The Anomaly Detection Operator accepts a dataset with:
A date/time column.
A target column.
(Optional) One or more series columns, such that the target is indexed by date/time and
series.
(Optional) An arbitrary number of extra variables.
Besides this input data, the you can specify validation data, if available. Validation data
must have all the columns of the input data plus a binary column titled
anomaly. The anomaly column must have a value of minus 1
for anomalous rows and 1 for normal rows.
Finally, provide test_data to receive test metrics and evaluate the
Operator's performance more easily. Test data must be indexed by date and (optionally) series.
Test data must have a value of minus 1 for anomalous rows and 1 for normal rows.
An anomaly detection job can be configured with the following
yaml:
If you have extra variables that you think might be related, then use multivariate anomaly
detection. All the extra columns specified in the input data are used in finding if the target
column is anomalous.
Auto Model Selection 🔗
Operators users don't need to know anything about the underlying models to use them. By
default we set model to auto. However, if you want more control over the
modeling parameters, set the model parameter to either autots or
automlx and then pass parameters directly into
model_kwargs.