orion.evaluation.point_confusion_matrix¶

orion.evaluation.point_confusion_matrix(expected, observed, data=None, start=None, end=None)[source]¶

Compute the confusion matrix between the ground truth and the detected anomalies.

Parameters

expected (DataFrame or list of timestamps) – Ground truth passed as a pandas.DataFrame or list containing one column: timestamp.
observed (DataFrame or list of timestamps) – Detected anomalies passed as a pandas.DataFrame or list containing one column: timestamp.
data (DataFrame) – Original data, passed as a pandas.DataFrame containing timestamp. Used to extract start and end.
start (int) – Minimum timestamp of the original data.
end (int) – Maximum timestamp of the original data.

Returns

number of true negative, false positive, false negative, true positive.

Return type

tuple