from pyod.models.pca import PCA
from dtaianomaly.anomaly_detection.BaseDetector import Supervision
from dtaianomaly.anomaly_detection.PyODAnomalyDetector import PyODAnomalyDetector
[docs]
class PrincipalComponentAnalysis(PyODAnomalyDetector):
"""
Anomaly detector based on the Principal Component Analysis (PCA) :cite:`aggarwal2017linear`.
PCA maps the data to a lower dimensional space
through linear projections. The goal of these projections is to
capture the most important information of the samples. This important
information is related to the type of behaviors that occur frequently
in the data. Thus, anomalies are detected by measuring the deviation
of the samples in the lower dimensional space.
Parameters
----------
window_size: int or str
The window size to use for extracting sliding windows from the time series. This
value will be passed to :py:meth:`~dtaianomaly.anomaly_detection.compute_window_size`.
stride: int, default=1
The stride, i.e., the step size for extracting sliding windows from the time series.
**kwargs:
Arguments to be passed to the PyOD PCA.
Attributes
----------
window_size_: int
The effectively used window size for this anomaly detector
pyod_detector_ : PCA
A PCA-detector of PyOD
Examples
--------
>>> from dtaianomaly.anomaly_detection import PrincipalComponentAnalysis
>>> from dtaianomaly.data import demonstration_time_series
>>> x, y = demonstration_time_series()
>>> pca = PrincipalComponentAnalysis(10).fit(x)
>>> pca.decision_function(x) # doctest: +ELLIPSIS, +NORMALIZE_WHITESPACE
array([16286.63724327, 15951.05917741, 15613.5739773 , ..., 18596.5273311 , 18496.96613747, 18483.47985554]...)
Notes
-----
PCA inherets from :py:class:`~dtaianomaly.anomaly_detection.PyodAnomalyDetector`.
"""
def _initialize_detector(self, **kwargs) -> PCA:
return PCA(**kwargs)
def _supervision(self):
return Supervision.SEMI_SUPERVISED