Index

_

__call__() (merlion.models.ensemble.combine.CombinerBase method) __getitem__() (merlion.utils.time_series.TimeSeries method) (merlion.utils.time_series.UnivariateTimeSeries method)

__iter__() (merlion.utils.time_series.TimeSeries method) (merlion.utils.time_series.UnivariateTimeSeries method) _invert() (merlion.transform.base.InvertibleTransformBase method) (merlion.transform.base.TransformBase method)

A

abs_score (merlion.post_process.threshold.AggregateAlarms property) AbsVal (class in merlion.transform.normalize) acc_max_scale (merlion.models.forecast.smoother.DeltaEstimator property) acceleration() (merlion.models.forecast.smoother.DeltaEstimator method) accumulate_forecast_score() (in module merlion.evaluate.forecast) accumulate_tsad_score() (in module merlion.evaluate.anomaly) ACF (merlion.models.automl.seasonality.PeriodicityStrategy attribute) AdaptiveAggregateAlarms (class in merlion.post_process.threshold) AdaptiveThreshold (class in merlion.post_process.threshold) add() (merlion.models.anomaly.dbl.Segment method) (merlion.models.anomaly.dbl.Segmenter method) (merlion.utils.istat.IStat method) (merlion.utils.istat.Mean method) (merlion.utils.istat.Variance method) add_batch() (merlion.utils.istat.IStat method) add_seasonality (merlion.models.forecast.prophet.Prophet property) adjust_z_scores (merlion.models.anomaly.zms.ZMS property) AggregateAlarms (class in merlion.post_process.threshold) aggregation_policy (merlion.transform.resample.TemporalResample property) AggregationPolicy (class in merlion.utils.resample) align() (merlion.utils.time_series.TimeSeries method)

AlignPolicy (class in merlion.utils.resample) All (merlion.models.automl.seasonality.PeriodicityStrategy attribute) alm_threshold (merlion.post_process.threshold.AggregateAlarms property) anchors (merlion.post_process.calibrate.AnomScoreCalibrator property) anom_width_range (merlion.transform.anomalize.Shock property) Anomalize (class in merlion.transform.anomalize) anomaly_subsets (ts_datasets.anomaly.Synthetic attribute) AnomScoreCalibrator (class in merlion.post_process.calibrate) append() (merlion.transform.sequence.TransformSequence method) Arima (class in merlion.models.forecast.arima) ArimaConfig (class in merlion.models.forecast.arima) ArimaDetector (class in merlion.models.anomaly.forecast_based.arima) ArimaDetectorConfig (class in merlion.models.anomaly.forecast_based.arima) assert_equal_timedeltas() (in module merlion.utils.time_series) Auto (merlion.models.anomaly.change_point.bocpd.ChangeKind attribute) AutodocABCMeta (class in merlion.utils.misc) AutoEncoder (class in merlion.models.anomaly.autoencoder) AutoEncoderConfig (class in merlion.models.anomaly.autoencoder) AutoMLMixIn (class in merlion.models.automl.base) AutoSarima (class in merlion.models.automl.autosarima) AutoSarimaConfig (class in merlion.models.automl.autosarima)

B

backsteps (merlion.models.forecast.smoother.MSES property) (merlion.models.forecast.smoother.MSESConfig property) BaggingTreeForecaster (class in merlion.models.forecast.baggingtrees) BaggingTreeForecasterConfig (class in merlion.models.forecast.baggingtrees) base_model (merlion.models.base.Config property) (merlion.models.layers.LayeredModel property) (merlion.models.layers.LayeredModelConfig property) base_ts_subsets (ts_datasets.anomaly.Synthetic attribute) BaseDataset (class in ts_datasets.base) batch_forecast() (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble method) (merlion.models.forecast.base.ForecasterBase method)

batch_size (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble property) BayesianLinReg (class in merlion.utils.conj_priors) BayesianMVLinReg (class in merlion.utils.conj_priors) BetaBernoulli (class in merlion.utils.conj_priors) BFill (merlion.utils.resample.MissingValuePolicy attribute) bin_sz (merlion.post_process.threshold.AdaptiveAggregateAlarms property) bisect() (merlion.utils.time_series.TimeSeries method) (merlion.utils.time_series.UnivariateTimeSeries method) BOCPD (class in merlion.models.anomaly.change_point.bocpd) BOCPDConfig (class in merlion.models.anomaly.change_point.bocpd) BoostingTreeForecaster (class in merlion.models.forecast.boostingtrees) BoostingTreeForecasterConfig (class in merlion.models.forecast.boostingtrees)

C

cadence (merlion.evaluate.base.EvaluatorBase property) (merlion.evaluate.base.EvaluatorConfig property) (merlion.evaluate.forecast.ForecastEvaluator property) (merlion.evaluate.forecast.ForecastEvaluatorConfig property) calibrator (merlion.models.anomaly.base.DetectorBase property) (merlion.models.anomaly.base.DetectorConfig attribute) (merlion.models.anomaly.base.NoCalibrationDetectorConfig property) change_kind (merlion.models.anomaly.change_point.bocpd.BOCPD property) (merlion.models.anomaly.change_point.bocpd.BOCPDConfig property) ChangeKind (class in merlion.models.anomaly.change_point.bocpd) check_before_eval() (merlion.evaluate.forecast.ForecastScoreAccumulator method) check_dim() (merlion.models.anomaly.dbl.DynamicBaseline method) combine_signatures() (in module merlion.utils.misc) combiner (merlion.models.ensemble.base.EnsembleBase property) CombinerBase (class in merlion.models.ensemble.combine) CombinerFactory (class in merlion.models.ensemble.combine) compute_lag() (merlion.transform.moving_average.LagTransform method) concat() (merlion.utils.time_series.UnivariateTimeSeries method) Config (class in merlion.models.base) config_class (merlion.evaluate.anomaly.TSADEvaluator attribute) (merlion.evaluate.base.EvaluatorBase attribute) (merlion.evaluate.forecast.ForecastEvaluator attribute) (merlion.models.anomaly.autoencoder.AutoEncoder attribute) (merlion.models.anomaly.base.DetectorBase attribute) (merlion.models.anomaly.change_point.bocpd.BOCPD attribute) (merlion.models.anomaly.dagmm.DAGMM attribute) (merlion.models.anomaly.dbl.DynamicBaseline attribute) (merlion.models.anomaly.deep_point_anomaly_detector.DeepPointAnomalyDetector attribute) (merlion.models.anomaly.forecast_based.arima.ArimaDetector attribute) (merlion.models.anomaly.forecast_based.ets.ETSDetector attribute) (merlion.models.anomaly.forecast_based.lstm.LSTMDetector attribute) (merlion.models.anomaly.forecast_based.mses.MSESDetector attribute) (merlion.models.anomaly.forecast_based.prophet.ProphetDetector attribute) (merlion.models.anomaly.forecast_based.sarima.SarimaDetector attribute) (merlion.models.anomaly.isolation_forest.IsolationForest attribute) (merlion.models.anomaly.lstm_ed.LSTMED attribute) (merlion.models.anomaly.random_cut_forest.RandomCutForest attribute) (merlion.models.anomaly.spectral_residual.SpectralResidual attribute) (merlion.models.anomaly.stat_threshold.StatThreshold attribute) (merlion.models.anomaly.vae.VAE attribute) (merlion.models.anomaly.windstats.WindStats attribute) (merlion.models.anomaly.zms.ZMS attribute) (merlion.models.automl.autosarima.AutoSarima attribute) (merlion.models.automl.base.AutoMLMixIn attribute) (merlion.models.automl.seasonality.SeasonalityLayer attribute) (merlion.models.base.ModelBase attribute) (merlion.models.defaults.DefaultDetector attribute) (merlion.models.defaults.DefaultForecaster attribute) (merlion.models.ensemble.anomaly.DetectorEnsemble attribute) (merlion.models.ensemble.base.EnsembleBase attribute) (merlion.models.ensemble.forecast.ForecasterEnsemble attribute) (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble attribute) (merlion.models.forecast.arima.Arima attribute) (merlion.models.forecast.baggingtrees.BaggingTreeForecaster attribute) (merlion.models.forecast.baggingtrees.ExtraTreesForecaster attribute) (merlion.models.forecast.baggingtrees.RandomForestForecaster attribute) (merlion.models.forecast.base.ForecasterBase attribute) (merlion.models.forecast.boostingtrees.BoostingTreeForecaster attribute) (merlion.models.forecast.boostingtrees.LGBMForecaster attribute) (merlion.models.forecast.ets.ETS attribute) (merlion.models.forecast.lstm.LSTM attribute) (merlion.models.forecast.prophet.Prophet attribute) (merlion.models.forecast.sarima.Sarima attribute) (merlion.models.forecast.smoother.MSES attribute) (merlion.models.forecast.vector_ar.VectorAR attribute) (merlion.models.layers.LayeredModel attribute)

ConjPrior (class in merlion.utils.conj_priors) copy() (merlion.utils.time_series.UnivariateTimeSeries method) corrected_value (merlion.utils.istat.Variance property) cp_prior (merlion.models.anomaly.change_point.bocpd.BOCPD property) create() (merlion.models.ensemble.combine.CombinerFactory class method) (merlion.models.factory.ModelFactory class method) (merlion.post_process.factory.PostRuleFactory class method) (merlion.transform.factory.TransformFactory class method)

D

DAGMM (class in merlion.models.anomaly.dagmm) DAGMMConfig (class in merlion.models.anomaly.dagmm) daily (merlion.models.anomaly.dbl.Trend attribute) daily_seasonality (merlion.models.forecast.prophet.Prophet property) damped_trend (merlion.models.forecast.ets.ETS property) data (merlion.models.anomaly.dbl.DynamicBaseline property) (merlion.models.forecast.smoother.DeltaEstimator property) day_delta (merlion.models.anomaly.dbl.Segmenter attribute) day_key() (merlion.models.anomaly.dbl.Segmenter method) DeepPointAnomalyDetector (class in merlion.models.anomaly.deep_point_anomaly_detector) DeepPointAnomalyDetectorConfig (class in merlion.models.anomaly.deep_point_anomaly_detector) default_hist_gap_thres (merlion.post_process.threshold.AdaptiveAggregateAlarms property) default_retrain_kwargs() (merlion.evaluate.anomaly.TSADEvaluator method) (merlion.evaluate.base.EvaluatorBase method) default_train_kwargs() (merlion.evaluate.base.EvaluatorBase method) DefaultDetector (class in merlion.models.defaults) DefaultDetectorConfig (class in merlion.models.defaults) DefaultForecaster (class in merlion.models.defaults) DefaultForecasterConfig (class in merlion.models.defaults) delta_hat() (merlion.models.forecast.smoother.DeltaEstimator method) DeltaEstimator (class in merlion.models.forecast.smoother) DeltaStats (class in merlion.models.forecast.smoother) describe() (ts_datasets.anomaly.TSADBaseDataset method) (ts_datasets.base.BaseDataset method)

DetectorBase (class in merlion.models.anomaly.base) DetectorConfig (class in merlion.models.anomaly.base) DetectorEnsemble (class in merlion.models.ensemble.anomaly) DetectorEnsembleConfig (class in merlion.models.ensemble.anomaly) determine_train_window() (merlion.models.anomaly.dbl.DynamicBaselineConfig method) DifferenceTransform (class in merlion.transform.moving_average) dim (merlion.models.base.Config attribute) (merlion.models.base.ModelBase property) (merlion.utils.time_series.TimeSeries property) download() (ts_datasets.anomaly.NAB method) (ts_datasets.anomaly.UCR method) drop() (merlion.models.anomaly.dbl.Segment method) (merlion.models.anomaly.dbl.Segmenter method) (merlion.utils.istat.ExponentialMovingAverage method) (merlion.utils.istat.IStat method) (merlion.utils.istat.Mean method) (merlion.utils.istat.RecencyWeightedVariance method) (merlion.utils.istat.Variance method) drop_batch() (merlion.utils.istat.IStat method) dynamic_import() (in module merlion.utils.misc) DynamicBaseline (class in merlion.models.anomaly.dbl) DynamicBaselineConfig (class in merlion.models.anomaly.dbl)

E

empty() (merlion.utils.time_series.UnivariateTimeSeries class method) enable_calibrator (merlion.models.anomaly.base.NoCalibrationDetectorConfig property) EnergyPower (class in ts_datasets.forecast) EnsembleBase (class in merlion.models.ensemble.base) EnsembleConfig (class in merlion.models.ensemble.base) EnsembleTrainConfig (class in merlion.models.ensemble.base) epoch_max (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble property) error (merlion.models.forecast.ets.ETS property) ETS (class in merlion.models.forecast.ets) ETSConfig (class in merlion.models.forecast.ets) ETSDetector (class in merlion.models.anomaly.forecast_based.ets) ETSDetectorConfig (class in merlion.models.anomaly.forecast_based.ets) evaluate() (merlion.evaluate.anomaly.TSADEvaluator method) (merlion.evaluate.base.EvaluatorBase method) (merlion.evaluate.forecast.ForecastEvaluator method) (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble method)

evaluate_theta() (merlion.models.automl.autosarima.AutoSarima method) (merlion.models.automl.base.AutoMLMixIn method) (merlion.models.automl.seasonality.SeasonalityLayer method) EvaluatorBase (class in merlion.evaluate.base) EvaluatorConfig (class in merlion.evaluate.base) expert_prediction() (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble method) ExponentialMovingAverage (class in merlion.transform.moving_average) (class in merlion.utils.istat) ExtraTreesForecaster (class in merlion.models.forecast.baggingtrees) ExtraTreesForecasterConfig (class in merlion.models.forecast.baggingtrees)

F

F1 (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) f1() (merlion.evaluate.anomaly.TSADScoreAccumulator method) F2 (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) F5 (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) f_beta() (merlion.evaluate.anomaly.TSADScoreAccumulator method) FFill (merlion.utils.resample.MissingValuePolicy attribute) Figure (class in merlion.plot) filename (merlion.models.base.Config attribute) (merlion.models.base.ModelBase attribute) (ts_datasets.anomaly.SMD attribute) filter() (merlion.post_process.threshold.AggregateAlarms method) finetune() (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble method) First (merlion.utils.resample.AggregationPolicy attribute) fixed_period (merlion.models.anomaly.dbl.DynamicBaseline property) (merlion.models.anomaly.dbl.DynamicBaselineConfig property) FixedGranularity (merlion.utils.resample.AlignPolicy attribute) FixedReference (merlion.utils.resample.AlignPolicy attribute) forecast() (merlion.models.anomaly.change_point.bocpd.BOCPD method) (merlion.models.ensemble.forecast.ForecasterEnsemble method) (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble method) (merlion.models.forecast.baggingtrees.BaggingTreeForecaster method) (merlion.models.forecast.base.ForecasterBase method) (merlion.models.forecast.boostingtrees.BoostingTreeForecaster method) (merlion.models.forecast.ets.ETS method) (merlion.models.forecast.lstm.LSTM method) (merlion.models.forecast.prophet.Prophet method) (merlion.models.forecast.sarima.Sarima method) (merlion.models.forecast.smoother.MSES method) (merlion.models.forecast.vector_ar.VectorAR method) (merlion.models.layers.LayeredForecaster method) (merlion.utils.conj_priors.BayesianLinReg method) (merlion.utils.conj_priors.BayesianMVLinReg method) (merlion.utils.conj_priors.BetaBernoulli method) (merlion.utils.conj_priors.ConjPrior method) (merlion.utils.conj_priors.MVNormInvWishart method) (merlion.utils.conj_priors.NormInvGamma method)

forecast_to_anom_score() (merlion.models.anomaly.forecast_based.base.ForecastingDetectorBase method) ForecasterBase (class in merlion.models.forecast.base) ForecasterConfig (class in merlion.models.forecast.base) ForecasterEnsemble (class in merlion.models.ensemble.forecast) ForecasterEnsembleConfig (class in merlion.models.ensemble.forecast) ForecastEvaluator (class in merlion.evaluate.forecast) ForecastEvaluatorConfig (class in merlion.evaluate.forecast) ForecastingDetectorBase (class in merlion.models.anomaly.forecast_based.base) ForecastMetric (class in merlion.evaluate.forecast) ForecastScoreAccumulator (class in merlion.evaluate.forecast) from_bytes() (merlion.models.base.ModelBase class method) from_dict() (merlion.models.anomaly.base.DetectorConfig class method) (merlion.models.base.Config class method) (merlion.models.ensemble.combine.CombinerBase class method) (merlion.models.ensemble.combine.ModelSelector class method) (merlion.post_process.base.PostRuleBase class method) (merlion.post_process.sequence.PostRuleSequence class method) (merlion.transform.base.TransformBase class method) (merlion.transform.sequence.TransformSequence class method) (merlion.utils.conj_priors.ConjPrior class method) (merlion.utils.time_series.UnivariateTimeSeries class method) from_pd() (merlion.utils.time_series.TimeSeries class method) (merlion.utils.time_series.UnivariateTimeSeries class method) from_ts_list() (merlion.utils.time_series.TimeSeries class method) full_transform (merlion.models.anomaly.zms.ZMSConfig property) (merlion.models.base.NormalizingConfig property)

G

generate_theta() (merlion.models.automl.autosarima.AutoSarima method) (merlion.models.automl.base.AutoMLMixIn method) (merlion.models.automl.seasonality.SeasonalityLayer method) get_adaptive_thres() (in module merlion.post_process.threshold) get_anomaly_label() (merlion.models.anomaly.base.DetectorBase method) get_anomaly_score() (merlion.models.anomaly.autoencoder.AutoEncoder method) (merlion.models.anomaly.base.DetectorBase method) (merlion.models.anomaly.change_point.bocpd.BOCPD method) (merlion.models.anomaly.dagmm.DAGMM method) (merlion.models.anomaly.dbl.DynamicBaseline method) (merlion.models.anomaly.deep_point_anomaly_detector.DeepPointAnomalyDetector method) (merlion.models.anomaly.forecast_based.base.ForecastingDetectorBase method) (merlion.models.anomaly.forecast_based.mses.MSESDetector method) (merlion.models.anomaly.isolation_forest.IsolationForest method) (merlion.models.anomaly.lstm_ed.LSTMED method) (merlion.models.anomaly.random_cut_forest.RandomCutForest method) (merlion.models.anomaly.spectral_residual.SpectralResidual method) (merlion.models.anomaly.stat_threshold.StatThreshold method) (merlion.models.anomaly.vae.VAE method) (merlion.models.anomaly.windstats.WindStats method) (merlion.models.anomaly.zms.ZMS method) (merlion.models.ensemble.anomaly.DetectorEnsemble method) (merlion.models.layers.LayeredDetector method) get_baseline() (merlion.models.anomaly.dbl.DynamicBaseline method) (merlion.models.anomaly.dbl.Segmenter method) get_baseline_figure() (merlion.models.anomaly.dbl.DynamicBaseline method) get_dataset() (in module ts_datasets.anomaly) (in module ts_datasets.forecast)

get_figure() (merlion.models.anomaly.base.DetectorBase method) (merlion.models.anomaly.change_point.bocpd.BOCPD method) (merlion.models.anomaly.forecast_based.base.ForecastingDetectorBase method) (merlion.models.forecast.base.ForecasterBase method) get_gcd_timedelta() (in module merlion.utils.resample) get_max_common_horizon() (merlion.models.ensemble.base.EnsembleBase method) get_model_class() (merlion.models.factory.ModelFactory class method) get_post_rule_class() (merlion.post_process.factory.PostRuleFactory class method) get_predict() (merlion.evaluate.anomaly.TSADEvaluator method) (merlion.evaluate.base.EvaluatorBase method) get_relevant() (merlion.models.anomaly.dbl.DynamicBaseline method) get_time_series_values() (merlion.utils.conj_priors.ConjPrior static method) (merlion.utils.conj_priors.ScalarConjPrior static method) get_transform_class() (merlion.transform.factory.TransformFactory class method) get_unused_kwargs() (merlion.models.base.Config method) (merlion.models.layers.LayeredModelConfig method) get_y() (merlion.plot.Figure method) (merlion.plot.MTSFigure method) get_yhat() (merlion.plot.Figure method) (merlion.plot.MTSFigure method) get_yhat_iqr() (merlion.plot.Figure method) (merlion.plot.MTSFigure method) granularity (merlion.models.defaults.DefaultDetector property) (merlion.models.defaults.DefaultForecaster property) (merlion.transform.resample.TemporalResample property) granularity_str_to_seconds() (in module merlion.utils.resample)

H

has_fixed_period (merlion.models.anomaly.dbl.DynamicBaseline property) holidays (merlion.models.forecast.prophet.Prophet property) horizon (merlion.evaluate.base.EvaluatorBase property) (merlion.evaluate.base.EvaluatorConfig property) (merlion.evaluate.forecast.ForecastEvaluator property) (merlion.evaluate.forecast.ForecastEvaluatorConfig property)

hour_delta (merlion.models.anomaly.dbl.Segmenter attribute)

I

Identity (class in merlion.transform.base) infer_granularity() (in module merlion.utils.resample) initializer() (in module merlion.utils.misc) InnerJoin (merlion.utils.resample.AlignPolicy attribute) Interpolate (merlion.utils.resample.MissingValuePolicy attribute) invert (merlion.models.ensemble.combine.ModelSelector property) invert() (merlion.transform.base.TransformBase method) (merlion.transform.sequence.TransformSequence method) (merlion.transform.sequence.TransformStack method) invert_transform() (merlion.models.forecast.base.ForecasterBase method)

InvertibleTransformBase (class in merlion.transform.base) IOpsCompetition (class in ts_datasets.anomaly) is_aligned (merlion.utils.time_series.TimeSeries property) is_empty() (merlion.utils.time_series.TimeSeries method) (merlion.utils.time_series.UnivariateTimeSeries method) is_trained (merlion.transform.anomalize.Anomalize property) (merlion.transform.normalize.Rescale property) IsolationForest (class in merlion.models.anomaly.isolation_forest) IsolationForestConfig (class in merlion.models.anomaly.isolation_forest) IStat (class in merlion.utils.istat) items() (merlion.utils.time_series.TimeSeries method)

J

java_params (merlion.models.anomaly.random_cut_forest.RandomCutForestConfig property)

JVMSingleton (class in merlion.models.anomaly.random_cut_forest)

L

lag (merlion.models.anomaly.change_point.bocpd.BOCPD property) (merlion.models.forecast.smoother.DeltaStats property) lag_inflation (merlion.models.anomaly.zms.ZMS property) lag_scales (merlion.models.anomaly.zms.ZMS property) LagTransform (class in merlion.transform.moving_average) Last (merlion.utils.resample.AggregationPolicy attribute) last_train_time (merlion.models.anomaly.change_point.bocpd.BOCPD property) (merlion.models.base.ModelBase property) LayeredDetector (class in merlion.models.layers) LayeredForecaster (class in merlion.models.layers) LayeredForecastingDetector (class in merlion.models.layers) LayeredModel (class in merlion.models.layers) LayeredModelConfig (class in merlion.models.layers) LevelShift (class in merlion.transform.anomalize) (merlion.models.anomaly.change_point.bocpd.ChangeKind attribute) LGBMForecaster (class in merlion.models.forecast.boostingtrees)

LGBMForecasterConfig (class in merlion.models.forecast.boostingtrees) load() (merlion.models.base.ModelBase class method) (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble class method) (merlion.models.factory.ModelFactory class method) load_bytes() (merlion.models.factory.ModelFactory class method) load_labels() (ts_datasets.anomaly.NAB static method) lookback_len (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble property) loss_err() (merlion.models.forecast.smoother.DeltaEstimator method) LowerUpperClip (class in merlion.transform.bound) lr (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble property) LSTM (class in merlion.models.forecast.lstm) LSTMConfig (class in merlion.models.forecast.lstm) LSTMDetector (class in merlion.models.anomaly.forecast_based.lstm) LSTMDetectorConfig (class in merlion.models.anomaly.forecast_based.lstm) LSTMED (class in merlion.models.anomaly.lstm_ed) LSTMEDConfig (class in merlion.models.anomaly.lstm_ed) LSTMTrainConfig (class in merlion.models.forecast.lstm)

M

M4 (class in ts_datasets.forecast) MAE (merlion.evaluate.forecast.ForecastMetric attribute) mae() (merlion.evaluate.forecast.ForecastScoreAccumulator method) marginalize_xhat_h() (merlion.models.forecast.smoother.MSES method) MARRE (merlion.evaluate.forecast.ForecastMetric attribute) marre() (merlion.evaluate.forecast.ForecastScoreAccumulator method) MASE (merlion.evaluate.forecast.ForecastMetric attribute) mase() (merlion.evaluate.forecast.ForecastScoreAccumulator method) Max (class in merlion.models.ensemble.combine) (merlion.models.automl.seasonality.PeriodicityStrategy attribute) (merlion.utils.resample.AggregationPolicy attribute) max_delay_sec (merlion.evaluate.anomaly.TSADEvaluator property) max_early_sec (merlion.evaluate.anomaly.TSADEvaluator property) max_forecast_steps (merlion.models.forecast.base.ForecasterBase property) (merlion.models.forecast.base.ForecasterConfig attribute) max_horizon (merlion.models.forecast.smoother.MSES property) max_lag_sec (ts_datasets.anomaly.IOpsCompetition property) (ts_datasets.anomaly.TSADBaseDataset property) max_lead_sec (ts_datasets.anomaly.NAB property) (ts_datasets.anomaly.TSADBaseDataset property) max_scale (merlion.models.forecast.smoother.DeltaEstimator property) (merlion.models.forecast.smoother.MSESConfig property) maxlags (merlion.models.forecast.baggingtrees.BaggingTreeForecaster property) (merlion.models.forecast.boostingtrees.BoostingTreeForecaster property) (merlion.models.forecast.vector_ar.VectorAR property) Mean (class in merlion.models.ensemble.combine) (class in merlion.utils.istat) (merlion.utils.resample.AggregationPolicy attribute) mean_anomaly_duration() (merlion.evaluate.anomaly.TSADScoreAccumulator method) mean_class (merlion.utils.istat.RecencyWeightedVariance attribute) (merlion.utils.istat.Variance attribute) mean_detected_anomaly_duration() (merlion.evaluate.anomaly.TSADScoreAccumulator method) mean_time_to_detect() (merlion.evaluate.anomaly.TSADScoreAccumulator method) MeanTimeToDetect (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) MeanVarNormalize (class in merlion.transform.normalize) Median (class in merlion.models.ensemble.combine) (merlion.utils.resample.AggregationPolicy attribute) merlion module merlion.evaluate module merlion.evaluate.anomaly module merlion.evaluate.base module merlion.evaluate.forecast module merlion.models module merlion.models.anomaly module merlion.models.anomaly.autoencoder module merlion.models.anomaly.base module merlion.models.anomaly.change_point module merlion.models.anomaly.change_point.bocpd module merlion.models.anomaly.dagmm module merlion.models.anomaly.dbl module merlion.models.anomaly.deep_point_anomaly_detector module merlion.models.anomaly.forecast_based module merlion.models.anomaly.forecast_based.arima module merlion.models.anomaly.forecast_based.base module merlion.models.anomaly.forecast_based.ets module merlion.models.anomaly.forecast_based.lstm module merlion.models.anomaly.forecast_based.mses module merlion.models.anomaly.forecast_based.prophet module merlion.models.anomaly.forecast_based.sarima module merlion.models.anomaly.isolation_forest module merlion.models.anomaly.lstm_ed module merlion.models.anomaly.random_cut_forest module merlion.models.anomaly.spectral_residual module merlion.models.anomaly.stat_threshold module merlion.models.anomaly.vae module merlion.models.anomaly.windstats module merlion.models.anomaly.zms module merlion.models.automl module merlion.models.automl.autosarima module merlion.models.automl.base module merlion.models.automl.seasonality module merlion.models.base module merlion.models.defaults module merlion.models.ensemble module merlion.models.ensemble.anomaly module merlion.models.ensemble.base module merlion.models.ensemble.combine module merlion.models.ensemble.forecast module merlion.models.ensemble.MoE_forecast module merlion.models.factory module merlion.models.forecast module merlion.models.forecast.arima module merlion.models.forecast.baggingtrees module merlion.models.forecast.base module merlion.models.forecast.boostingtrees module merlion.models.forecast.ets module merlion.models.forecast.lstm module merlion.models.forecast.prophet module merlion.models.forecast.sarima module merlion.models.forecast.smoother module merlion.models.forecast.vector_ar module merlion.models.layers module merlion.plot module merlion.post_process module merlion.post_process.base module merlion.post_process.calibrate module merlion.post_process.factory module merlion.post_process.sequence module merlion.post_process.threshold module merlion.transform module merlion.transform.anomalize module

merlion.transform.base module merlion.transform.bound module merlion.transform.factory module merlion.transform.moving_average module merlion.transform.normalize module merlion.transform.resample module merlion.transform.sequence module merlion.utils module merlion.utils.conj_priors module merlion.utils.istat module merlion.utils.misc module merlion.utils.resample module merlion.utils.time_series module metadata (ts_datasets.anomaly.IOpsCompetition attribute) (ts_datasets.anomaly.MSL attribute) (ts_datasets.anomaly.NAB attribute) (ts_datasets.anomaly.SMAP attribute) (ts_datasets.anomaly.SMD attribute) (ts_datasets.anomaly.Synthetic attribute) (ts_datasets.anomaly.TSADBaseDataset attribute) (ts_datasets.anomaly.UCR attribute) (ts_datasets.base.BaseDataset attribute) (ts_datasets.forecast.EnergyPower attribute) (ts_datasets.forecast.M4 attribute) (ts_datasets.forecast.SeattleTrail attribute) (ts_datasets.forecast.SolarPlant attribute) MetricWeightedMean (class in merlion.models.ensemble.combine) Min (merlion.models.automl.seasonality.PeriodicityStrategy attribute) (merlion.utils.resample.AggregationPolicy attribute) min_delta (merlion.models.anomaly.dbl.Segmenter attribute) min_likelihood (merlion.models.anomaly.change_point.bocpd.BOCPD property) MinMaxNormalize (class in merlion.transform.normalize) missing_value_policy (merlion.transform.resample.TemporalResample property) MissingValuePolicy (class in merlion.utils.resample) model (merlion.models.forecast.baggingtrees.BaggingTreeForecaster attribute) (merlion.models.forecast.boostingtrees.BoostingTreeForecaster attribute) (merlion.models.layers.LayeredModel property) (merlion.models.layers.LayeredModelConfig property) ModelBase (class in merlion.models.base) ModelConfigMeta (class in merlion.utils.misc) ModelFactory (class in merlion.models.factory) models (merlion.models.ensemble.base.EnsembleBase property) (merlion.models.ensemble.base.EnsembleConfig attribute) (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsembleConfig attribute) models_used (merlion.models.ensemble.base.EnsembleBase property) (merlion.models.ensemble.combine.CombinerBase property) (merlion.models.ensemble.combine.MetricWeightedMean property) (merlion.models.ensemble.combine.ModelSelector property) ModelSelector (class in merlion.models.ensemble.combine) module merlion merlion.evaluate merlion.evaluate.anomaly merlion.evaluate.base merlion.evaluate.forecast merlion.models merlion.models.anomaly merlion.models.anomaly.autoencoder merlion.models.anomaly.base merlion.models.anomaly.change_point merlion.models.anomaly.change_point.bocpd merlion.models.anomaly.dagmm merlion.models.anomaly.dbl merlion.models.anomaly.deep_point_anomaly_detector merlion.models.anomaly.forecast_based merlion.models.anomaly.forecast_based.arima merlion.models.anomaly.forecast_based.base merlion.models.anomaly.forecast_based.ets merlion.models.anomaly.forecast_based.lstm merlion.models.anomaly.forecast_based.mses merlion.models.anomaly.forecast_based.prophet merlion.models.anomaly.forecast_based.sarima merlion.models.anomaly.isolation_forest merlion.models.anomaly.lstm_ed merlion.models.anomaly.random_cut_forest merlion.models.anomaly.spectral_residual merlion.models.anomaly.stat_threshold merlion.models.anomaly.vae merlion.models.anomaly.windstats merlion.models.anomaly.zms merlion.models.automl merlion.models.automl.autosarima merlion.models.automl.base merlion.models.automl.seasonality merlion.models.base merlion.models.defaults merlion.models.ensemble merlion.models.ensemble.anomaly merlion.models.ensemble.base merlion.models.ensemble.combine merlion.models.ensemble.forecast merlion.models.ensemble.MoE_forecast merlion.models.factory merlion.models.forecast merlion.models.forecast.arima merlion.models.forecast.baggingtrees merlion.models.forecast.base merlion.models.forecast.boostingtrees merlion.models.forecast.ets merlion.models.forecast.lstm merlion.models.forecast.prophet merlion.models.forecast.sarima merlion.models.forecast.smoother merlion.models.forecast.vector_ar merlion.models.layers merlion.plot merlion.post_process merlion.post_process.base merlion.post_process.calibrate merlion.post_process.factory merlion.post_process.sequence merlion.post_process.threshold merlion.transform merlion.transform.anomalize merlion.transform.base merlion.transform.bound merlion.transform.factory merlion.transform.moving_average merlion.transform.normalize merlion.transform.resample merlion.transform.sequence merlion.utils merlion.utils.conj_priors merlion.utils.istat merlion.utils.misc merlion.utils.resample merlion.utils.time_series ts_datasets ts_datasets.anomaly ts_datasets.base ts_datasets.forecast MoE_ForecasterEnsemble (class in merlion.models.ensemble.MoE_forecast) MoE_ForecasterEnsembleConfig (class in merlion.models.ensemble.MoE_forecast) moe_model (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble property) monthly (merlion.models.anomaly.dbl.Trend attribute) MovingAverage (class in merlion.transform.moving_average) MovingPercentile (class in merlion.transform.moving_average) MSES (class in merlion.models.forecast.smoother) MSESConfig (class in merlion.models.forecast.smoother) MSESDetector (class in merlion.models.anomaly.forecast_based.mses) MSESDetectorConfig (class in merlion.models.anomaly.forecast_based.mses) MSESTrainConfig (class in merlion.models.forecast.smoother) MSIS (merlion.evaluate.forecast.ForecastMetric attribute) msis() (merlion.evaluate.forecast.ForecastScoreAccumulator method) MSL (class in ts_datasets.anomaly) MTSFigure (class in merlion.plot) mu_posterior() (merlion.utils.conj_priors.MVNormInvWishart method) (merlion.utils.conj_priors.NormInvGamma method) multi_seasonality (merlion.models.automl.seasonality.SeasonalityConfig property) (merlion.models.automl.seasonality.SeasonalityLayer property) MVNormInvWishart (class in merlion.utils.conj_priors) myDataset (class in merlion.models.ensemble.MoE_forecast)

N

n (merlion.utils.istat.IStat property) n_lags (merlion.models.anomaly.zms.ZMS property) (merlion.models.anomaly.zms.ZMSConfig property) n_seen (merlion.models.anomaly.change_point.bocpd.BOCPD property) NAB (class in ts_datasets.anomaly) nab_score() (merlion.evaluate.anomaly.TSADScoreAccumulator method) NABScore (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) NABScoreLowFN (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) NABScoreLowFP (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute)

names (merlion.utils.time_series.TimeSeries property) natural_bounds (merlion.transform.anomalize.Anomalize property) Nearest (merlion.utils.resample.MissingValuePolicy attribute) neg_err() (merlion.models.forecast.smoother.DeltaEstimator method) nexperts (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble property) nfree_experts (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble property) NoCalibrationDetectorConfig (class in merlion.models.anomaly.base) NormalizingConfig (class in merlion.models.base) NormInvGamma (class in merlion.utils.conj_priors) np_time_stamps (merlion.utils.time_series.TimeSeries property) (merlion.utils.time_series.UnivariateTimeSeries property) np_values (merlion.utils.time_series.UnivariateTimeSeries property)

O

online_updates (merlion.models.anomaly.forecast_based.mses.MSESDetector property) (merlion.models.anomaly.random_cut_forest.RandomCutForest property)

order (merlion.models.automl.autosarima.AutoSarimaConfig property) (merlion.models.forecast.sarima.Sarima property) OuterJoin (merlion.utils.resample.AlignPolicy attribute)

P

parse_init_docstring() (in module merlion.utils.misc) per_model_threshold (merlion.models.ensemble.anomaly.DetectorEnsemble property) (merlion.models.ensemble.anomaly.DetectorEnsembleConfig property) periodicity_strategy (merlion.models.automl.seasonality.SeasonalityConfig property) (merlion.models.automl.seasonality.SeasonalityLayer property) PeriodicityStrategy (class in merlion.models.automl.seasonality) plot() (merlion.plot.Figure method) plot_anomaly() (merlion.models.anomaly.base.DetectorBase method) (merlion.models.anomaly.forecast_based.base.ForecastingDetectorBase method) plot_anomaly_plotly() (merlion.models.anomaly.base.DetectorBase method) (merlion.models.anomaly.forecast_based.base.ForecastingDetectorBase method) plot_anoms() (in module merlion.plot) plot_anoms_plotly() (in module merlion.plot) plot_forecast() (merlion.models.anomaly.forecast_based.base.ForecastingDetectorBase method) (merlion.models.forecast.base.ForecasterBase method) plot_forecast_plotly() (merlion.models.anomaly.forecast_based.base.ForecastingDetectorBase method) (merlion.models.forecast.base.ForecasterBase method) plot_plotly() (merlion.plot.Figure method) (merlion.plot.MTSFigure method) PointAdjusted (merlion.evaluate.anomaly.ScoreType attribute) PointAdjustedF1 (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) PointAdjustedPrecision (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) PointAdjustedRecall (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) Pointwise (merlion.evaluate.anomaly.ScoreType attribute) PointwiseF1 (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) PointwisePrecision (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) PointwiseRecall (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) pos_err() (merlion.models.forecast.smoother.DeltaEstimator method)

post_rule (merlion.models.anomaly.base.DetectorBase property) (merlion.models.anomaly.base.DetectorConfig property) posterior() (merlion.utils.conj_priors.BayesianLinReg method) (merlion.utils.conj_priors.BayesianMVLinReg method) (merlion.utils.conj_priors.BetaBernoulli method) (merlion.utils.conj_priors.ConjPrior method) (merlion.utils.conj_priors.MVNormInvWishart method) (merlion.utils.conj_priors.NormInvGamma method) posterior_explicit() (merlion.utils.conj_priors.BayesianLinReg method) (merlion.utils.conj_priors.BayesianMVLinReg method) PostRuleBase (class in merlion.post_process.base) PostRuleFactory (class in merlion.post_process.factory) PostRuleSequence (class in merlion.post_process.sequence) PowerTransform (class in merlion.transform.normalize) Precision (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) precision() (merlion.evaluate.anomaly.TSADScoreAccumulator method) prediction_stride (merlion.models.forecast.baggingtrees.BaggingTreeForecaster property) (merlion.models.forecast.boostingtrees.BoostingTreeForecaster property) print() (merlion.utils.misc.ProgressBar method) process_losses() (merlion.models.forecast.smoother.DeltaEstimator method) process_time_series() (merlion.utils.conj_priors.BayesianMVLinReg method) (merlion.utils.conj_priors.ConjPrior method) (merlion.utils.conj_priors.MVNormInvWishart method) (merlion.utils.conj_priors.ScalarConjPrior method) ProgressBar (class in merlion.utils.misc) proper_inversion (merlion.transform.base.InvertibleTransformBase property) (merlion.transform.base.TransformBase property) (merlion.transform.sequence.TransformSequence property) (merlion.transform.sequence.TransformStack property) Prophet (class in merlion.models.forecast.prophet) ProphetConfig (class in merlion.models.forecast.prophet) ProphetDetector (class in merlion.models.anomaly.forecast_based.prophet) ProphetDetectorConfig (class in merlion.models.anomaly.forecast_based.prophet) pval (merlion.models.automl.seasonality.SeasonalityLayer property)

R

random_anom_width() (merlion.transform.anomalize.Shock method) random_is_anom() (merlion.transform.anomalize.Anomalize method) (merlion.transform.anomalize.Shock method) random_scale() (merlion.transform.anomalize.TrendChange method) random_sd_units() (merlion.transform.anomalize.Shock method) RandomCutForest (class in merlion.models.anomaly.random_cut_forest) RandomCutForestConfig (class in merlion.models.anomaly.random_cut_forest) RandomForestForecaster (class in merlion.models.forecast.baggingtrees) RandomForestForecasterConfig (class in merlion.models.forecast.baggingtrees) Recall (merlion.evaluate.anomaly.TSADMetric attribute) (merlion.post_process.threshold.Threshold.TSADMetric attribute) recall() (merlion.evaluate.anomaly.TSADScoreAccumulator method) recency_weight (merlion.utils.istat.ExponentialMovingAverage property) (merlion.utils.istat.RecencyWeightedVariance property) RecencyWeightedVariance (class in merlion.utils.istat) reindex_df() (in module merlion.utils.resample) require_even_sampling (merlion.models.automl.autosarima.AutoSarima attribute) (merlion.models.automl.seasonality.SeasonalityLayer attribute) (merlion.models.layers.LayeredModel attribute) require_univariate (merlion.models.automl.autosarima.AutoSarima attribute) (merlion.models.automl.seasonality.SeasonalityLayer property) (merlion.models.layers.LayeredModel attribute) requires_inversion_state (merlion.transform.base.Identity property) (merlion.transform.base.TransformBase property) (merlion.transform.bound.LowerUpperClip property) (merlion.transform.moving_average.ExponentialMovingAverage property) (merlion.transform.normalize.AbsVal property) (merlion.transform.normalize.PowerTransform property) (merlion.transform.normalize.Rescale property) (merlion.transform.resample.TemporalResample property) (merlion.transform.sequence.TransformSequence property) (merlion.transform.sequence.TransformStack property)

requires_training (merlion.models.ensemble.combine.CombinerBase property) (merlion.models.ensemble.combine.ModelSelector property) resample_time_stamps() (merlion.models.forecast.base.ForecasterBase method) Rescale (class in merlion.transform.normalize) reset() (merlion.models.anomaly.dbl.Segmenter method) (merlion.models.base.ModelBase method) (merlion.models.ensemble.base.EnsembleBase method) (merlion.models.layers.LayeredModel method) reset_data_already_transformed() (merlion.models.forecast.baggingtrees.BaggingTreeForecaster method) (merlion.models.forecast.boostingtrees.BoostingTreeForecaster method) (merlion.models.forecast.vector_ar.VectorAR method) retrain_freq (merlion.evaluate.base.EvaluatorBase property) RevisedPointAdjusted (merlion.evaluate.anomaly.ScoreType attribute) rho (merlion.models.forecast.smoother.MSES property) RMSE (merlion.evaluate.forecast.ForecastMetric attribute) rmse() (merlion.evaluate.forecast.ForecastScoreAccumulator method)

S

sampling_mode (merlion.models.forecast.baggingtrees.BaggingTreeForecaster property) (merlion.models.forecast.boostingtrees.BoostingTreeForecaster property) Sarima (class in merlion.models.forecast.sarima) SarimaConfig (class in merlion.models.forecast.sarima) SarimaDetector (class in merlion.models.anomaly.forecast_based.sarima) SarimaDetectorConfig (class in merlion.models.anomaly.forecast_based.sarima) save() (merlion.models.base.ModelBase method) (merlion.models.ensemble.base.EnsembleBase method) (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble method) ScalarConjPrior (class in merlion.utils.conj_priors) scale_range (merlion.transform.anomalize.TrendChange property) score() (merlion.models.anomaly.dbl.Segment method) (merlion.models.anomaly.dbl.Segmenter method) ScoreType (class in merlion.evaluate.anomaly) sd (merlion.utils.istat.Variance property) sd_range (merlion.transform.anomalize.Shock property) se (merlion.utils.istat.Variance property) seasonal (merlion.models.forecast.ets.ETS property) seasonal_order (merlion.models.automl.autosarima.AutoSarimaConfig property) (merlion.models.forecast.arima.ArimaConfig property) (merlion.models.forecast.sarima.Sarima property) seasonal_periods (merlion.models.forecast.ets.ETS property) seasonality_mode (merlion.models.forecast.prophet.Prophet property) SeasonalityConfig (class in merlion.models.automl.seasonality) SeasonalityLayer (class in merlion.models.automl.seasonality) SeasonalityModel (class in merlion.models.automl.seasonality) SeattleTrail (class in ts_datasets.forecast) Segment (class in merlion.models.anomaly.dbl) segment_key() (merlion.models.anomaly.dbl.Segmenter method)

Segmenter (class in merlion.models.anomaly.dbl) set_data_already_transformed() (merlion.models.forecast.baggingtrees.BaggingTreeForecaster method) (merlion.models.forecast.boostingtrees.BoostingTreeForecaster method) (merlion.models.forecast.vector_ar.VectorAR method) set_seasonality() (merlion.models.automl.seasonality.SeasonalityModel method) (merlion.models.forecast.ets.ETS method) (merlion.models.forecast.prophet.Prophet method) (merlion.models.forecast.sarima.Sarima method) set_theta() (merlion.models.automl.autosarima.AutoSarima method) (merlion.models.automl.base.AutoMLMixIn method) (merlion.models.automl.seasonality.SeasonalityLayer method) shape (merlion.utils.time_series.TimeSeries property) Shingle (class in merlion.transform.resample) Shock (class in merlion.transform.anomalize) sigma2_posterior() (merlion.utils.conj_priors.NormInvGamma method) Sigma_posterior() (merlion.utils.conj_priors.MVNormInvWishart method) SMAP (class in ts_datasets.anomaly) sMAPE (merlion.evaluate.forecast.ForecastMetric attribute) smape() (merlion.evaluate.forecast.ForecastScoreAccumulator method) SMD (class in ts_datasets.anomaly) SolarPlant (class in ts_datasets.forecast) SpectralResidual (class in merlion.models.anomaly.spectral_residual) SpectralResidualConfig (class in merlion.models.anomaly.spectral_residual) squeeze() (merlion.utils.time_series.TimeSeries method) StatThreshold (class in merlion.models.anomaly.stat_threshold) StatThresholdConfig (class in merlion.models.anomaly.stat_threshold) Sum (merlion.utils.resample.AggregationPolicy attribute) suppress_secs (merlion.post_process.threshold.AggregateAlarms property) Synthetic (class in ts_datasets.anomaly)

T

t0 (merlion.plot.Figure property) (merlion.plot.MTSFigure property) (merlion.utils.time_series.TimeSeries property) (merlion.utils.time_series.UnivariateTimeSeries property) t_split (merlion.plot.Figure property) (merlion.plot.MTSFigure property) target_name (merlion.models.forecast.base.ForecasterBase attribute) target_seq_index (merlion.models.anomaly.spectral_residual.SpectralResidual property) (merlion.models.forecast.base.ForecasterBase property) (merlion.models.forecast.base.ForecasterConfig attribute) TemporalResample (class in merlion.transform.resample) tf (merlion.plot.Figure property) (merlion.plot.MTSFigure property) (merlion.utils.time_series.TimeSeries property) (merlion.utils.time_series.UnivariateTimeSeries property) theta_posterior() (merlion.utils.conj_priors.BetaBernoulli method) Threshold (class in merlion.post_process.threshold) threshold (merlion.models.anomaly.base.DetectorBase property) (merlion.models.anomaly.base.DetectorConfig attribute) Threshold.TSADMetric (class in merlion.post_process.threshold) threshold_class (merlion.post_process.threshold.AdaptiveAggregateAlarms attribute) (merlion.post_process.threshold.AggregateAlarms attribute) time_series (ts_datasets.anomaly.IOpsCompetition attribute) (ts_datasets.anomaly.MSL attribute) (ts_datasets.anomaly.NAB attribute) (ts_datasets.anomaly.SMAP attribute) (ts_datasets.anomaly.SMD attribute) (ts_datasets.anomaly.Synthetic attribute) (ts_datasets.anomaly.TSADBaseDataset attribute) (ts_datasets.anomaly.UCR attribute) (ts_datasets.base.BaseDataset attribute) (ts_datasets.forecast.EnergyPower attribute) (ts_datasets.forecast.M4 attribute) (ts_datasets.forecast.SeattleTrail attribute) (ts_datasets.forecast.SolarPlant attribute) time_stamps (merlion.utils.time_series.TimeSeries property) (merlion.utils.time_series.UnivariateTimeSeries property) timedelta (merlion.models.base.ModelBase property) TimeSeries (class in merlion.utils.time_series) to_bytes() (merlion.models.base.ModelBase method) (merlion.models.ensemble.base.EnsembleBase method) to_dict() (merlion.evaluate.base.EvaluatorConfig method) (merlion.models.anomaly.change_point.bocpd.BOCPDConfig method) (merlion.models.anomaly.dbl.DynamicBaselineConfig method) (merlion.models.anomaly.zms.ZMSConfig method) (merlion.models.automl.seasonality.SeasonalityConfig method) (merlion.models.base.Config method) (merlion.models.ensemble.base.EnsembleConfig method) (merlion.models.ensemble.combine.CombinerBase method) (merlion.models.ensemble.combine.ModelSelector method) (merlion.models.layers.LayeredModelConfig method) (merlion.post_process.base.PostRuleBase method) (merlion.post_process.sequence.PostRuleSequence method) (merlion.transform.base.TransformBase method) (merlion.transform.sequence.TransformSequence method) (merlion.utils.conj_priors.ConjPrior method) (merlion.utils.time_series.UnivariateTimeSeries method) to_pd() (merlion.utils.time_series.TimeSeries method) (merlion.utils.time_series.UnivariateTimeSeries method) to_pd_datetime() (in module merlion.utils.resample) to_simple_threshold() (merlion.post_process.threshold.AggregateAlarms method) (merlion.post_process.threshold.Threshold method) to_timestamp() (in module merlion.utils.resample) to_ts() (merlion.utils.time_series.UnivariateTimeSeries method) train() (merlion.models.anomaly.autoencoder.AutoEncoder method) (merlion.models.anomaly.base.DetectorBase method) (merlion.models.anomaly.change_point.bocpd.BOCPD method) (merlion.models.anomaly.dagmm.DAGMM method) (merlion.models.anomaly.dbl.DynamicBaseline method) (merlion.models.anomaly.deep_point_anomaly_detector.DeepPointAnomalyDetector method) (merlion.models.anomaly.forecast_based.base.ForecastingDetectorBase method) (merlion.models.anomaly.forecast_based.mses.MSESDetector method) (merlion.models.anomaly.isolation_forest.IsolationForest method) (merlion.models.anomaly.lstm_ed.LSTMED method) (merlion.models.anomaly.random_cut_forest.RandomCutForest method) (merlion.models.anomaly.spectral_residual.SpectralResidual method) (merlion.models.anomaly.stat_threshold.StatThreshold method) (merlion.models.anomaly.vae.VAE method) (merlion.models.anomaly.windstats.WindStats method) (merlion.models.anomaly.zms.ZMS method) (merlion.models.automl.base.AutoMLMixIn method) (merlion.models.base.ModelBase method) (merlion.models.defaults.DefaultDetector method) (merlion.models.defaults.DefaultForecaster method) (merlion.models.ensemble.anomaly.DetectorEnsemble method) (merlion.models.ensemble.combine.CombinerBase method) (merlion.models.ensemble.combine.ModelSelector method) (merlion.models.ensemble.forecast.ForecasterEnsemble method) (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble method) (merlion.models.forecast.baggingtrees.BaggingTreeForecaster method) (merlion.models.forecast.base.ForecasterBase method) (merlion.models.forecast.boostingtrees.BoostingTreeForecaster method) (merlion.models.forecast.ets.ETS method) (merlion.models.forecast.lstm.LSTM method) (merlion.models.forecast.prophet.Prophet method) (merlion.models.forecast.sarima.Sarima method) (merlion.models.forecast.smoother.DeltaEstimator method) (merlion.models.forecast.smoother.MSES method) (merlion.models.forecast.vector_ar.VectorAR method) (merlion.models.layers.LayeredModel method) (merlion.post_process.base.PostRuleBase method) (merlion.post_process.calibrate.AnomScoreCalibrator method) (merlion.post_process.sequence.PostRuleSequence method) (merlion.post_process.threshold.AdaptiveThreshold method) (merlion.post_process.threshold.AggregateAlarms method) (merlion.post_process.threshold.Threshold method) (merlion.transform.anomalize.Shock method) (merlion.transform.anomalize.TrendChange method) (merlion.transform.base.Identity method) (merlion.transform.base.TransformBase method) (merlion.transform.bound.LowerUpperClip method) (merlion.transform.moving_average.DifferenceTransform method) (merlion.transform.moving_average.ExponentialMovingAverage method) (merlion.transform.moving_average.LagTransform method) (merlion.transform.moving_average.MovingAverage method) (merlion.transform.moving_average.MovingPercentile method) (merlion.transform.normalize.AbsVal method) (merlion.transform.normalize.MeanVarNormalize method) (merlion.transform.normalize.MinMaxNormalize method) (merlion.transform.normalize.PowerTransform method) (merlion.transform.normalize.Rescale method) (merlion.transform.resample.Shingle method) (merlion.transform.resample.TemporalResample method) (merlion.transform.sequence.TransformSequence method) (merlion.transform.sequence.TransformStack method)

train_combiner() (merlion.models.ensemble.base.EnsembleBase method) train_data (merlion.models.base.ModelBase attribute) (merlion.models.layers.LayeredModel property) train_post_rule() (merlion.models.anomaly.base.DetectorBase method) train_pre_process() (merlion.models.anomaly.change_point.bocpd.BOCPD method) (merlion.models.base.ModelBase method) (merlion.models.ensemble.forecast.ForecasterEnsemble method) (merlion.models.forecast.base.ForecasterBase method) train_valid_split() (merlion.models.ensemble.base.EnsembleBase method) train_window (merlion.evaluate.base.EvaluatorBase property) (merlion.models.anomaly.dbl.DynamicBaseline property) transform (merlion.models.base.Config attribute) (merlion.models.base.ModelBase property) (merlion.models.base.NormalizingConfig property) transform_time_series() (merlion.models.base.ModelBase method) TransformBase (class in merlion.transform.base) TransformFactory (class in merlion.transform.factory) TransformSequence (class in merlion.transform.sequence) TransformStack (class in merlion.transform.sequence) Trend (class in merlion.models.anomaly.dbl) trend (merlion.models.anomaly.dbl.Segmenter property) (merlion.models.forecast.ets.ETS property) TrendChange (class in merlion.transform.anomalize) (merlion.models.anomaly.change_point.bocpd.ChangeKind attribute) trends (merlion.models.anomaly.dbl.DynamicBaselineConfig property) (merlion.models.anomaly.dbl.Segmenter property) true_value (merlion.utils.istat.Variance property) truncate_valid_data() (merlion.models.ensemble.base.EnsembleBase method) ts_csv_load() (in module merlion.utils.time_series) ts_datasets module ts_datasets.anomaly module ts_datasets.base module ts_datasets.forecast module ts_to_csv() (in module merlion.utils.time_series) TSADBaseDataset (class in ts_datasets.anomaly) TSADEvaluator (class in merlion.evaluate.anomaly) TSADEvaluatorConfig (class in merlion.evaluate.anomaly) TSADMetric (class in merlion.evaluate.anomaly) TSADScoreAccumulator (class in merlion.evaluate.anomaly) tune() (merlion.models.forecast.smoother.DeltaStats method)

U

UCR (class in ts_datasets.anomaly) uncertainty_samples (merlion.models.forecast.prophet.Prophet property) UnivariateTimeSeries (class in merlion.utils.time_series) update() (merlion.models.anomaly.change_point.bocpd.BOCPD method) (merlion.models.anomaly.dbl.DynamicBaseline method) (merlion.models.forecast.smoother.MSES method) (merlion.utils.conj_priors.BayesianLinReg method) (merlion.utils.conj_priors.BayesianMVLinReg method) (merlion.utils.conj_priors.BetaBernoulli method) (merlion.utils.conj_priors.ConjPrior method) (merlion.utils.conj_priors.MVNormInvWishart method) (merlion.utils.conj_priors.NormInvGamma method)

update_acceleration() (merlion.models.forecast.smoother.DeltaStats method) update_loss() (merlion.models.forecast.smoother.DeltaStats method) update_velocity() (merlion.models.forecast.smoother.DeltaStats method) url (ts_datasets.anomaly.MSL attribute) (ts_datasets.anomaly.SMAP attribute) (ts_datasets.anomaly.SMD attribute) (ts_datasets.forecast.M4 attribute) use_gpu (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble property)

V

VAE (class in merlion.models.anomaly.vae) VAEConfig (class in merlion.models.anomaly.vae) valid_subsets (ts_datasets.anomaly.NAB attribute) (ts_datasets.anomaly.SMD attribute) (ts_datasets.anomaly.Synthetic attribute) (ts_datasets.forecast.M4 attribute) ValIterOrderedDict (class in merlion.utils.misc) value (merlion.utils.istat.ExponentialMovingAverage property) (merlion.utils.istat.IStat property) (merlion.utils.istat.Mean property) (merlion.utils.istat.Variance property)

values (merlion.utils.time_series.UnivariateTimeSeries property) Variance (class in merlion.utils.istat) VectorAR (class in merlion.models.forecast.vector_ar) VectorARConfig (class in merlion.models.forecast.vector_ar) vel_err() (merlion.models.forecast.smoother.DeltaEstimator method) velocity() (merlion.models.forecast.smoother.DeltaEstimator method)

W

warmup_steps (merlion.models.ensemble.MoE_forecast.MoE_ForecasterEnsemble property) weekday_key() (merlion.models.anomaly.dbl.Segmenter method) weekly (merlion.models.anomaly.dbl.Trend attribute) weekly_seasonality (merlion.models.forecast.prophet.Prophet property) weights (merlion.models.ensemble.combine.Mean property) (merlion.models.ensemble.combine.MetricWeightedMean property)

wind_delta (merlion.models.anomaly.dbl.Segmenter property) window() (merlion.utils.time_series.TimeSeries method) (merlion.utils.time_series.UnivariateTimeSeries method) window_key() (merlion.models.anomaly.dbl.Segmenter method) window_secs (merlion.post_process.threshold.AggregateAlarms property) WindStats (class in merlion.models.anomaly.windstats) WindStatsConfig (class in merlion.models.anomaly.windstats)

X

x (merlion.models.forecast.smoother.DeltaEstimator property)

xhat_h() (merlion.models.forecast.smoother.MSES method)

Y

yearly_seasonality (merlion.models.forecast.prophet.Prophet property)

Z

zero_delta (merlion.models.anomaly.dbl.Segmenter attribute)

ZMS (class in merlion.models.anomaly.zms) ZMSConfig (class in merlion.models.anomaly.zms)