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https://github.com/sintel-dev/sigllm

Using Large Language Models for Time Series Anomaly Detection
https://github.com/sintel-dev/sigllm

anomaly-detection large-language-models timeseries

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Using Large Language Models for Time Series Anomaly Detection

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“DAI-Lab”
An open source project from Data to AI Lab at MIT.

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# SigLLM

Using Large Language Models (LLMs) for time series anomaly detection.

- Homepage: https://github.com/sintel-dev/sigllm

# Overview

SigLLM is an extension of the Orion library, built to detect anomalies in time series data using LLMs.
We provide two types of pipelines for anomaly detection:
* **Prompter**: directly prompting LLMs to find anomalies in time series.
* **Detector**: using LLMs to forecast time series and finding anomalies through by comparing the real and forecasted signals.

For more details on our pipelines, please read our [paper](https://arxiv.org/pdf/2405.14755).

# Quickstart

## Install with pip

The easiest and recommended way to install **SigLLM** is using [pip](https://pip.pypa.io/en/stable/):

```bash
pip install sigllm
```
This will pull and install the latest stable release from [PyPi](https://pypi.org/).

In the following example we show how to use one of the **SigLLM Pipelines**.

# Detect anomalies using a SigLLM pipeline

We will load a demo data located in `tutorials/data.csv` for this example:

```python3
import pandas as pd

data = pd.read_csv('data.csv')
data.head()
```

which should show a signal with `timestamp` and `value`.
```
timestamp value
0 1222840800 6.357008
1 1222862400 12.763547
2 1222884000 18.204697
3 1222905600 21.972602
4 1222927200 23.986643
5 1222948800 24.906765
```

In this example we use `gpt_detector` pipeline and set some hyperparameters. In this case, we set the thresholding strategy to dynamic. The hyperparameters are optional and can be removed.

In addtion, the `SigLLM` object takes in a `decimal` argument to determine how many digits from the float value include. Here, we don't want to keep any decimal values, so we set it to zero.

```python3
from sigllm import SigLLM

hyperparameters = {
'orion.primitives.timeseries_anomalies.find_anomalies#1': {'fixed_threshold': False}
}

sigllm = SigLLM(pipeline='gpt_detector', decimal=0, hyperparameters=hyperparameters)
```

Now that we have initialized the pipeline, we are ready to use it to detect anomalies:

```python3
anomalies = sigllm.detect(data)
```
> :warning: Depending on the length of your timeseries, this might take time to run.

The output of the previous command will be a ``pandas.DataFrame`` containing a table of detected anomalies:

```
start end severity
0 1225864800 1227139200 0.625879
```

# Resources

Additional resources that might be of interest:
* Learn about [Orion](https://github.com/sintel-dev/Orion).
* Read our [paper](https://arxiv.org/pdf/2405.14755).

# Citation

If you use **SigLLM** for your research, please consider citing the following paper:

Sarah Alnegheimish, Linh Nguyen, Laure Berti-Equille, Kalyan Veeramachaneni. [Can Large Language Models be Anomaly Detectors for Time Series?](https://arxiv.org/pdf/2405.14755).

```
@inproceedings{alnegheimish2024sigllm,
title={Can Large Language Models be Anomaly Detectors for Time Series?},
author={Alnegheimish, Sarah and Nguyen, Linh and Berti-Equille, Laure and Veeramachaneni, Kalyan},
booktitle={2024 IEEE International Conferencze on Data Science and Advanced Analytics (IEEE DSAA)},
organization={IEEE},
year={2024}
}
```