xiaohui-sun commented on a change in pull request #4067: [TE] Holt Winters
detector
URL: https://github.com/apache/incubator-pinot/pull/4067#discussion_r272782591
##########
File path:
thirdeye/thirdeye-pinot/src/main/java/org/apache/pinot/thirdeye/detection/components/HoltWintersDetector.java
##########
@@ -0,0 +1,538 @@
+package org.apache.pinot.thirdeye.detection.components;
+
+import java.util.ArrayList;
+import java.util.Collections;
+import java.util.HashMap;
+import java.util.List;
+import java.util.Map;
+import java.util.Set;
+import java.util.concurrent.TimeUnit;
+import org.apache.commons.math3.analysis.MultivariateFunction;
+import org.apache.commons.math3.optim.PointValuePair;
+import org.apache.pinot.thirdeye.common.time.TimeGranularity;
+import org.apache.pinot.thirdeye.dataframe.BooleanSeries;
+import org.apache.pinot.thirdeye.dataframe.DataFrame;
+import org.apache.pinot.thirdeye.dataframe.DoubleSeries;
+import org.apache.pinot.thirdeye.dataframe.LongSeries;
+import org.apache.pinot.thirdeye.dataframe.Series;
+import org.apache.pinot.thirdeye.dataframe.util.MetricSlice;
+import org.apache.pinot.thirdeye.datalayer.dto.DatasetConfigDTO;
+import org.apache.pinot.thirdeye.datalayer.dto.MergedAnomalyResultDTO;
+import org.apache.pinot.thirdeye.detection.ConfigUtils;
+import org.apache.pinot.thirdeye.detection.DetectionUtils;
+import org.apache.pinot.thirdeye.detection.InputDataFetcher;
+import org.apache.pinot.thirdeye.detection.Pattern;
+import org.apache.pinot.thirdeye.detection.algorithm.AlgorithmUtils;
+import org.apache.pinot.thirdeye.detection.annotation.Components;
+import org.apache.pinot.thirdeye.detection.annotation.DetectionTag;
+import org.apache.pinot.thirdeye.detection.annotation.Param;
+import org.apache.pinot.thirdeye.detection.annotation.Tune;
+import org.apache.pinot.thirdeye.detection.spec.HoltWintersDetectorSpec;
+import org.apache.pinot.thirdeye.detection.spi.components.AnomalyDetector;
+import org.apache.pinot.thirdeye.detection.spi.components.BaselineProvider;
+import org.apache.pinot.thirdeye.detection.spi.components.Tunable;
+import org.apache.pinot.thirdeye.detection.spi.model.InputData;
+import org.apache.pinot.thirdeye.detection.spi.model.InputDataSpec;
+import org.apache.pinot.thirdeye.detection.spi.model.TimeSeries;
+import org.apache.pinot.thirdeye.rootcause.impl.MetricEntity;
+import org.joda.time.DateTime;
+import org.joda.time.Interval;
+import org.joda.time.Period;
+import org.apache.commons.math3.optim.MaxIter;
+import org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction;
+import org.apache.commons.math3.optim.MaxEval;
+import org.apache.commons.math3.optim.SimpleBounds;
+import org.apache.commons.math3.optim.nonlinear.scalar.noderiv.BOBYQAOptimizer;
+import org.apache.commons.math3.optim.InitialGuess;
+import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;
+import org.slf4j.Logger;
+import org.slf4j.LoggerFactory;
+import static org.apache.pinot.thirdeye.dataframe.util.DataFrameUtils.*;
+
+
+@Components(title = "Holt Winters triple exponential smoothing forecasting and
detection",
+ type = "HOLT_WINTERS_RULE",
+ tags = {DetectionTag.RULE_DETECTION},
+ description = "Forecast with holt winters triple exponential smoothing and
generate anomalies",
+ params = {
+ @Param(name = "alpha"),
+ @Param(name = "beta"),
+ @Param(name = "gamma"),
+ @Param(name = "period"),
+ @Param(name = "pattern"),
+ @Param(name = "sensitivity"),
+ @Param(name = "kernelSmoothing")
+ })
+public class HoltWintersDetector implements
BaselineProvider<HoltWintersDetectorSpec>,
+
AnomalyDetector<HoltWintersDetectorSpec> {
+ private static final Logger LOG =
LoggerFactory.getLogger(HoltWintersDetector.class);
+ private InputDataFetcher dataFetcher;
+ private static final String COL_CURR = "current";
+ private static final String COL_BASE = "baseline";
+ private static final String COL_ANOMALY = "anomaly";
+ private static final String COL_PATTERN = "pattern";
+ private static final String COL_DIFF = "diff";
+ private static final String COL_DIFF_VIOLATION = "diff_violation";
+ private static final String COL_ERROR = "error";
+ private static final String TRUE = "true";
+ private static final long PARTITION_PERIOD = 604800000L;
+ private static final long KERNEL_PERIOD = 3600000L;
+ private static final int LOOKBACK = 60;
+ private static final Period LOOKBACK_PERIOD =
ConfigUtils.parsePeriod("60DAYS");
Review comment:
LOOKBACK_PERIOD should be parsed from "LOOKBACK". It is hard code to 60DAYS?
----------------------------------------------------------------
This is an automated message from the Apache Git Service.
To respond to the message, please log on to GitHub and use the
URL above to go to the specific comment.
For queries about this service, please contact Infrastructure at:
[email protected]
With regards,
Apache Git Services
---------------------------------------------------------------------
To unsubscribe, e-mail: [email protected]
For additional commands, e-mail: [email protected]
