timesead.models.prediction
Submodules
Classes
Base class for all neural network modules. |
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Base class for all neural network modules. |
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Base class for all neural network modules. |
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Base class for all neural network modules. |
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Base class for all neural network modules. |
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Base class for all neural network modules. |
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Base class for all neural network modules. |
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Base class for all neural network modules. |
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Base class for all neural network modules. |
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Base class for all neural network modules. |
Package Contents
- class timesead.models.prediction.GDN(node_num: int, input_dim: int, dim=64, out_layer_hidden_dims: Sequence[int] = (64,), topk=15, dropout_prob: float = 0.2)
Bases:
timesead.models.BaseModelBase class for all neural network modules.
Your models should also subclass this class.
Modules can also contain other Modules, allowing them to be nested in a tree structure. You can assign the submodules as regular attributes:
import torch.nn as nn import torch.nn.functional as F class Model(nn.Module): def __init__(self) -> None: super().__init__() self.conv1 = nn.Conv2d(1, 20, 5) self.conv2 = nn.Conv2d(20, 20, 5) def forward(self, x): x = F.relu(self.conv1(x)) return F.relu(self.conv2(x))
Submodules assigned in this way will be registered, and will also have their parameters converted when you call
to(), etc.Note
As per the example above, an
__init__()call to the parent class must be made before assignment on the child.- Variables:
training (bool) – Boolean represents whether this module is in training or evaluation mode.
- Parameters:
(Comments by Tobias) Terminology is a bit confusing here, so I’ll add some explanations.
- Parameters:
node_num (int) – This is the number of features in the dataset, i.e., D!
input_dim (int) – This is the length of a TS window, i.e, T!
dim – The dimensionality of the embedding.
out_layer_hidden_dims (Sequence[int]) – Hidden dimensions for fully connected output layer
topk – Number of edges that should be kept in the graph construction.
dropout_prob (float)
- edge_index_sets
- embedding
- bn_outlayer_in
- gnn_layers
- node_embedding = None
- topk = 15
- learned_graph = None
- out_layer
- cache_edge_index_sets = [None]
- cache_embed_index = None
- dp
- init_params()
- forward(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis])
- Return type:
- class timesead.models.prediction.GDNAnomalyDetector(model: GDN, epsilon: float = 1e-07)
Bases:
timesead.models.common.PredictionAnomalyDetectorBase class for all neural network modules.
Your models should also subclass this class.
Modules can also contain other Modules, allowing them to be nested in a tree structure. You can assign the submodules as regular attributes:
import torch.nn as nn import torch.nn.functional as F class Model(nn.Module): def __init__(self) -> None: super().__init__() self.conv1 = nn.Conv2d(1, 20, 5) self.conv2 = nn.Conv2d(20, 20, 5) def forward(self, x): x = F.relu(self.conv1(x)) return F.relu(self.conv2(x))
Submodules assigned in this way will be registered, and will also have their parameters converted when you call
to(), etc.Note
As per the example above, an
__init__()call to the parent class must be made before assignment on the child.- Variables:
training (bool) – Boolean represents whether this module is in training or evaluation mode.
- Parameters:
Initialize internal Module state, shared by both nn.Module and ScriptModule.
- model
- epsilon = 1e-07
- compute_online_anomaly_score(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Compute the online anomaly score for a batch of inputs. The output tensor must have the same shape as the output of format_targets when called with the corresponding targets for this batch. This method expects a window (or a batch of windows) as its input and should return a score for the last point in the window.
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis]) – tuple of input tensors
- Returns:
Tensor of shape (B,) that contains the anomaly scores for this batch
- Return type:
- compute_offline_anomaly_score(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Compute the offline anomaly score for a batch of inputs. The output tensor must have the same shape as the output of format_targets when called with the corresponding targets for this batch. This method expects a window (or a batch of windows) as its input and should return a score for the last point in the window.
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis]) – tuple of input tensors
- Returns:
Tensor of shape (N,) that contains the anomaly scores for this batch
- Return type:
- fit(dataset: torch.utils.data.DataLoader) None
Fit this anomaly detector on a dataset. Note that we assume only normal data here.
- Parameters:
dataset (torch.utils.data.DataLoader) – A dataset
- Return type:
None
- format_online_targets(targets: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Format the labels for a batch of targets. The output tensor must have the same shape as the output of compute_online_anomaly_score when called with the corresponding inputs for this batch.
- Parameters:
targets (Tuple[torch.Tensor, Ellipsis]) – tuple of target tensors
- Returns:
Tensor of shape (B,) that contains the ground truth labels for this batch
- Return type:
- class timesead.models.prediction.LSTMPrediction(input_dim: int, lstm_hidden_dims: List[int] = [30, 20], linear_hidden_layers: List[int] = [], linear_activation: Callable | str = torch.nn.ELU(), prediction_horizon: int = 3)
Bases:
timesead.models.BaseModelBase class for all neural network modules.
Your models should also subclass this class.
Modules can also contain other Modules, allowing them to be nested in a tree structure. You can assign the submodules as regular attributes:
import torch.nn as nn import torch.nn.functional as F class Model(nn.Module): def __init__(self) -> None: super().__init__() self.conv1 = nn.Conv2d(1, 20, 5) self.conv2 = nn.Conv2d(20, 20, 5) def forward(self, x): x = F.relu(self.conv1(x)) return F.relu(self.conv2(x))
Submodules assigned in this way will be registered, and will also have their parameters converted when you call
to(), etc.Note
As per the example above, an
__init__()call to the parent class must be made before assignment on the child.- Variables:
training (bool) – Boolean represents whether this module is in training or evaluation mode.
- Parameters:
LSTM prediction (Malhotra2015) :param input_dim: :param lstm_hidden_dims: :param linear_hidden_layers: :param linear_activation: :param prediction_horizon:
- prediction_horizon = 3
- lstm
- mlp
- forward(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis])
- Return type:
- class timesead.models.prediction.LSTMS2SPrediction(input_dim: int, lstm_hidden_dims: List[int] = [30, 20], linear_hidden_layers: List[int] = [], linear_activation: Callable | str = torch.nn.ELU(), dropout: float = 0.0)
Bases:
timesead.models.BaseModelBase class for all neural network modules.
Your models should also subclass this class.
Modules can also contain other Modules, allowing them to be nested in a tree structure. You can assign the submodules as regular attributes:
import torch.nn as nn import torch.nn.functional as F class Model(nn.Module): def __init__(self) -> None: super().__init__() self.conv1 = nn.Conv2d(1, 20, 5) self.conv2 = nn.Conv2d(20, 20, 5) def forward(self, x): x = F.relu(self.conv1(x)) return F.relu(self.conv2(x))
Submodules assigned in this way will be registered, and will also have their parameters converted when you call
to(), etc.Note
As per the example above, an
__init__()call to the parent class must be made before assignment on the child.- Variables:
training (bool) – Boolean represents whether this module is in training or evaluation mode.
- Parameters:
LSTM prediction (Filonov2016) :param input_dim: :param lstm_hidden_dims: :param linear_hidden_layers: :param linear_activation:
- lstm
- mlp
- forward(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis])
- Return type:
- class timesead.models.prediction.LSTMPredictionAnomalyDetector(model: LSTMPrediction)
Bases:
timesead.models.common.PredictionAnomalyDetectorBase class for all neural network modules.
Your models should also subclass this class.
Modules can also contain other Modules, allowing them to be nested in a tree structure. You can assign the submodules as regular attributes:
import torch.nn as nn import torch.nn.functional as F class Model(nn.Module): def __init__(self) -> None: super().__init__() self.conv1 = nn.Conv2d(1, 20, 5) self.conv2 = nn.Conv2d(20, 20, 5) def forward(self, x): x = F.relu(self.conv1(x)) return F.relu(self.conv2(x))
Submodules assigned in this way will be registered, and will also have their parameters converted when you call
to(), etc.Note
As per the example above, an
__init__()call to the parent class must be made before assignment on the child.- Variables:
training (bool) – Boolean represents whether this module is in training or evaluation mode.
- Parameters:
model (LSTMPrediction)
Malhotra2016
- Parameters:
model (LSTMPrediction)
- model
- fit(dataset: torch.utils.data.DataLoader) None
Fit this anomaly detector on a dataset. Note that we assume only normal data here.
- Parameters:
dataset (torch.utils.data.DataLoader) – A dataset
- Return type:
None
- compute_online_anomaly_score(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Compute the online anomaly score for a batch of inputs. The output tensor must have the same shape as the output of format_targets when called with the corresponding targets for this batch. This method expects a window (or a batch of windows) as its input and should return a score for the last point in the window.
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis]) – tuple of input tensors
- Returns:
Tensor of shape (B,) that contains the anomaly scores for this batch
- Return type:
- abstract compute_offline_anomaly_score(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Compute the offline anomaly score for a batch of inputs. The output tensor must have the same shape as the output of format_targets when called with the corresponding targets for this batch. This method expects a window (or a batch of windows) as its input and should return a score for the last point in the window.
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis]) – tuple of input tensors
- Returns:
Tensor of shape (N,) that contains the anomaly scores for this batch
- Return type:
- format_online_targets(targets: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Format the labels for a batch of targets. The output tensor must have the same shape as the output of compute_online_anomaly_score when called with the corresponding inputs for this batch.
- Parameters:
targets (Tuple[torch.Tensor, Ellipsis]) – tuple of target tensors
- Returns:
Tensor of shape (B,) that contains the ground truth labels for this batch
- Return type:
- get_labels_and_scores(dataset: torch.utils.data.DataLoader) Tuple[torch.Tensor, torch.Tensor]
- Parameters:
dataset (torch.utils.data.DataLoader)
- Return type:
Tuple[torch.Tensor, torch.Tensor]
- class timesead.models.prediction.LSTMS2SPredictionAnomalyDetector(model: LSTMS2SPrediction, half_life: int)
Bases:
timesead.models.common.PredictionAnomalyDetectorBase class for all neural network modules.
Your models should also subclass this class.
Modules can also contain other Modules, allowing them to be nested in a tree structure. You can assign the submodules as regular attributes:
import torch.nn as nn import torch.nn.functional as F class Model(nn.Module): def __init__(self) -> None: super().__init__() self.conv1 = nn.Conv2d(1, 20, 5) self.conv2 = nn.Conv2d(20, 20, 5) def forward(self, x): x = F.relu(self.conv1(x)) return F.relu(self.conv2(x))
Submodules assigned in this way will be registered, and will also have their parameters converted when you call
to(), etc.Note
As per the example above, an
__init__()call to the parent class must be made before assignment on the child.- Variables:
training (bool) – Boolean represents whether this module is in training or evaluation mode.
- Parameters:
model (LSTMS2SPrediction)
half_life (int)
Filonov2016
- Parameters:
model (LSTMS2SPrediction)
half_life (int)
- model
- alpha
- fit(dataset: torch.utils.data.DataLoader) None
Fit this anomaly detector on a dataset. Note that we assume only normal data here.
- Parameters:
dataset (torch.utils.data.DataLoader) – A dataset
- Return type:
None
- compute_online_anomaly_score(inputs: Tuple[torch.Tensor, torch.Tensor, float, float]) Tuple[torch.Tensor, float, float]
Compute the online anomaly score for a batch of inputs. The output tensor must have the same shape as the output of format_targets when called with the corresponding targets for this batch. This method expects a window (or a batch of windows) as its input and should return a score for the last point in the window.
- Parameters:
inputs (Tuple[torch.Tensor, torch.Tensor, float, float]) – tuple of input tensors
- Returns:
Tensor of shape (B,) that contains the anomaly scores for this batch
- Return type:
Tuple[torch.Tensor, float, float]
- abstract compute_offline_anomaly_score(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Compute the offline anomaly score for a batch of inputs. The output tensor must have the same shape as the output of format_targets when called with the corresponding targets for this batch. This method expects a window (or a batch of windows) as its input and should return a score for the last point in the window.
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis]) – tuple of input tensors
- Returns:
Tensor of shape (N,) that contains the anomaly scores for this batch
- Return type:
- format_online_targets(targets: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Format the labels for a batch of targets. The output tensor must have the same shape as the output of compute_online_anomaly_score when called with the corresponding inputs for this batch.
- Parameters:
targets (Tuple[torch.Tensor, Ellipsis]) – tuple of target tensors
- Returns:
Tensor of shape (B,) that contains the ground truth labels for this batch
- Return type:
- get_labels_and_scores(dataset: torch.utils.data.DataLoader) Tuple[torch.Tensor, torch.Tensor]
- Parameters:
dataset (torch.utils.data.DataLoader)
- Return type:
Tuple[torch.Tensor, torch.Tensor]
- class timesead.models.prediction.LSTMS2STargetTransform(parent: timesead.data.transforms.Transform, window_size: int, replace_labels: bool = False, reverse: bool = False)
Bases:
timesead.data.transforms.PredictionTargetTransform- Parameters:
parent (timesead.data.transforms.Transform)
window_size (int)
replace_labels (bool)
reverse (bool)
- class timesead.models.prediction.TCNPrediction(input_dim: int, window_size: int, filters: Sequence[int] = (32, 32), kernel_sizes: Sequence[int] = (3, 3), linear_hidden_layers: Sequence[int] = (50,), activation: Callable | str = torch.nn.ReLU(), prediction_horizon: int = 1)
Bases:
timesead.models.BaseModelBase class for all neural network modules.
Your models should also subclass this class.
Modules can also contain other Modules, allowing them to be nested in a tree structure. You can assign the submodules as regular attributes:
import torch.nn as nn import torch.nn.functional as F class Model(nn.Module): def __init__(self) -> None: super().__init__() self.conv1 = nn.Conv2d(1, 20, 5) self.conv2 = nn.Conv2d(20, 20, 5) def forward(self, x): x = F.relu(self.conv1(x)) return F.relu(self.conv2(x))
Submodules assigned in this way will be registered, and will also have their parameters converted when you call
to(), etc.Note
As per the example above, an
__init__()call to the parent class must be made before assignment on the child.- Variables:
training (bool) – Boolean represents whether this module is in training or evaluation mode.
- Parameters:
DeepAnT aka TCN prediction (Munir2018) :param input_dim: :param filters: :param kernel_sizes: :param linear_hidden_layers: :param activation: :param prediction_horizon:
- activation
- prediction_horizon = 1
- pooler
- conv_layers
- mlp
- forward(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis])
- Return type:
- class timesead.models.prediction.TCNS2SPrediction(input_dim: int, filters: Sequence[int] = (64, 64, 64, 64, 64), kernel_sizes: Sequence[int] = (3, 3, 3, 3, 3), dilations: Sequence[int] = (1, 2, 4, 8, 16), last_n_layers_to_cat: int = 3, activation=torch.nn.ReLU())
Bases:
timesead.models.BaseModelBase class for all neural network modules.
Your models should also subclass this class.
Modules can also contain other Modules, allowing them to be nested in a tree structure. You can assign the submodules as regular attributes:
import torch.nn as nn import torch.nn.functional as F class Model(nn.Module): def __init__(self) -> None: super().__init__() self.conv1 = nn.Conv2d(1, 20, 5) self.conv2 = nn.Conv2d(20, 20, 5) def forward(self, x): x = F.relu(self.conv1(x)) return F.relu(self.conv2(x))
Submodules assigned in this way will be registered, and will also have their parameters converted when you call
to(), etc.Note
As per the example above, an
__init__()call to the parent class must be made before assignment on the child.- Variables:
training (bool) – Boolean represents whether this module is in training or evaluation mode.
- Parameters:
He2019
- Parameters:
- last_n_layers_to_cat = 3
- activation
- conv_layers
- final_conv
- forward(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis])
- Return type:
- class timesead.models.prediction.TCNPredictionAnomalyDetector(model: TCNPrediction)
Bases:
timesead.models.common.PredictionAnomalyDetectorBase class for all neural network modules.
Your models should also subclass this class.
Modules can also contain other Modules, allowing them to be nested in a tree structure. You can assign the submodules as regular attributes:
import torch.nn as nn import torch.nn.functional as F class Model(nn.Module): def __init__(self) -> None: super().__init__() self.conv1 = nn.Conv2d(1, 20, 5) self.conv2 = nn.Conv2d(20, 20, 5) def forward(self, x): x = F.relu(self.conv1(x)) return F.relu(self.conv2(x))
Submodules assigned in this way will be registered, and will also have their parameters converted when you call
to(), etc.Note
As per the example above, an
__init__()call to the parent class must be made before assignment on the child.- Variables:
training (bool) – Boolean represents whether this module is in training or evaluation mode.
- Parameters:
model (TCNPrediction)
Munir2018
- Parameters:
model (TCNPrediction)
- model
- fit(dataset: torch.utils.data.DataLoader) None
Fit this anomaly detector on a dataset. Note that we assume only normal data here.
- Parameters:
dataset (torch.utils.data.DataLoader) – A dataset
- Return type:
None
- compute_online_anomaly_score(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Compute the online anomaly score for a batch of inputs. The output tensor must have the same shape as the output of format_targets when called with the corresponding targets for this batch. This method expects a window (or a batch of windows) as its input and should return a score for the last point in the window.
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis]) – tuple of input tensors
- Returns:
Tensor of shape (B,) that contains the anomaly scores for this batch
- Return type:
- abstract compute_offline_anomaly_score(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Compute the offline anomaly score for a batch of inputs. The output tensor must have the same shape as the output of format_targets when called with the corresponding targets for this batch. This method expects a window (or a batch of windows) as its input and should return a score for the last point in the window.
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis]) – tuple of input tensors
- Returns:
Tensor of shape (N,) that contains the anomaly scores for this batch
- Return type:
- format_online_targets(targets: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Format the labels for a batch of targets. The output tensor must have the same shape as the output of compute_online_anomaly_score when called with the corresponding inputs for this batch.
- Parameters:
targets (Tuple[torch.Tensor, Ellipsis]) – tuple of target tensors
- Returns:
Tensor of shape (B,) that contains the ground truth labels for this batch
- Return type:
- get_labels_and_scores(dataset: torch.utils.data.DataLoader) Tuple[torch.Tensor, torch.Tensor]
- Parameters:
dataset (torch.utils.data.DataLoader)
- Return type:
Tuple[torch.Tensor, torch.Tensor]
- class timesead.models.prediction.TCNS2SPredictionAnomalyDetector(model: TCNS2SPrediction, offset: int)
Bases:
timesead.models.common.PredictionAnomalyDetectorBase class for all neural network modules.
Your models should also subclass this class.
Modules can also contain other Modules, allowing them to be nested in a tree structure. You can assign the submodules as regular attributes:
import torch.nn as nn import torch.nn.functional as F class Model(nn.Module): def __init__(self) -> None: super().__init__() self.conv1 = nn.Conv2d(1, 20, 5) self.conv2 = nn.Conv2d(20, 20, 5) def forward(self, x): x = F.relu(self.conv1(x)) return F.relu(self.conv2(x))
Submodules assigned in this way will be registered, and will also have their parameters converted when you call
to(), etc.Note
As per the example above, an
__init__()call to the parent class must be made before assignment on the child.- Variables:
training (bool) – Boolean represents whether this module is in training or evaluation mode.
- Parameters:
model (TCNS2SPrediction)
offset (int)
He2019
- Parameters:
model (TCNS2SPrediction)
offset (int)
- model
- offset
- fit(dataset: torch.utils.data.DataLoader) None
Fit this anomaly detector on a dataset. Note that we assume only normal data here.
- Parameters:
dataset (torch.utils.data.DataLoader) – A dataset
- Return type:
None
- compute_online_anomaly_score(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Compute the online anomaly score for a batch of inputs. The output tensor must have the same shape as the output of format_targets when called with the corresponding targets for this batch. This method expects a window (or a batch of windows) as its input and should return a score for the last point in the window.
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis]) – tuple of input tensors
- Returns:
Tensor of shape (B,) that contains the anomaly scores for this batch
- Return type:
- abstract compute_offline_anomaly_score(inputs: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Compute the offline anomaly score for a batch of inputs. The output tensor must have the same shape as the output of format_targets when called with the corresponding targets for this batch. This method expects a window (or a batch of windows) as its input and should return a score for the last point in the window.
- Parameters:
inputs (Tuple[torch.Tensor, Ellipsis]) – tuple of input tensors
- Returns:
Tensor of shape (N,) that contains the anomaly scores for this batch
- Return type:
- format_online_targets(targets: Tuple[torch.Tensor, Ellipsis]) torch.Tensor
Format the labels for a batch of targets. The output tensor must have the same shape as the output of compute_online_anomaly_score when called with the corresponding inputs for this batch.
- Parameters:
targets (Tuple[torch.Tensor, Ellipsis]) – tuple of target tensors
- Returns:
Tensor of shape (B,) that contains the ground truth labels for this batch
- Return type:
- get_labels_and_scores(dataset: torch.utils.data.DataLoader) Tuple[torch.Tensor, torch.Tensor]
- Parameters:
dataset (torch.utils.data.DataLoader)
- Return type:
Tuple[torch.Tensor, torch.Tensor]