Microsoft.ML.Transforms.TimeSeries Namespace

Namespace containing time-series data transformation components.

Classes

IidAnomalyDetectionBaseWrapper	The is the wrapper to Microsoft.ML.Transforms.TimeSeries.IidAnomalyDetectionBaseWrapper.IidAnomalyDetectionBase that computes the p-values and martingale scores for a supposedly i.i.d input sequence of floats. In other words, it assumes the input sequence represents the raw anomaly score which might have been computed via another process.
IidChangePointDetector	ITransformer resulting from fitting a IidChangePointEstimator.
IidChangePointEstimator	Detect a signal change on an independent identically distributed (i.i.d.) time series based on adaptive kernel density estimation and martingales.
IidSpikeDetector	ITransformer resulting from fitting a IidSpikeEstimator.
IidSpikeEstimator	Detect a signal spike on an independent identically distributed (i.i.d.) time series based on adaptive kernel density estimation.
PredictionFunctionExtensions
SrCnnAnomalyDetectionBase
SrCnnAnomalyDetector	ITransformer resulting from fitting a SrCnnAnomalyEstimator.
SrCnnAnomalyEstimator	Detect anomalies in time series using Spectral Residual(SR) algorithm
SsaAnomalyDetectionBaseWrapper	The wrapper to Microsoft.ML.Transforms.TimeSeries.SsaAnomalyDetectionBaseWrapper.SsaAnomalyDetectionBase that implements the general anomaly detection transform based on Singular Spectrum modeling of the time-series. For the details of the Singular Spectrum Analysis (SSA), refer to http://arxiv.org/pdf/1206.6910.pdf.
SsaChangePointDetector	ITransformer resulting from fitting a SsaChangePointEstimator.
SsaChangePointEstimator	Detect change points in time series using Singular Spectrum Analysis.
SsaForecastingBaseWrapper	The wrapper to Microsoft.ML.Transforms.TimeSeries.SsaForecastingBaseWrapper.SsaForecastingBase that implements the general anomaly detection transform based on Singular Spectrum modeling of the time-series. For the details of the Singular Spectrum Analysis (SSA), refer to http://arxiv.org/pdf/1206.6910.pdf.
SsaForecastingEstimator	Forecasts using Singular Spectrum Analysis.
SsaForecastingTransformer	ITransformer resulting from fitting a SsaForecastingEstimator.
SsaSpikeDetector	ITransformer resulting from fitting a SsaSpikeEstimator.
SsaSpikeEstimator	Detect spikes in time series using Singular Spectrum Analysis.
TimeSeriesPredictionEngine<TSrc,TDst>	A class that runs the previously trained model (and the preceding transform pipeline) on the in-memory data, one example at a time. This can also be used with trained pipelines that do not end with a predictor: in this case, the 'prediction' will be just the outcome of all the transformations.

Structs

GrowthRatio

Growth ratio. Defined as Growth^(1/TimeSpan).

Enums

AnomalySide	The side of anomaly detection.
ErrorFunction
MartingaleType	The type of the martingale.
RankSelectionMethod	Ranking selection method for the signal.