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import numpy as np | ||
import pandas as pd | ||
from sklearn.preprocessing import MinMaxScaler | ||
from sklearn.metrics import mean_squared_error,mean_absolute_error | ||
from keras.models import Sequential | ||
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import math | ||
#import helpers as h | ||
import numpy as np | ||
import pandas as pd | ||
from sklearn.preprocessing import MinMaxScaler | ||
from sklearn.model_selection import GridSearchCV | ||
from sklearn.metrics import mean_squared_error,mean_absolute_error | ||
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from tbats import BATS, TBATS | ||
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from numpy.random import seed | ||
seed(69) | ||
from math import sqrt | ||
from numpy import concatenate | ||
import matplotlib.pyplot as plt | ||
from pandas import DataFrame | ||
from pandas import concat | ||
from sklearn.preprocessing import MinMaxScaler | ||
from sklearn.preprocessing import LabelEncoder | ||
from sklearn.metrics import mean_squared_error | ||
import pickle | ||
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#import multiprocessing | ||
from . BBDD import new_model, get_best_model | ||
from . helpers import create_train_test,seasonal_options | ||
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def anomaly_uni_TBATS(lista_datos,num_forecast=10,desv_mse=2,train='True',name='test'): | ||
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lista_puntos = np.arange(0, len(lista_datos),1) | ||
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df, df_train, df_test = create_train_test(lista_puntos, lista_datos) | ||
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engine_output={} | ||
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actual_model='' | ||
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if (train): | ||
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########################################################################################## | ||
#############################################################################################3 | ||
periods = seasonal_options(df.valores) | ||
estimator = TBATS(seasonal_periods= periods[:2]) | ||
# Fit model | ||
print("Starting Anomaly Model Fitted") | ||
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fitted_model = estimator.fit(df_train['valores']) | ||
print("Anomaly Model Fitted") | ||
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# Forecast 14 steps ahead | ||
anomaly_forecasted = fitted_model.forecast(steps=len(df_test['valores'])) | ||
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mae = mean_absolute_error(anomaly_forecasted,df_test['valores'].values) | ||
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#mae = mean_absolute_error(y_forecasted,df_test['valores'].values) | ||
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df_aler = pd.DataFrame(anomaly_forecasted,index = df_test.index,columns=['expected value']) | ||
df_aler['step'] = df['puntos'] | ||
df_aler['real_value'] = df_test['valores'] | ||
df_aler['mae'] = mean_absolute_error(anomaly_forecasted, df_test['valores'].values) | ||
df_aler['anomaly_score'] = abs(df_aler['expected value'] - df_aler['real_value']) / df_aler['mae'] | ||
df_aler_ult = df_aler[:5] | ||
df_aler_ult = df_aler_ult[(df_aler_ult.index==df_aler.index.max())|(df_aler_ult.index==((df_aler.index.max())-1)) | ||
|(df_aler_ult.index==((df_aler.index.max())-2))|(df_aler_ult.index==((df_aler.index.max())-3)) | ||
|(df_aler_ult.index==((df_aler.index.max())-4))] | ||
if len(df_aler_ult) == 0: | ||
exists_anom_last_5 = 'FALSE' | ||
else: | ||
exists_anom_last_5 = 'TRUE' | ||
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df_aler = df_aler[(df_aler['anomaly_score']> 2)] | ||
max = df_aler['anomaly_score'].max() | ||
min = df_aler['anomaly_score'].min() | ||
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df_aler['anomaly_score']= ( df_aler['anomaly_score'] - min ) /(max - min) | ||
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max = df_aler_ult['anomaly_score'].max() | ||
min = df_aler_ult['anomaly_score'].min() | ||
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df_aler_ult['anomaly_score']= ( df_aler_ult['anomaly_score'] - min ) /(max - min) | ||
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# Fit model | ||
fitted_model = estimator.fit(df['valores']) | ||
print("Forecast Model Fitted") | ||
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# Forecast num_forecast steps ahead | ||
y_forecasted = fitted_model.forecast(steps=num_forecast) | ||
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df_future= pd.DataFrame(y_forecasted,columns=['value']) | ||
df_future['value']=df_future.value.astype("float32") | ||
df_future['step']= np.arange( len(lista_datos),len(lista_datos)+num_forecast,1) | ||
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#engine_output['rmse'] = rmse | ||
#engine_output['mse'] = mse | ||
engine_output['mae'] = mae | ||
engine_output['present_status']=exists_anom_last_5 | ||
engine_output['present_alerts']=df_aler_ult.fillna(0).to_dict(orient='record') | ||
engine_output['past']=df_aler.fillna(0).to_dict(orient='record') | ||
engine_output['engine']='TBATS' | ||
print ("Only for future") | ||
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engine_output['future'] = df_future.to_dict(orient='record') | ||
test_values = pd.DataFrame(anomaly_forecasted,index = df_test.index,columns=['expected value']) | ||
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test_values['step'] = test_values.index | ||
#print ("debug de Holtwinters") | ||
#print (test_values) | ||
engine_output['debug'] = test_values.to_dict(orient='record') | ||
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#print ("la prediccion es") | ||
#print (df_future) | ||
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return engine_output |