.
olarak ayarlanırsa nulldeğeri outputColumnName kaynak olarak kullanılır.
- confidence
- Double
[0, 100] aralığında değişiklik noktası algılama için güvenilirlik.
- changeHistoryLength
- Int32
p değerini hesaplamaya yönelik kayan pencerenin boyutu.
- trainingWindowSize
- Int32
Eğitim için kullanılan sıranın başından itibaren nokta sayısı.
- seasonalityWindowSize
- Int32
Giriş zaman serisindeki ilgili en büyük mevsimsellik üst sınırı.
- errorFunction
- ErrorFunction
Beklenen ile gözlemlenen değer arasındaki hatayı hesaplamak için kullanılan işlev.
- martingale
- MartingaleType
Puanlama için kullanılan martingale.
- eps
- Double
Power martingale için epsilon parametresi.
Döndürülenler
Örnekler
using System;
using System.Collections.Generic;
using Microsoft.ML;
using Microsoft.ML.Data;
namespace Samples.Dynamic
{
public static class DetectChangePointBySsaBatchPrediction
{
// This example creates a time series (list of Data with the i-th element
// corresponding to the i-th time slot). The estimator is applied then to
// identify points where data distribution changed. This estimator can
// account for temporal seasonality in the data.
public static void Example()
{
// Create a new ML context, for ML.NET operations. It can be used for
// exception tracking and logging, as well as the source of randomness.
var ml = new MLContext();
// Generate sample series data with a recurring pattern and then a
// change in trend
const int SeasonalitySize = 5;
const int TrainingSeasons = 3;
const int TrainingSize = SeasonalitySize * TrainingSeasons;
var data = new List<TimeSeriesData>()
{
new TimeSeriesData(0),
new TimeSeriesData(1),
new TimeSeriesData(2),
new TimeSeriesData(3),
new TimeSeriesData(4),
new TimeSeriesData(0),
new TimeSeriesData(1),
new TimeSeriesData(2),
new TimeSeriesData(3),
new TimeSeriesData(4),
new TimeSeriesData(0),
new TimeSeriesData(1),
new TimeSeriesData(2),
new TimeSeriesData(3),
new TimeSeriesData(4),
//This is a change point
new TimeSeriesData(0),
new TimeSeriesData(100),
new TimeSeriesData(200),
new TimeSeriesData(300),
new TimeSeriesData(400),
};
// Convert data to IDataView.
var dataView = ml.Data.LoadFromEnumerable(data);
// Setup estimator arguments
var inputColumnName = nameof(TimeSeriesData.Value);
var outputColumnName = nameof(ChangePointPrediction.Prediction);
// The transformed data.
var transformedData = ml.Transforms.DetectChangePointBySsa(
outputColumnName, inputColumnName, 95.0d, 8, TrainingSize,
SeasonalitySize + 1).Fit(dataView).Transform(dataView);
// Getting the data of the newly created column as an IEnumerable of
// ChangePointPrediction.
var predictionColumn = ml.Data.CreateEnumerable<ChangePointPrediction>(
transformedData, reuseRowObject: false);
Console.WriteLine(outputColumnName + " column obtained " +
"post-transformation.");
Console.WriteLine("Data\tAlert\tScore\tP-Value\tMartingale value");
int k = 0;
foreach (var prediction in predictionColumn)
PrintPrediction(data[k++].Value, prediction);
// Prediction column obtained post-transformation.
// Data Alert Score P-Value Martingale value
// 0 0 -2.53 0.50 0.00
// 1 0 -0.01 0.01 0.00
// 2 0 0.76 0.14 0.00
// 3 0 0.69 0.28 0.00
// 4 0 1.44 0.18 0.00
// 0 0 -1.84 0.17 0.00
// 1 0 0.22 0.44 0.00
// 2 0 0.20 0.45 0.00
// 3 0 0.16 0.47 0.00
// 4 0 1.33 0.18 0.00
// 0 0 -1.79 0.07 0.00
// 1 0 0.16 0.50 0.00
// 2 0 0.09 0.50 0.00
// 3 0 0.08 0.45 0.00
// 4 0 1.31 0.12 0.00
// 0 0 -1.79 0.07 0.00
// 100 1 99.16 0.00 4031.94 <-- alert is on, predicted changepoint
// 200 0 185.23 0.00 731260.87
// 300 0 270.40 0.01 3578470.47
// 400 0 357.11 0.03 45298370.86
}
private static void PrintPrediction(float value, ChangePointPrediction
prediction) =>
Console.WriteLine("{0}\t{1}\t{2:0.00}\t{3:0.00}\t{4:0.00}", value,
prediction.Prediction[0], prediction.Prediction[1],
prediction.Prediction[2], prediction.Prediction[3]);
class ChangePointPrediction
{
[VectorType(4)]
public double[] Prediction { get; set; }
}
class TimeSeriesData
{
public float Value;
public TimeSeriesData(float value)
{
Value = value;
}
}
}
}
Şunlara uygulanır
DetectChangePointBySsa(TransformsCatalog, String, String, Int32, Int32, Int32, Int32, ErrorFunction, MartingaleType, Double)
Dikkat
This API method is deprecated, please use the overload with confidence parameter of type double.
Tekil Spektrum Analizi'ni (SSA) kullanarak zaman serisindeki değişiklik noktalarını tahmin eden öğesini oluşturunSsaChangePointEstimator.
[System.Obsolete("This API method is deprecated, please use the overload with confidence parameter of type double.")]
public static Microsoft.ML.Transforms.TimeSeries.SsaChangePointEstimator DetectChangePointBySsa (this Microsoft.ML.TransformsCatalog catalog, string outputColumnName, string inputColumnName, int confidence, int changeHistoryLength, int trainingWindowSize, int seasonalityWindowSize, Microsoft.ML.Transforms.TimeSeries.ErrorFunction errorFunction = Microsoft.ML.Transforms.TimeSeries.ErrorFunction.SignedDifference, Microsoft.ML.Transforms.TimeSeries.MartingaleType martingale = Microsoft.ML.Transforms.TimeSeries.MartingaleType.Power, double eps = 0.1);public static Microsoft.ML.Transforms.TimeSeries.SsaChangePointEstimator DetectChangePointBySsa (this Microsoft.ML.TransformsCatalog catalog, string outputColumnName, string inputColumnName, int confidence, int changeHistoryLength, int trainingWindowSize, int seasonalityWindowSize, Microsoft.ML.Transforms.TimeSeries.ErrorFunction errorFunction = Microsoft.ML.Transforms.TimeSeries.ErrorFunction.SignedDifference, Microsoft.ML.Transforms.TimeSeries.MartingaleType martingale = Microsoft.ML.Transforms.TimeSeries.MartingaleType.Power, double eps = 0.1);[<System.Obsolete("This API method is deprecated, please use the overload with confidence parameter of type double.")>]
static member DetectChangePointBySsa : Microsoft.ML.TransformsCatalog * string * string * int * int * int * int * Microsoft.ML.Transforms.TimeSeries.ErrorFunction * Microsoft.ML.Transforms.TimeSeries.MartingaleType * double -> Microsoft.ML.Transforms.TimeSeries.SsaChangePointEstimatorstatic member DetectChangePointBySsa : Microsoft.ML.TransformsCatalog * string * string * int * int * int * int * Microsoft.ML.Transforms.TimeSeries.ErrorFunction * Microsoft.ML.Transforms.TimeSeries.MartingaleType * double -> Microsoft.ML.Transforms.TimeSeries.SsaChangePointEstimator<Extension()>
Public Function DetectChangePointBySsa (catalog As TransformsCatalog, outputColumnName As String, inputColumnName As String, confidence As Integer, changeHistoryLength As Integer, trainingWindowSize As Integer, seasonalityWindowSize As Integer, Optional errorFunction As ErrorFunction = Microsoft.ML.Transforms.TimeSeries.ErrorFunction.SignedDifference, Optional martingale As MartingaleType = Microsoft.ML.Transforms.TimeSeries.MartingaleType.Power, Optional eps As Double = 0.1) As SsaChangePointEstimatorParametreler
- catalog
- TransformsCatalog
Dönüşümün kataloğu.
- outputColumnName
- String
dönüştürmesinden kaynaklanan sütunun inputColumnNameadı.
Sütun verileri bir vektördür Double. Vektör 4 öğe içerir: uyarı (sıfır olmayan değer bir değişiklik noktası anlamına gelir), ham puan, p-Değer ve martingale puanı.
- inputColumnName
- String
Dönüştürülecek sütunun adı. Sütun verileri olmalıdır Single.
olarak ayarlanırsa nulldeğeri outputColumnName kaynak olarak kullanılır.
- confidence
- Int32
[0, 100] aralığında değişiklik noktası algılama için güvenilirlik.
- changeHistoryLength
- Int32
p değerini hesaplamaya yönelik kayan pencerenin boyutu.
- trainingWindowSize
- Int32
Eğitim için kullanılan sıranın başından itibaren nokta sayısı.
- seasonalityWindowSize
- Int32
Giriş zaman serisindeki ilgili en büyük mevsimsellik üst sınırı.
- errorFunction
- ErrorFunction
Beklenen ile gözlemlenen değer arasındaki hatayı hesaplamak için kullanılan işlev.
- martingale
- MartingaleType
Puanlama için kullanılan martingale.
- eps
- Double
Power martingale için epsilon parametresi.
Döndürülenler
- Öznitelikler
Örnekler
using System;
using System.Collections.Generic;
using Microsoft.ML;
using Microsoft.ML.Data;
namespace Samples.Dynamic
{
public static class DetectChangePointBySsaBatchPrediction
{
// This example creates a time series (list of Data with the i-th element
// corresponding to the i-th time slot). The estimator is applied then to
// identify points where data distribution changed. This estimator can
// account for temporal seasonality in the data.
public static void Example()
{
// Create a new ML context, for ML.NET operations. It can be used for
// exception tracking and logging, as well as the source of randomness.
var ml = new MLContext();
// Generate sample series data with a recurring pattern and then a
// change in trend
const int SeasonalitySize = 5;
const int TrainingSeasons = 3;
const int TrainingSize = SeasonalitySize * TrainingSeasons;
var data = new List<TimeSeriesData>()
{
new TimeSeriesData(0),
new TimeSeriesData(1),
new TimeSeriesData(2),
new TimeSeriesData(3),
new TimeSeriesData(4),
new TimeSeriesData(0),
new TimeSeriesData(1),
new TimeSeriesData(2),
new TimeSeriesData(3),
new TimeSeriesData(4),
new TimeSeriesData(0),
new TimeSeriesData(1),
new TimeSeriesData(2),
new TimeSeriesData(3),
new TimeSeriesData(4),
//This is a change point
new TimeSeriesData(0),
new TimeSeriesData(100),
new TimeSeriesData(200),
new TimeSeriesData(300),
new TimeSeriesData(400),
};
// Convert data to IDataView.
var dataView = ml.Data.LoadFromEnumerable(data);
// Setup estimator arguments
var inputColumnName = nameof(TimeSeriesData.Value);
var outputColumnName = nameof(ChangePointPrediction.Prediction);
// The transformed data.
var transformedData = ml.Transforms.DetectChangePointBySsa(
outputColumnName, inputColumnName, 95.0d, 8, TrainingSize,
SeasonalitySize + 1).Fit(dataView).Transform(dataView);
// Getting the data of the newly created column as an IEnumerable of
// ChangePointPrediction.
var predictionColumn = ml.Data.CreateEnumerable<ChangePointPrediction>(
transformedData, reuseRowObject: false);
Console.WriteLine(outputColumnName + " column obtained " +
"post-transformation.");
Console.WriteLine("Data\tAlert\tScore\tP-Value\tMartingale value");
int k = 0;
foreach (var prediction in predictionColumn)
PrintPrediction(data[k++].Value, prediction);
// Prediction column obtained post-transformation.
// Data Alert Score P-Value Martingale value
// 0 0 -2.53 0.50 0.00
// 1 0 -0.01 0.01 0.00
// 2 0 0.76 0.14 0.00
// 3 0 0.69 0.28 0.00
// 4 0 1.44 0.18 0.00
// 0 0 -1.84 0.17 0.00
// 1 0 0.22 0.44 0.00
// 2 0 0.20 0.45 0.00
// 3 0 0.16 0.47 0.00
// 4 0 1.33 0.18 0.00
// 0 0 -1.79 0.07 0.00
// 1 0 0.16 0.50 0.00
// 2 0 0.09 0.50 0.00
// 3 0 0.08 0.45 0.00
// 4 0 1.31 0.12 0.00
// 0 0 -1.79 0.07 0.00
// 100 1 99.16 0.00 4031.94 <-- alert is on, predicted changepoint
// 200 0 185.23 0.00 731260.87
// 300 0 270.40 0.01 3578470.47
// 400 0 357.11 0.03 45298370.86
}
private static void PrintPrediction(float value, ChangePointPrediction
prediction) =>
Console.WriteLine("{0}\t{1}\t{2:0.00}\t{3:0.00}\t{4:0.00}", value,
prediction.Prediction[0], prediction.Prediction[1],
prediction.Prediction[2], prediction.Prediction[3]);
class ChangePointPrediction
{
[VectorType(4)]
public double[] Prediction { get; set; }
}
class TimeSeriesData
{
public float Value;
public TimeSeriesData(float value)
{
Value = value;
}
}
}
}