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FEAT: online anomaly detection#546

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marcopeix merged 53 commits intomainNixtla/nixtla:mainfrom feature/anomaly_detection_v2Nixtla/nixtla:feature/anomaly_detection_v2Copy head branch name to clipboardJan 8, 2025

+2,694-610

Commits

Commits on Nov 19, 2024

• Handle new anomaly detection method

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Commits on Nov 21, 2024

• Merge branch 'main' into feature/anomaly_detection_v2

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Commits on Nov 25, 2024

• WIP - Add method for online anomaly detection

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• Merge branch 'main' into feature/anomaly_detection_v2

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• WIP - New method for new anomaly detection endpoint

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Commits on Nov 26, 2024

• WIP - Process output of anomaly v2 to account step size

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• WIP - Distributed real time anomaly detection

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• WIP - Write tests

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• Merge branch 'main' into feature/anomaly_detection_v2

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Commits on Nov 27, 2024

• change column names

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Commits on Nov 28, 2024

• include accumulated anomaly score column in output

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• WIP - Accumulated z-scores with num_partitions

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• raise error when num_partitions > 1 for multivariate detection

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  9b3c2ac

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• Fix capabilities nb as weight_x is not accessible for anomaly detection

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• Remove the use of weights_x for anomaly detection in capabilities

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• Remove weights_x for anomaly detection in tutorials

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Commits on Dec 3, 2024

• Fix conflicts

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• WIP - Support standard freq and add refit to anomaly detection

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Commits on Dec 5, 2024

• Merge branch 'main' into feature/anomaly_detection_v2

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• Use FreqType and tests

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• remove accumulated score from schema

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• Fix linting

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Commits on Dec 9, 2024

• remove unecessary groupby when assembling results

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• Merge branch 'main' into feature/anomaly_detection_v2

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Commits on Dec 10, 2024

• add tutorials for new endpoint

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• changes with Marco' comments

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• add sdk reference

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Commits on Dec 11, 2024

• change tutorials

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Commits on Dec 12, 2024

• minor changes in formatting

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Commits on Dec 13, 2024

• change dataset loadng path

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• Merge branch 'main' into feature/anomaly_detection_v2

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• Jose comments

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• Fix type hinting

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• Another type hinting fix

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• Adjust _process_exog_features function

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• change endpoint name

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Commits on Dec 16, 2024

• Remove validate_api_key and adjust tutorials

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• remove unnecessary import in SDk reference

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• Add weights_x back to historical anomaly detection capabilities

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• Merge branch 'main' into feature/anomaly_detection_v2

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• Enforce hierchicalforecast<1.0.0

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Commits on Dec 17, 2024

• Merge branch 'main' into feature/anomaly_detection_v2

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  37a3eee

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• remove version condition on hierarchicalforecast

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• remove datasets from assets

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Commits on Dec 18, 2024

• Fix conflicts

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  1f8c006

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• type hint functions

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• Merge branch 'main' into feature/anomaly_detection_v2

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• Merge branch 'main' into feature/anomaly_detection_v2

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Commits on Dec 20, 2024

• Merge branch 'main' into feature/anomaly_detection_v2

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• Change google colab url

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  0d78157

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• Adjust online anomaly detection tutorials

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Commits on Dec 23, 2024

• Merge branch 'main' into feature/anomaly_detection_v2

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Commits on Jan 6, 2025

• Merge branch 'main' into feature/anomaly_detection_v2

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