%global _empty_manifest_terminate_build 0 Name: python-darts Version: 0.23.1 Release: 1 Summary: A python library for easy manipulation and forecasting of time series. License: Apache License 2.0 URL: https://unit8co.github.io/darts/ Source0: https://mirrors.nju.edu.cn/pypi/web/packages/08/91/a560e7756161f81f92155537518c6fb8c47e762eb153330073cd588d8bca/darts-0.23.1.tar.gz BuildArch: noarch Requires: python3-catboost Requires: python3-holidays Requires: python3-joblib Requires: python3-lightgbm Requires: python3-matplotlib Requires: python3-nfoursid Requires: python3-numpy Requires: python3-pandas Requires: python3-pmdarima Requires: python3-prophet Requires: python3-pyod Requires: python3-requests Requires: python3-scikit-learn Requires: python3-scipy Requires: python3-shap Requires: python3-statsforecast Requires: python3-statsmodels Requires: python3-tbats Requires: python3-tqdm Requires: python3-xarray Requires: python3-xgboost Requires: python3-pytorch-lightning Requires: python3-torch %description [![PyPI version](https://badge.fury.io/py/u8darts.svg)](https://badge.fury.io/py/darts) [![Conda Version](https://img.shields.io/conda/vn/conda-forge/u8darts-all.svg)](https://anaconda.org/conda-forge/u8darts-all) ![Supported versions](https://img.shields.io/badge/python-3.7+-blue.svg) ![Docker Image Version (latest by date)](https://img.shields.io/docker/v/unit8/darts?label=docker&sort=date) ![GitHub Release Date](https://img.shields.io/github/release-date/unit8co/darts) ![GitHub Workflow Status](https://img.shields.io/github/actions/workflow/status/unit8co/darts/release.yml?branch=master) [![Downloads](https://pepy.tech/badge/u8darts)](https://pepy.tech/project/u8darts) [![Downloads](https://pepy.tech/badge/darts)](https://pepy.tech/project/darts) [![codecov](https://codecov.io/gh/unit8co/darts/branch/master/graph/badge.svg?token=7F1TLUFHQW)](https://codecov.io/gh/unit8co/darts) [![Code style: black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black) [![Join the chat at https://gitter.im/u8darts/darts](https://badges.gitter.im/u8darts/darts.svg)](https://gitter.im/u8darts/darts?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge) **Darts** is a Python library for user-friendly forecasting and anomaly detection on time series. It contains a variety of models, from classics such as ARIMA to deep neural networks. The forecasting models can all be used in the same way, using `fit()` and `predict()` functions, similar to scikit-learn. The library also makes it easy to backtest models, combine the predictions of several models, and take external data into account. Darts supports both univariate and multivariate time series and models. The ML-based models can be trained on potentially large datasets containing multiple time series, and some of the models offer a rich support for probabilistic forecasting. Darts also offers extensive anomaly detection capabilities. For instance, it is trivial to apply PyOD models on time series to obtain anomaly scores, or to wrap any of Darts forecasting or filtering models to obtain fully fledged anomaly detection models. ## Documentation * [Quickstart](https://unit8co.github.io/darts/quickstart/00-quickstart.html) * [User Guide](https://unit8co.github.io/darts/userguide.html) * [API Reference](https://unit8co.github.io/darts/generated_api/darts.html) * [Examples](https://unit8co.github.io/darts/examples.html) ##### High Level Introductions * [Introductory Blog Post](https://medium.com/unit8-machine-learning-publication/darts-time-series-made-easy-in-python-5ac2947a8878) * [Introduction video (25 minutes)](https://youtu.be/g6OXDnXEtFA) ##### Articles on Selected Topics * [Training Models on Multiple Time Series](https://medium.com/unit8-machine-learning-publication/training-forecasting-models-on-multiple-time-series-with-darts-dc4be70b1844) * [Using Past and Future Covariates](https://medium.com/unit8-machine-learning-publication/time-series-forecasting-using-past-and-future-external-data-with-darts-1f0539585993) * [Temporal Convolutional Networks and Forecasting](https://medium.com/unit8-machine-learning-publication/temporal-convolutional-networks-and-forecasting-5ce1b6e97ce4) * [Probabilistic Forecasting](https://medium.com/unit8-machine-learning-publication/probabilistic-forecasting-in-darts-e88fbe83344e) * [Transfer Learning for Time Series Forecasting](https://medium.com/unit8-machine-learning-publication/transfer-learning-for-time-series-forecasting-87f39e375278) * [Hierarchical Forecast Reconciliation](https://medium.com/unit8-machine-learning-publication/hierarchical-forecast-reconciliation-with-darts-8b4b058bb543) ## Quick Install We recommend to first setup a clean Python environment for your project with Python 3.7+ using your favorite tool ([conda](https://docs.conda.io/projects/conda/en/latest/user-guide/tasks/manage-environments.html "conda-env"), [venv](https://docs.python.org/3/library/venv.html), [virtualenv](https://virtualenv.pypa.io/en/latest/) with or without [virtualenvwrapper](https://virtualenvwrapper.readthedocs.io/en/latest/)). Once your environment is set up you can install darts using pip: pip install darts For more details you can refer to our [installation instructions](https://github.com/unit8co/darts/blob/master/INSTALL.md). ## Example Usage ### Forecasting Create a `TimeSeries` object from a Pandas DataFrame, and split it in train/validation series: ```python import pandas as pd from darts import TimeSeries # Read a pandas DataFrame df = pd.read_csv("AirPassengers.csv", delimiter=",") # Create a TimeSeries, specifying the time and value columns series = TimeSeries.from_dataframe(df, "Month", "#Passengers") # Set aside the last 36 months as a validation series train, val = series[:-36], series[-36:] ``` Fit an exponential smoothing model, and make a (probabilistic) prediction over the validation series' duration: ```python from darts.models import ExponentialSmoothing model = ExponentialSmoothing() model.fit(train) prediction = model.predict(len(val), num_samples=1000) ``` Plot the median, 5th and 95th percentiles: ```python import matplotlib.pyplot as plt series.plot() prediction.plot(label="forecast", low_quantile=0.05, high_quantile=0.95) plt.legend() ```
darts forecast example
### Anomaly Detection Load a multivariate series, trim it, keep 2 components, split train and validation sets: ```python from darts.datasets import ETTh2Dataset series = ETTh2Dataset().load()[:10000][["MUFL", "LULL"]] train, val = series.split_before(0.6) ``` Build a k-means anomaly scorer, train it on the train set and use it on the validation set to get anomaly scores: ```python from darts.ad import KMeansScorer scorer = KMeansScorer(k=2, window=5) scorer.fit(train) anom_score = scorer.score(val) ``` Build a binary anomaly detector and train it over train scores, then use it over validation scores to get binary anomaly classification: ```python from darts.ad import QuantileDetector detector = QuantileDetector(high_quantile=0.99) detector.fit(scorer.score(train)) binary_anom = detector.detect(anom_score) ``` Plot (shifting and scaling some of the series to make everything appear on the same figure): ```python import matplotlib.pyplot as plt series.plot() (anom_score / 2. - 100).plot(label="computed anomaly score", c="orangered", lw=3) (binary_anom * 45 - 150).plot(label="detected binary anomaly", lw=4) ```
darts anomaly detection example
## Features * **Forecasting Models:** A large collection of forecasting models; from statistical models (such as ARIMA) to deep learning models (such as N-BEATS). See [table of models below](#forecasting-models). * **Anomaly Detection** The `darts.ad` module contains a collection of anomaly scorers, detectors and aggregators, which can all be combined to detect anomalies in time series. It is easy to wrap any of Darts forecasting or filtering models to build a fully fledged anomaly detection model that compares predictions with actuals. The `PyODScorer` makes it trivial to use PyOD detectors on time series. * **Multivariate Support:** `TimeSeries` can be multivariate - i.e., contain multiple time-varying dimensions instead of a single scalar value. Many models can consume and produce multivariate series. * **Multiple series training (global models):** All machine learning based models (incl. all neural networks) support being trained on multiple (potentially multivariate) series. This can scale to large datasets too. * **Probabilistic Support:** `TimeSeries` objects can (optionally) represent stochastic time series; this can for instance be used to get confidence intervals, and many models support different flavours of probabilistic forecasting (such as estimating parametric distributions or quantiles). Some anomaly detection scorers are also able to exploit these predictive distributions. * **Past and Future Covariates support:** Many models in Darts support past-observed and/or future-known covariate (external data) time series as inputs for producing forecasts. * **Static Covariates support:** In addition to time-dependent data, `TimeSeries` can also contain static data for each dimension, which can be exploited by some models. * **Hierarchical Reconciliation:** Darts offers transformers to perform reconciliation. These can make the forecasts add up in a way that respects the underlying hierarchy. * **Regression Models:** It is possible to plug-in any scikit-learn compatible model to obtain forecasts as functions of lagged values of the target series and covariates. * **Explainability:** Darts has the ability to *explain* some forecasting models using Shap values. * **Data processing:** Tools to easily apply (and revert) common transformations on time series data (scaling, filling missing values, differencing, boxcox, ...) * **Metrics:** A variety of metrics for evaluating time series' goodness of fit; from R2-scores to Mean Absolute Scaled Error. * **Backtesting:** Utilities for simulating historical forecasts, using moving time windows. * **PyTorch Lightning Support:** All deep learning models are implemented using PyTorch Lightning, supporting among other things custom callbacks, GPUs/TPUs training and custom trainers. * **Filtering Models:** Darts offers three filtering models: `KalmanFilter`, `GaussianProcessFilter`, and `MovingAverage`, which allow to filter time series, and in some cases obtain probabilistic inferences of the underlying states/values. * **Datasets** The `darts.datasets` submodule contains some popular time series datasets for rapid and reproducible experimentation. ## Forecasting Models Here's a breakdown of the forecasting models currently implemented in Darts. We are constantly working on bringing more models and features. %package -n python3-darts Summary: A python library for easy manipulation and forecasting of time series. Provides: python-darts BuildRequires: python3-devel BuildRequires: python3-setuptools BuildRequires: python3-pip %description -n python3-darts [![PyPI version](https://badge.fury.io/py/u8darts.svg)](https://badge.fury.io/py/darts) [![Conda Version](https://img.shields.io/conda/vn/conda-forge/u8darts-all.svg)](https://anaconda.org/conda-forge/u8darts-all) ![Supported versions](https://img.shields.io/badge/python-3.7+-blue.svg) ![Docker Image Version (latest by date)](https://img.shields.io/docker/v/unit8/darts?label=docker&sort=date) ![GitHub Release Date](https://img.shields.io/github/release-date/unit8co/darts) ![GitHub Workflow Status](https://img.shields.io/github/actions/workflow/status/unit8co/darts/release.yml?branch=master) [![Downloads](https://pepy.tech/badge/u8darts)](https://pepy.tech/project/u8darts) [![Downloads](https://pepy.tech/badge/darts)](https://pepy.tech/project/darts) [![codecov](https://codecov.io/gh/unit8co/darts/branch/master/graph/badge.svg?token=7F1TLUFHQW)](https://codecov.io/gh/unit8co/darts) [![Code style: black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black) [![Join the chat at https://gitter.im/u8darts/darts](https://badges.gitter.im/u8darts/darts.svg)](https://gitter.im/u8darts/darts?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge) **Darts** is a Python library for user-friendly forecasting and anomaly detection on time series. It contains a variety of models, from classics such as ARIMA to deep neural networks. The forecasting models can all be used in the same way, using `fit()` and `predict()` functions, similar to scikit-learn. The library also makes it easy to backtest models, combine the predictions of several models, and take external data into account. Darts supports both univariate and multivariate time series and models. The ML-based models can be trained on potentially large datasets containing multiple time series, and some of the models offer a rich support for probabilistic forecasting. Darts also offers extensive anomaly detection capabilities. For instance, it is trivial to apply PyOD models on time series to obtain anomaly scores, or to wrap any of Darts forecasting or filtering models to obtain fully fledged anomaly detection models. ## Documentation * [Quickstart](https://unit8co.github.io/darts/quickstart/00-quickstart.html) * [User Guide](https://unit8co.github.io/darts/userguide.html) * [API Reference](https://unit8co.github.io/darts/generated_api/darts.html) * [Examples](https://unit8co.github.io/darts/examples.html) ##### High Level Introductions * [Introductory Blog Post](https://medium.com/unit8-machine-learning-publication/darts-time-series-made-easy-in-python-5ac2947a8878) * [Introduction video (25 minutes)](https://youtu.be/g6OXDnXEtFA) ##### Articles on Selected Topics * [Training Models on Multiple Time Series](https://medium.com/unit8-machine-learning-publication/training-forecasting-models-on-multiple-time-series-with-darts-dc4be70b1844) * [Using Past and Future Covariates](https://medium.com/unit8-machine-learning-publication/time-series-forecasting-using-past-and-future-external-data-with-darts-1f0539585993) * [Temporal Convolutional Networks and Forecasting](https://medium.com/unit8-machine-learning-publication/temporal-convolutional-networks-and-forecasting-5ce1b6e97ce4) * [Probabilistic Forecasting](https://medium.com/unit8-machine-learning-publication/probabilistic-forecasting-in-darts-e88fbe83344e) * [Transfer Learning for Time Series Forecasting](https://medium.com/unit8-machine-learning-publication/transfer-learning-for-time-series-forecasting-87f39e375278) * [Hierarchical Forecast Reconciliation](https://medium.com/unit8-machine-learning-publication/hierarchical-forecast-reconciliation-with-darts-8b4b058bb543) ## Quick Install We recommend to first setup a clean Python environment for your project with Python 3.7+ using your favorite tool ([conda](https://docs.conda.io/projects/conda/en/latest/user-guide/tasks/manage-environments.html "conda-env"), [venv](https://docs.python.org/3/library/venv.html), [virtualenv](https://virtualenv.pypa.io/en/latest/) with or without [virtualenvwrapper](https://virtualenvwrapper.readthedocs.io/en/latest/)). Once your environment is set up you can install darts using pip: pip install darts For more details you can refer to our [installation instructions](https://github.com/unit8co/darts/blob/master/INSTALL.md). ## Example Usage ### Forecasting Create a `TimeSeries` object from a Pandas DataFrame, and split it in train/validation series: ```python import pandas as pd from darts import TimeSeries # Read a pandas DataFrame df = pd.read_csv("AirPassengers.csv", delimiter=",") # Create a TimeSeries, specifying the time and value columns series = TimeSeries.from_dataframe(df, "Month", "#Passengers") # Set aside the last 36 months as a validation series train, val = series[:-36], series[-36:] ``` Fit an exponential smoothing model, and make a (probabilistic) prediction over the validation series' duration: ```python from darts.models import ExponentialSmoothing model = ExponentialSmoothing() model.fit(train) prediction = model.predict(len(val), num_samples=1000) ``` Plot the median, 5th and 95th percentiles: ```python import matplotlib.pyplot as plt series.plot() prediction.plot(label="forecast", low_quantile=0.05, high_quantile=0.95) plt.legend() ```
darts forecast example
### Anomaly Detection Load a multivariate series, trim it, keep 2 components, split train and validation sets: ```python from darts.datasets import ETTh2Dataset series = ETTh2Dataset().load()[:10000][["MUFL", "LULL"]] train, val = series.split_before(0.6) ``` Build a k-means anomaly scorer, train it on the train set and use it on the validation set to get anomaly scores: ```python from darts.ad import KMeansScorer scorer = KMeansScorer(k=2, window=5) scorer.fit(train) anom_score = scorer.score(val) ``` Build a binary anomaly detector and train it over train scores, then use it over validation scores to get binary anomaly classification: ```python from darts.ad import QuantileDetector detector = QuantileDetector(high_quantile=0.99) detector.fit(scorer.score(train)) binary_anom = detector.detect(anom_score) ``` Plot (shifting and scaling some of the series to make everything appear on the same figure): ```python import matplotlib.pyplot as plt series.plot() (anom_score / 2. - 100).plot(label="computed anomaly score", c="orangered", lw=3) (binary_anom * 45 - 150).plot(label="detected binary anomaly", lw=4) ```
darts anomaly detection example
## Features * **Forecasting Models:** A large collection of forecasting models; from statistical models (such as ARIMA) to deep learning models (such as N-BEATS). See [table of models below](#forecasting-models). * **Anomaly Detection** The `darts.ad` module contains a collection of anomaly scorers, detectors and aggregators, which can all be combined to detect anomalies in time series. It is easy to wrap any of Darts forecasting or filtering models to build a fully fledged anomaly detection model that compares predictions with actuals. The `PyODScorer` makes it trivial to use PyOD detectors on time series. * **Multivariate Support:** `TimeSeries` can be multivariate - i.e., contain multiple time-varying dimensions instead of a single scalar value. Many models can consume and produce multivariate series. * **Multiple series training (global models):** All machine learning based models (incl. all neural networks) support being trained on multiple (potentially multivariate) series. This can scale to large datasets too. * **Probabilistic Support:** `TimeSeries` objects can (optionally) represent stochastic time series; this can for instance be used to get confidence intervals, and many models support different flavours of probabilistic forecasting (such as estimating parametric distributions or quantiles). Some anomaly detection scorers are also able to exploit these predictive distributions. * **Past and Future Covariates support:** Many models in Darts support past-observed and/or future-known covariate (external data) time series as inputs for producing forecasts. * **Static Covariates support:** In addition to time-dependent data, `TimeSeries` can also contain static data for each dimension, which can be exploited by some models. * **Hierarchical Reconciliation:** Darts offers transformers to perform reconciliation. These can make the forecasts add up in a way that respects the underlying hierarchy. * **Regression Models:** It is possible to plug-in any scikit-learn compatible model to obtain forecasts as functions of lagged values of the target series and covariates. * **Explainability:** Darts has the ability to *explain* some forecasting models using Shap values. * **Data processing:** Tools to easily apply (and revert) common transformations on time series data (scaling, filling missing values, differencing, boxcox, ...) * **Metrics:** A variety of metrics for evaluating time series' goodness of fit; from R2-scores to Mean Absolute Scaled Error. * **Backtesting:** Utilities for simulating historical forecasts, using moving time windows. * **PyTorch Lightning Support:** All deep learning models are implemented using PyTorch Lightning, supporting among other things custom callbacks, GPUs/TPUs training and custom trainers. * **Filtering Models:** Darts offers three filtering models: `KalmanFilter`, `GaussianProcessFilter`, and `MovingAverage`, which allow to filter time series, and in some cases obtain probabilistic inferences of the underlying states/values. * **Datasets** The `darts.datasets` submodule contains some popular time series datasets for rapid and reproducible experimentation. ## Forecasting Models Here's a breakdown of the forecasting models currently implemented in Darts. We are constantly working on bringing more models and features. %package help Summary: Development documents and examples for darts Provides: python3-darts-doc %description help [![PyPI version](https://badge.fury.io/py/u8darts.svg)](https://badge.fury.io/py/darts) [![Conda Version](https://img.shields.io/conda/vn/conda-forge/u8darts-all.svg)](https://anaconda.org/conda-forge/u8darts-all) ![Supported versions](https://img.shields.io/badge/python-3.7+-blue.svg) ![Docker Image Version (latest by date)](https://img.shields.io/docker/v/unit8/darts?label=docker&sort=date) ![GitHub Release Date](https://img.shields.io/github/release-date/unit8co/darts) ![GitHub Workflow Status](https://img.shields.io/github/actions/workflow/status/unit8co/darts/release.yml?branch=master) [![Downloads](https://pepy.tech/badge/u8darts)](https://pepy.tech/project/u8darts) [![Downloads](https://pepy.tech/badge/darts)](https://pepy.tech/project/darts) [![codecov](https://codecov.io/gh/unit8co/darts/branch/master/graph/badge.svg?token=7F1TLUFHQW)](https://codecov.io/gh/unit8co/darts) [![Code style: black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black) [![Join the chat at https://gitter.im/u8darts/darts](https://badges.gitter.im/u8darts/darts.svg)](https://gitter.im/u8darts/darts?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge) **Darts** is a Python library for user-friendly forecasting and anomaly detection on time series. It contains a variety of models, from classics such as ARIMA to deep neural networks. The forecasting models can all be used in the same way, using `fit()` and `predict()` functions, similar to scikit-learn. The library also makes it easy to backtest models, combine the predictions of several models, and take external data into account. Darts supports both univariate and multivariate time series and models. The ML-based models can be trained on potentially large datasets containing multiple time series, and some of the models offer a rich support for probabilistic forecasting. Darts also offers extensive anomaly detection capabilities. For instance, it is trivial to apply PyOD models on time series to obtain anomaly scores, or to wrap any of Darts forecasting or filtering models to obtain fully fledged anomaly detection models. ## Documentation * [Quickstart](https://unit8co.github.io/darts/quickstart/00-quickstart.html) * [User Guide](https://unit8co.github.io/darts/userguide.html) * [API Reference](https://unit8co.github.io/darts/generated_api/darts.html) * [Examples](https://unit8co.github.io/darts/examples.html) ##### High Level Introductions * [Introductory Blog Post](https://medium.com/unit8-machine-learning-publication/darts-time-series-made-easy-in-python-5ac2947a8878) * [Introduction video (25 minutes)](https://youtu.be/g6OXDnXEtFA) ##### Articles on Selected Topics * [Training Models on Multiple Time Series](https://medium.com/unit8-machine-learning-publication/training-forecasting-models-on-multiple-time-series-with-darts-dc4be70b1844) * [Using Past and Future Covariates](https://medium.com/unit8-machine-learning-publication/time-series-forecasting-using-past-and-future-external-data-with-darts-1f0539585993) * [Temporal Convolutional Networks and Forecasting](https://medium.com/unit8-machine-learning-publication/temporal-convolutional-networks-and-forecasting-5ce1b6e97ce4) * [Probabilistic Forecasting](https://medium.com/unit8-machine-learning-publication/probabilistic-forecasting-in-darts-e88fbe83344e) * [Transfer Learning for Time Series Forecasting](https://medium.com/unit8-machine-learning-publication/transfer-learning-for-time-series-forecasting-87f39e375278) * [Hierarchical Forecast Reconciliation](https://medium.com/unit8-machine-learning-publication/hierarchical-forecast-reconciliation-with-darts-8b4b058bb543) ## Quick Install We recommend to first setup a clean Python environment for your project with Python 3.7+ using your favorite tool ([conda](https://docs.conda.io/projects/conda/en/latest/user-guide/tasks/manage-environments.html "conda-env"), [venv](https://docs.python.org/3/library/venv.html), [virtualenv](https://virtualenv.pypa.io/en/latest/) with or without [virtualenvwrapper](https://virtualenvwrapper.readthedocs.io/en/latest/)). Once your environment is set up you can install darts using pip: pip install darts For more details you can refer to our [installation instructions](https://github.com/unit8co/darts/blob/master/INSTALL.md). ## Example Usage ### Forecasting Create a `TimeSeries` object from a Pandas DataFrame, and split it in train/validation series: ```python import pandas as pd from darts import TimeSeries # Read a pandas DataFrame df = pd.read_csv("AirPassengers.csv", delimiter=",") # Create a TimeSeries, specifying the time and value columns series = TimeSeries.from_dataframe(df, "Month", "#Passengers") # Set aside the last 36 months as a validation series train, val = series[:-36], series[-36:] ``` Fit an exponential smoothing model, and make a (probabilistic) prediction over the validation series' duration: ```python from darts.models import ExponentialSmoothing model = ExponentialSmoothing() model.fit(train) prediction = model.predict(len(val), num_samples=1000) ``` Plot the median, 5th and 95th percentiles: ```python import matplotlib.pyplot as plt series.plot() prediction.plot(label="forecast", low_quantile=0.05, high_quantile=0.95) plt.legend() ```
darts forecast example
### Anomaly Detection Load a multivariate series, trim it, keep 2 components, split train and validation sets: ```python from darts.datasets import ETTh2Dataset series = ETTh2Dataset().load()[:10000][["MUFL", "LULL"]] train, val = series.split_before(0.6) ``` Build a k-means anomaly scorer, train it on the train set and use it on the validation set to get anomaly scores: ```python from darts.ad import KMeansScorer scorer = KMeansScorer(k=2, window=5) scorer.fit(train) anom_score = scorer.score(val) ``` Build a binary anomaly detector and train it over train scores, then use it over validation scores to get binary anomaly classification: ```python from darts.ad import QuantileDetector detector = QuantileDetector(high_quantile=0.99) detector.fit(scorer.score(train)) binary_anom = detector.detect(anom_score) ``` Plot (shifting and scaling some of the series to make everything appear on the same figure): ```python import matplotlib.pyplot as plt series.plot() (anom_score / 2. - 100).plot(label="computed anomaly score", c="orangered", lw=3) (binary_anom * 45 - 150).plot(label="detected binary anomaly", lw=4) ```
darts anomaly detection example
## Features * **Forecasting Models:** A large collection of forecasting models; from statistical models (such as ARIMA) to deep learning models (such as N-BEATS). See [table of models below](#forecasting-models). * **Anomaly Detection** The `darts.ad` module contains a collection of anomaly scorers, detectors and aggregators, which can all be combined to detect anomalies in time series. It is easy to wrap any of Darts forecasting or filtering models to build a fully fledged anomaly detection model that compares predictions with actuals. The `PyODScorer` makes it trivial to use PyOD detectors on time series. * **Multivariate Support:** `TimeSeries` can be multivariate - i.e., contain multiple time-varying dimensions instead of a single scalar value. Many models can consume and produce multivariate series. * **Multiple series training (global models):** All machine learning based models (incl. all neural networks) support being trained on multiple (potentially multivariate) series. This can scale to large datasets too. * **Probabilistic Support:** `TimeSeries` objects can (optionally) represent stochastic time series; this can for instance be used to get confidence intervals, and many models support different flavours of probabilistic forecasting (such as estimating parametric distributions or quantiles). Some anomaly detection scorers are also able to exploit these predictive distributions. * **Past and Future Covariates support:** Many models in Darts support past-observed and/or future-known covariate (external data) time series as inputs for producing forecasts. * **Static Covariates support:** In addition to time-dependent data, `TimeSeries` can also contain static data for each dimension, which can be exploited by some models. * **Hierarchical Reconciliation:** Darts offers transformers to perform reconciliation. These can make the forecasts add up in a way that respects the underlying hierarchy. * **Regression Models:** It is possible to plug-in any scikit-learn compatible model to obtain forecasts as functions of lagged values of the target series and covariates. * **Explainability:** Darts has the ability to *explain* some forecasting models using Shap values. * **Data processing:** Tools to easily apply (and revert) common transformations on time series data (scaling, filling missing values, differencing, boxcox, ...) * **Metrics:** A variety of metrics for evaluating time series' goodness of fit; from R2-scores to Mean Absolute Scaled Error. * **Backtesting:** Utilities for simulating historical forecasts, using moving time windows. * **PyTorch Lightning Support:** All deep learning models are implemented using PyTorch Lightning, supporting among other things custom callbacks, GPUs/TPUs training and custom trainers. * **Filtering Models:** Darts offers three filtering models: `KalmanFilter`, `GaussianProcessFilter`, and `MovingAverage`, which allow to filter time series, and in some cases obtain probabilistic inferences of the underlying states/values. * **Datasets** The `darts.datasets` submodule contains some popular time series datasets for rapid and reproducible experimentation. ## Forecasting Models Here's a breakdown of the forecasting models currently implemented in Darts. We are constantly working on bringing more models and features. %prep %autosetup -n darts-0.23.1 %build %py3_build %install %py3_install install -d -m755 %{buildroot}/%{_pkgdocdir} if [ -d doc ]; then cp -arf doc %{buildroot}/%{_pkgdocdir}; fi if [ -d docs ]; then cp -arf docs %{buildroot}/%{_pkgdocdir}; fi if [ -d example ]; then cp -arf example %{buildroot}/%{_pkgdocdir}; fi if [ -d examples ]; then cp -arf examples %{buildroot}/%{_pkgdocdir}; fi pushd %{buildroot} if [ -d usr/lib ]; then find usr/lib -type f -printf "/%h/%f\n" >> filelist.lst fi if [ -d usr/lib64 ]; then find usr/lib64 -type f -printf "/%h/%f\n" >> filelist.lst fi if [ -d usr/bin ]; then find usr/bin -type f -printf "/%h/%f\n" >> filelist.lst fi if [ -d usr/sbin ]; then find usr/sbin -type f -printf "/%h/%f\n" >> filelist.lst fi touch doclist.lst if [ -d usr/share/man ]; then find usr/share/man -type f -printf "/%h/%f.gz\n" >> doclist.lst fi popd mv %{buildroot}/filelist.lst . mv %{buildroot}/doclist.lst . %files -n python3-darts -f filelist.lst %dir %{python3_sitelib}/* %files help -f doclist.lst %{_docdir}/* %changelog * Tue Apr 11 2023 Python_Bot - 0.23.1-1 - Package Spec generated