orion.primitives.azure_anomaly_detector.detect_anomalies

orion.primitives.azure_anomaly_detector.detect_anomalies(X, index, interval, overlap_size, subscription_key, endpoint, granularity, custom_interval=None, period=None, max_anomaly_ratio=None, sensitivity=None, timezone='UTC')[source]

Microsoft’s Azure Anomaly Detection tool.

Parameters
  • X (list) – Array containing the input value sequences.

  • index (list) – Array containing the input index sequences.

  • interval (int) – Integer denoting time span frequency of the data.

  • overlap_size (int) – Length of the values from previous sequence that overlaps with current sequnce.

  • subscription_key (str) – Resource key for authenticating your requests.

  • endpoint (str) – Resource endpoint for sending API requests.

  • granularity (str or Granularity) – Can only be one of yearly, monthly, weekly, daily, hourly or minutely. Granularity is used for verify whether input series is valid. Possible values include: ‘yearly’, ‘monthly’, ‘weekly’, ‘daily’, ‘hourly’, ‘minutely’.

  • custom_interval (int) – Integer used to set non-standard time interval, for example, if the series is 5 minutes, request can be set as {“granularity”:”minutely”, “custom_interval”:5}. If not given, None is used.

  • period (int) – Periodic value of a time series. If not given, None is used, and the API will determine the period automatically.

  • max_anomaly_ratio (float) – Advanced model parameter, max anomaly ratio in a time series. If not given, None is used.

  • sensitivity (int) – Advanced model parameter, between 0-99, the lower the value is, the larger the margin value will be which means less anomalies will be accepted. If not given, None is used.

  • timezone (str) – String indicating the timezone of the timestamps. If not given, will use UTC as default. The format of the string should be complaint with pytz which can be found in http://pytz.sourceforge.net/.

  • Returns

    list:

    Array containing start-index, end-index, score for each anomalous sequence. Note that the API does not have an anomaly score, and so score is set to None.