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https://github.com/ankane/AnomalyDetection.rb
Time series anomaly detection for Ruby
https://github.com/ankane/AnomalyDetection.rb
Last synced: about 1 month ago
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Time series anomaly detection for Ruby
- Host: GitHub
- URL: https://github.com/ankane/AnomalyDetection.rb
- Owner: ankane
- License: gpl-3.0
- Created: 2021-10-15T21:10:38.000Z (almost 3 years ago)
- Default Branch: master
- Last Pushed: 2024-07-27T04:06:26.000Z (about 2 months ago)
- Last Synced: 2024-07-27T05:23:28.274Z (about 2 months ago)
- Language: Ruby
- Homepage:
- Size: 127 KB
- Stars: 41
- Watchers: 3
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
- License: LICENSE.txt
Awesome Lists containing this project
README
# AnomalyDetection.rb
:fire: Time series [AnomalyDetection](https://github.com/twitter/AnomalyDetection) for Ruby
Learn [how it works](https://blog.twitter.com/engineering/en_us/a/2015/introducing-practical-and-robust-anomaly-detection-in-a-time-series)
[](https://github.com/ankane/AnomalyDetection.rb/actions)
## Installation
Add this line to your application’s Gemfile:
```ruby
gem "anomaly_detection"
```
## Getting Started
Detect anomalies in a time series
```ruby
series = {
Date.parse("2020-01-01") => 100,
Date.parse("2020-01-02") => 150,
Date.parse("2020-01-03") => 136,
# ...
}
AnomalyDetection.detect(series, period: 7)
```
Works great with [Groupdate](https://github.com/ankane/groupdate)
```ruby
series = User.group_by_day(:created_at).count
AnomalyDetection.detect(series, period: 7)
```
Series can also be an array without times (the index is returned)
```ruby
series = [100, 150, 136, ...]
AnomalyDetection.detect(series, period: 7)
```
## Options
Pass options
```ruby
AnomalyDetection.detect(
series,
period: 7, # number of observations in a single period
alpha: 0.05, # level of statistical significance
max_anoms: 0.1, # maximum number of anomalies as percent of data
direction: "both", # pos, neg, or both
verbose: false # show progress
)
```
## Plotting
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 [stl-cpp](https://github.com/ankane/stl-cpp) for seasonal-trend decomposition and [dist.h](https://github.com/ankane/dist.h) for the quantile function.
## References
- [Automatic Anomaly Detection in the Cloud Via Statistical Learning](https://arxiv.org/abs/1704.07706)
## History
View the [changelog](https://github.com/ankane/AnomalyDetection.rb/blob/master/CHANGELOG.md)
## Contributing
Everyone is encouraged to help improve this project. Here are a few ways you can help:
- [Report bugs](https://github.com/ankane/AnomalyDetection.rb/issues)
- Fix bugs and [submit pull requests](https://github.com/ankane/AnomalyDetection.rb/pulls)
- Write, clarify, or fix documentation
- Suggest or add new features
To get started with development:
```sh
git clone https://github.com/ankane/AnomalyDetection.rb.git
cd AnomalyDetection.rb
bundle install
bundle exec rake compile
bundle exec rake test
```