Ensemble scikit-learn aggregator

Aggregator wrapped around the Ensemble model of sklearn. `sklearn https://scikit-learn.org/stable/modules/ensemble.html`_.

class darts.ad.aggregators.ensemble_sklearn_aggregator.EnsembleSklearnAggregator(model)[source]

Bases: darts.ad.aggregators.aggregators.FittableAggregator

Methods

eval_accuracy(actual_anomalies, series[, ...])

Aggregates the (sequence of) multivariate series given as input into one (sequence of) series and evaluates the results against true anomalies.

fit(actual_anomalies, series)

Fit the aggregators on the (sequence of) multivariate binary series.

predict(series)

Aggregates the (sequence of) multivariate binary series given as input into a (sequence of) univariate binary series.
eval_accuracy(actual_anomalies, series, window=1, metric='recall')

Aggregates the (sequence of) multivariate series given as input into one (sequence of) series and evaluates the results against true anomalies.

Parameters

  • actual_anomalies (Sequence[TimeSeries]) – The (sequence of) ground truth of the anomalies (1 if it is an anomaly and 0 if not)

  • series (Sequence[TimeSeries]) – The (sequence of) multivariate binary series to aggregate

  • window (int) – (Sequence of) integer value indicating the number of past samples each point represents in the (sequence of) series. The parameter will be used by the function _window_adjustment_anomalies() in darts.ad.utils to transform actual_anomalies.

  • metric (str) – Metric function to use. Must be one of “recall”, “precision”, “f1”, and “accuracy”. Default: “recall”

Returns

(Sequence of) score for the (sequence of) series

Return type

Union[float, Sequence[float]]

fit(actual_anomalies, series)

Fit the aggregators on the (sequence of) multivariate binary series.

If a list of series is given, they must have the same number of components.

Parameters

  • actual_anomalies (Union[TimeSeries, Sequence[TimeSeries]]) – The (sequence of) ground truth of the anomalies (1 if it is an anomaly and 0 if not)

  • series (Union[TimeSeries, Sequence[TimeSeries]]) – The (sequence of) multivariate binary series

predict(series)

Aggregates the (sequence of) multivariate binary series given as input into a (sequence of) univariate binary series.

Parameters

series (Union[TimeSeries, Sequence[TimeSeries]]) – The (sequence of) multivariate binary series to aggregate

Returns

(Sequence of) aggregated results

Return type

TimeSeries

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