Merge pull request #72 from redBorder/fix_always_anomaly_in_shallow_o…

…utliers

resources/src/ai/shallow_outliers.py

@@ -25,12 +25,31 @@
 
 class ShallowOutliers:
     """
-    Shallow AI model for outliers detection. Used whenever there is no deep learning model defined.
-    Input data should be 1-dimensional.
+    Shallow AI model for detecting outliers in 1-dimensional data. Utilized when a deep learning model is not defined.
 
     Args:
-        (None)
+        sensitivity (float, optional): A value between 0 and 1 that adjusts the threshold for identifying anomalies.
+            At 1, at least one anomaly is always identified. At 0, no anomalies are identified. Default is 0.95.
+        
+        contamination (float, optional): A value between 0 and 1 that indicates the proportion of data points
+            to be considered anomalous during training. Default is 0.01.
     """
+
+    def __init__(self, sensitivity=0.95, contamination=0.01):
+        """
+        Initializes the ShallowOutliers model.
+
+        Args:
+            sensitivity (float, optional): A value between 0 and 1 that adjusts the threshold for identifying anomalies.
+                At 1, at least one anomaly is always identified. At 0, no anomalies are identified. Default is 0.95.
+
+            contamination (float, optional): A value between 0 and 1 that indicates the proportion of data points
+                to be considered anomalous during training. Default is 0.01.
+        """
+        self.sens = sensitivity
+        self.cont = contamination
+
+
     def predict(self, arr):
         """
         Given an array of data points, makes a smoothed prediction of the data. To do so,
@@ -67,16 +86,16 @@ def predict(self, arr):
         smooth_arr = np.convolve(padded_arr, kernel, mode='valid')
         return smooth_arr
 
-    def get_outliers(self, arr, smoothed_arr):
+    def get_outliers(self, arr, smoothed_arr, other=None):
         """
         Given an array of data points and an aproximation of it, return a boolean array
         with the same shape as the original array which is True when the data point is
         an outlier and False otherwise.
 
         The method used for outlier detection is an isolation forest, which will look for
-        the 0.3% most isolated points when taking into account the original value, the
-        smoothed valued, the diference between them (error) and the squared diference
-        between them.
+        the 1% most isolated points when taking into account the original value, the
+        smoothed valued, the absolute diference between them (MAE) and the sign of the
+        difference between them.
 
         Args:
             arr (numpy.ndarray): 1D numpy array where the outliers shall be detected.
@@ -87,13 +106,38 @@ def get_outliers(self, arr, smoothed_arr):
             numpy.ndarray: 1D numpy array with the smoothed data.
         """
         error = arr-smoothed_arr
-        loss = error**2
-        data = np.stack((arr,smoothed_arr,error,loss), axis = 1)
-        model = IsolationForest(n_estimators=100, contamination=0.003)
+        sign = np.sign(error)
+        data = np.stack((smoothed_arr, np.abs(error), sign), axis=1)
+        if other is not None:
+            data = np.concatenate([data, other], axis=1)
+        model = IsolationForest(n_estimators=100, contamination=self.cont, random_state=42)
         model.fit(data)
+        model.offset_=self.sens*(1+model.offset_)-1
         outliers = model.predict(data)==-1
         return outliers
 
+    def encode_timestamp(self, timestamp):
+        """
+        Takes a pandas Series of timestamps and returns a numpy array with a sine encoding for the
+        hour of day and a cosine encoding for the day of the week. This encoding helps the model to
+        learn periodic patterns in the data while maintaining simplicity.
+        
+        Args:
+            timestamps (pd.Series): A Pandas Series of timestamps.
+        
+        Returns:
+            pd.DataFrame: A DataFrame with sine-cosine encodings for daily and weekly periods.
+        """
+        if not isinstance(timestamp, pd.Series):
+            raise ValueError("Input must be a Pandas Series")
+        timestamp = pd.to_datetime(timestamp)
+        hour_of_day = timestamp.dt.hour + timestamp.dt.minute/60
+        day_of_week = timestamp.dt.dayofweek + hour_of_day/24
+        daily_sin = np.sin(2*np.pi*hour_of_day/24)
+        weekly_cos = np.cos(2*np.pi*day_of_week/7)
+        encoded = np.stack((daily_sin, weekly_cos), axis=1)
+        return encoded
+
     def compute_json(self, raw_json):
         """
         Main method used for anomaly detection.
@@ -111,7 +155,8 @@ def compute_json(self, raw_json):
         data = pd.json_normalize(raw_json)
         arr = data.iloc[:, 1].values
         smoothed_arr = self.predict(arr)
-        outliers = self.get_outliers(arr, smoothed_arr)
+        encoded_timestamp = self.encode_timestamp(data["timestamp"])
+        outliers = self.get_outliers(arr, smoothed_arr, other=encoded_timestamp)
         data["smooth"] = smoothed_arr
         predicted = data[["timestamp","smooth"]].rename(columns={"smooth":"forecast"})
         anomalies = data[["timestamp","smooth"]].rename(columns={"smooth":"expected"}).loc[outliers]
@@ -121,13 +166,12 @@ def compute_json(self, raw_json):
             "status": "success"
         }
 
-    @staticmethod
-    def execute_prediction_model(data):
+    def execute_prediction_model(self, data):
         try:
-            return ShallowOutliers().compute_json(data)
+            return self.compute_json(data)
         except Exception as e:
             logger.logger.error("Could not execute shallow model")
-            return ShallowOutliers.return_error(e)
+            return self.return_error(e)
 
     @staticmethod
     def return_error(error="error"):

resources/src/config.ini

@@ -17,6 +17,10 @@ backup_path=./backups/
 #target_sensors=FlowSensor
 model_names=traffic
 
+[ShallowOutliers]
+sensitivity=0.95
+contamination=0.01
+
 [Druid]
 druid_endpoint=http://x.x.x.x:8080/druid/v2/
 

resources/src/server/rest.py

@@ -64,6 +64,10 @@ def __init__(self):
         self.app = Flask(__name__)
         self.app.add_url_rule('/api/v1/outliers', view_func=self.calculate, methods=['POST'])
         self.exit_code = 0
+        self.shallow = shallow_outliers.ShallowOutliers(
+            sensitivity = config.get("ShallowOutliers", "sensitivity"),
+            contamination = config.get("ShallowOutliers", "contamination")
+        )
         self.ai_path = os.path.join(os.path.dirname(os.path.abspath(__file__)), "..", "ai")
         self.deep_models={}
 
@@ -200,7 +204,7 @@ def execute_model(self, data, metric, model='default'):
 
         try:
             if model == 'default':
-                return jsonify(shallow_outliers.ShallowOutliers.execute_prediction_model(data))
+                return jsonify(self.shallow.execute_prediction_model(data))
             if model not in self.deep_models:
                 logger.logger.info(f"Creating instance of model {model}")
                 self.deep_models[model]=outliers.Autoencoder(