etna.transforms.PredictionIntervalOutliersTransform#

class PredictionIntervalOutliersTransform(in_column: str, model: Literal['prophet'] | Literal['sarimax'] | Type[ProphetModel] | Type[SARIMAXModel], interval_width: float = 0.95, ignore_flag_column: str | None = None, **model_kwargs)[source]#

Bases: OutliersTransform

Transform that uses get_anomalies_prediction_interval() to find anomalies in data.

Create instance of PredictionIntervalOutliersTransform.

Parameters:

in_column (str) – name of processed column
model (Literal['prophet'] | ~typing.Literal['sarimax'] | ~typing.Type[ProphetModel] | ~typing.Type[SARIMAXModel]) – model for prediction interval estimation
interval_width (float) – width of the prediction interval
ignore_flag_column (str | None) – column name for skipping values from outlier check

Notes

For not “target” column only column data will be used for learning.

Methods

`detect_outliers`(ts)	Call `get_anomalies_prediction_interval()` function with self parameters.
`fit`(ts)	Fit the transform.
`fit_transform`(ts)	Fit and transform TSDataset.
`get_regressors_info`()	Return the list with regressors created by the transform.
`inverse_transform`(ts)	Inverse transform TSDataset.
`load`(path)	Load an object.
`params_to_tune`()	Get default grid for tuning hyperparameters.
`save`(path)	Save the object.
`set_params`(**params)	Return new object instance with modified parameters.
`to_dict`()	Collect all information about etna object in dict.
`transform`(ts)	Transform TSDataset inplace.

Attributes

This class stores its __init__ parameters as attributes.

`original_values`	Backward compatibility property.
`outliers_timestamps`	Backward compatibility property.

detect_outliers(ts: TSDataset) → Dict[str, Series][source]#

Call get_anomalies_prediction_interval() function with self parameters.

Parameters:: ts (TSDataset) – dataset to process
Returns:: dict of outliers in format {segment: [outliers_timestamps]}
Return type:: Dict[str, Series]

fit(ts: TSDataset) → OutliersTransform[source]#

Fit the transform.

Parameters:: ts (TSDataset) – Dataset to fit the transform on.
Returns:: The fitted transform instance.
Return type:: OutliersTransform

fit_transform(ts: TSDataset) → TSDataset[source]#

Fit and transform TSDataset.

May be reimplemented. But it is not recommended.

Parameters:: ts (TSDataset) – TSDataset to transform.
Returns:: Transformed TSDataset.
Return type:: TSDataset

get_regressors_info() → List[str][source]#

Return the list with regressors created by the transform.

Returns:: List with regressors created by the transform.
Return type:: List[str]

inverse_transform(ts: TSDataset) → TSDataset[source]#

Inverse transform TSDataset.

Apply the _inverse_transform method.

Parameters:: ts (TSDataset) – TSDataset to be inverse transformed.
Returns:: TSDataset after applying inverse transformation.
Return type:: TSDataset

classmethod load(path: Path) → Self[source]#

Load an object.

Warning

This method uses dill module which is not secure. It is possible to construct malicious data which will execute arbitrary code during loading. Never load data that could have come from an untrusted source, or that could have been tampered with.

Parameters:: path (Path) – Path to load object from.
Returns:: Loaded object.
Return type:: Self

params_to_tune() → Dict[str, BaseDistribution][source]#

Get default grid for tuning hyperparameters.

This grid tunes parameters: interval_width, model. Other parameters are expected to be set by the user.

Returns:: Grid to tune.
Return type:: Dict[str, BaseDistribution]

save(path: Path)[source]#

Save the object.

Parameters:: path (Path) – Path to save object to.

set_params(**params: dict) → Self[source]#

Return new object instance with modified parameters.

Method also allows to change parameters of nested objects within the current object. For example, it is possible to change parameters of a model in a Pipeline.

Nested parameters are expected to be in a <component_1>.<...>.<parameter> form, where components are separated by a dot.

Parameters:: **params (dict) – Estimator parameters
Returns:: New instance with changed parameters
Return type:: Self

Examples

>>> from etna.pipeline import Pipeline
>>> from etna.models import NaiveModel
>>> from etna.transforms import AddConstTransform
>>> model = NaiveModel(lag=1)
>>> transforms = [AddConstTransform(in_column="target", value=1)]
>>> pipeline = Pipeline(model, transforms=transforms, horizon=3)
>>> pipeline.set_params(**{"model.lag": 3, "transforms.0.value": 2})
Pipeline(model = NaiveModel(lag = 3, ), transforms = [AddConstTransform(in_column = 'target', value = 2, inplace = True, out_column = None, )], horizon = 3, )

to_dict()[source]#: Collect all information about etna object in dict.

transform(ts: TSDataset) → TSDataset[source]#

Transform TSDataset inplace.

Parameters:: ts (TSDataset) – Dataset to transform.
Returns:: Transformed TSDataset.
Return type:: TSDataset

property original_values: Dict[str, Series] | None[source]#: Backward compatibility property.

property outliers_timestamps: Dict[str, List[Timestamp]] | Dict[str, List[int]] | None[source]#: Backward compatibility property.