Merlion
v1.3.1
Contents:
merlion: Time Series Intelligence
ts_datasets: Easy Data Loading
Tutorials & Example Code
Merlion
»
Index
Index
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A
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B
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C
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D
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E
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F
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G
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H
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I
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J
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L
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M
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N
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O
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P
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R
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S
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T
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U
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V
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W
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X
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Y
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Z
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__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)
add_tsid_column() (in module merlion.spark.dataset)
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)
AIC (merlion.models.automl.base.InformationCriterion attribute)
AICc (merlion.models.automl.base.InformationCriterion attribute)
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() (in module merlion.spark.pandas_udf)
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)
auto_align (merlion.models.base.ModelBase property)
AutoEncoder (class in merlion.models.anomaly.autoencoder)
AutoEncoderConfig (class in merlion.models.anomaly.autoencoder)
AutoETS (class in merlion.models.automl.autoets)
AutoETSConfig (class in merlion.models.automl.autoets)
AutoMLMixIn (class in merlion.models.automl.base)
AutoProphet (class in merlion.models.automl.autoprophet)
AutoProphetConfig (class in merlion.models.automl.autoprophet)
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)
base_model (merlion.models.base.ModelBase 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.forecast.base.ForecasterBase method)
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)
BIC (merlion.models.automl.base.InformationCriterion 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)
BoxCoxTransform (class in merlion.transform.normalize)
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_ts_for_metadata() (ts_datasets.anomaly.CustomAnomalyDataset method)
(ts_datasets.forecast.CustomDataset method)
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.autoets.AutoETS attribute)
(merlion.models.automl.autoprophet.AutoProphet attribute)
(merlion.models.automl.autosarima.AutoSarima attribute)
(merlion.models.automl.base.ICAutoMLForecaster 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.forecast.arima.Arima attribute)
(merlion.models.forecast.base.ForecasterBase 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.trees.ExtraTreesForecaster attribute)
(merlion.models.forecast.trees.LGBMForecaster attribute)
(merlion.models.forecast.trees.RandomForestForecaster attribute)
(merlion.models.forecast.trees.TreeEnsembleForecaster 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)
create_hier_dataset() (in module merlion.spark.dataset)
csv_to_time_series() (in module merlion.utils.data_io)
CustomAnomalyDataset (class in ts_datasets.anomaly)
CustomDataset (class in ts_datasets.forecast)
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)
data_io_decorator() (in module merlion.utils.data_io)
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)
DetectorEnsembleTrainConfig (class in merlion.models.ensemble.anomaly)
determine_train_window() (merlion.models.anomaly.dbl.DynamicBaselineConfig method)
df_to_time_series() (in module merlion.utils.data_io)
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)
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.DetectorConfig attribute)
(merlion.models.anomaly.base.NoCalibrationDetectorConfig property)
enable_threshold (merlion.models.anomaly.base.DetectorConfig attribute)
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)
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)
evaluate_theta() (merlion.models.automl.autosarima.AutoSarima method)
(merlion.models.automl.base.AutoMLMixIn method)
(merlion.models.automl.base.ICAutoMLForecaster method)
(merlion.models.automl.seasonality.SeasonalityLayer method)
EvaluatorBase (class in merlion.evaluate.base)
EvaluatorConfig (class in merlion.evaluate.base)
exog_aggregation_policy (merlion.models.forecast.base.ForecasterExogBase property)
(merlion.models.forecast.base.ForecasterExogConfig property)
exog_missing_value_policy (merlion.models.forecast.base.ForecasterExogBase property)
(merlion.models.forecast.base.ForecasterExogConfig property)
exog_transform (merlion.models.forecast.base.ForecasterExogBase property)
(merlion.models.forecast.base.ForecasterExogConfig attribute)
ExponentialMovingAverage (class in merlion.transform.moving_average)
(class in merlion.utils.istat)
ExtraTreesForecaster (class in merlion.models.forecast.trees)
ExtraTreesForecasterConfig (class in merlion.models.forecast.trees)
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)
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() (in module merlion.spark.pandas_udf)
(merlion.models.forecast.base.ForecasterBase 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)
ForecasterExogBase (class in merlion.models.forecast.base)
ForecasterExogConfig (class in merlion.models.forecast.base)
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.models.layers.LayeredModelConfig 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
gateway() (merlion.models.anomaly.random_cut_forest.JVMSingleton class method)
generate() (merlion.utils.ts_generator.TimeSeriesGenerator method)
generate_theta() (merlion.models.automl.autoets.AutoETS method)
(merlion.models.automl.autoprophet.AutoProphet method)
(merlion.models.automl.autosarima.AutoSarima method)
(merlion.models.automl.base.AutoMLMixIn method)
(merlion.models.automl.seasonality.SeasonalityLayer method)
GeneratorComposer (class in merlion.utils.ts_generator)
GeneratorConcatenator (class in merlion.utils.ts_generator)
generators (merlion.utils.ts_generator.GeneratorComposer property)
(merlion.utils.ts_generator.GeneratorConcatenator property)
get_adaptive_thres() (in module merlion.post_process.threshold)
get_anomaly_label() (merlion.models.anomaly.base.DetectorBase method)
(merlion.models.anomaly.forecast_based.base.ForecastingDetectorBase method)
get_anomaly_score() (merlion.models.anomaly.base.DetectorBase method)
(merlion.models.anomaly.change_point.bocpd.BOCPD method)
(merlion.models.anomaly.forecast_based.base.ForecastingDetectorBase method)
(merlion.models.anomaly.forecast_based.mses.MSESDetector 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_ic() (merlion.models.automl.autoets.AutoETS method)
(merlion.models.automl.autoprophet.AutoProphet method)
(merlion.models.automl.base.ICAutoMLForecaster method)
get_max_common_horizon() (merlion.models.ensemble.base.EnsembleBase method)
get_model_class() (merlion.models.factory.ModelFactory class method)
get_model_used() (merlion.models.ensemble.combine.CombinerBase 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)
GridSearch (class in merlion.models.automl.search)
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
ICAutoMLForecaster (class in merlion.models.automl.base)
ICConfig (class in merlion.models.automl.base)
Identity (class in merlion.transform.base)
identity_inversion (merlion.transform.base.Identity property)
(merlion.transform.base.InvertibleTransformBase property)
(merlion.transform.base.TransformBase property)
(merlion.transform.normalize.AbsVal property)
(merlion.transform.sequence.TransformSequence property)
infer_granularity() (in module merlion.utils.resample)
information_criterion (merlion.models.automl.base.ICAutoMLForecaster property)
(merlion.models.automl.base.ICConfig property)
InformationCriterion (class in merlion.models.automl.base)
InnerJoin (merlion.utils.resample.AlignPolicy attribute)
instantiate_or_copy_model() (in module merlion.models.factory)
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 property)
(merlion.models.forecast.base.ForecasterConfig attribute)
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.trees)
LGBMForecasterConfig (class in merlion.models.forecast.trees)
load() (merlion.models.base.ModelBase class method)
(merlion.models.factory.ModelFactory class method)
load_bytes() (merlion.models.factory.ModelFactory class method)
load_labels() (ts_datasets.anomaly.NAB static method)
loss_err() (merlion.models.forecast.smoother.DeltaEstimator method)
LowerUpperClip (class in merlion.transform.bound)
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 (merlion.models.automl.seasonality.SeasonalityLayer 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.trees.TreeEnsembleForecaster 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.autoets
module
merlion.models.automl.autoprophet
module
merlion.models.automl.autosarima
module
merlion.models.automl.base
module
merlion.models.automl.search
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.factory
module
merlion.models.forecast
module
merlion.models.forecast.arima
module
merlion.models.forecast.base
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.trees
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.spark
module
merlion.spark.dataset
module
merlion.spark.pandas_udf
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.data_io
module
merlion.utils.hts
module
merlion.utils.istat
module
merlion.utils.resample
module
merlion.utils.time_series
module
merlion.utils.ts_generator
module
metadata (ts_datasets.base.BaseDataset attribute)
metadata_cols (ts_datasets.anomaly.CustomAnomalyDataset property)
(ts_datasets.forecast.CustomDataset property)
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)
minT_reconciliation() (in module merlion.utils.hts)
missing_value_policy (merlion.transform.resample.TemporalResample property)
MissingValuePolicy (class in merlion.utils.resample)
model (merlion.models.forecast.trees.TreeEnsembleForecaster attribute)
(merlion.models.layers.LayeredModel property)
ModelBase (class in merlion.models.base)
ModelFactory (class in merlion.models.factory)
models (merlion.models.ensemble.base.EnsembleBase property)
(merlion.models.ensemble.base.EnsembleConfig attribute)
models_used (merlion.models.ensemble.base.EnsembleBase property)
(merlion.models.ensemble.combine.CombinerBase 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.autoets
merlion.models.automl.autoprophet
merlion.models.automl.autosarima
merlion.models.automl.base
merlion.models.automl.search
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.factory
merlion.models.forecast
merlion.models.forecast.arima
merlion.models.forecast.base
merlion.models.forecast.ets
merlion.models.forecast.lstm
merlion.models.forecast.prophet
merlion.models.forecast.sarima
merlion.models.forecast.smoother
merlion.models.forecast.trees
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.spark
merlion.spark.dataset
merlion.spark.pandas_udf
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.data_io
merlion.utils.hts
merlion.utils.istat
merlion.utils.resample
merlion.utils.time_series
merlion.utils.ts_generator
ts_datasets
ts_datasets.anomaly
ts_datasets.base
ts_datasets.forecast
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.autoprophet.AutoProphetConfig property)
(merlion.models.automl.seasonality.SeasonalityConfig property)
(merlion.models.automl.seasonality.SeasonalityLayer property)
MultipleTimeseriesDetectorMixin (class in merlion.models.anomaly.base)
MultipleTimeseriesModelMixin (class in merlion.models.base)
MVNormInvWishart (class in merlion.utils.conj_priors)
N
n (merlion.utils.istat.IStat property)
(merlion.utils.ts_generator.TimeSeriesGenerator 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)
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
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)
Precision (merlion.evaluate.anomaly.TSADMetric attribute)
(merlion.post_process.threshold.Threshold.TSADMetric attribute)
precision() (merlion.evaluate.anomaly.TSADScoreAccumulator method)
prediction_stride (merlion.models.forecast.trees.TreeEnsembleForecaster property)
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)
proper_inversion (merlion.transform.base.InvertibleTransformBase property)
(merlion.transform.base.TransformBase property)
(merlion.transform.resample.TemporalResample 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.trees)
RandomForestForecasterConfig (class in merlion.models.forecast.trees)
read_dataset() (in module merlion.spark.dataset)
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)
reconciliation() (in module merlion.spark.pandas_udf)
reindex_df() (in module merlion.utils.resample)
rename() (merlion.utils.time_series.TimeSeries method)
require_even_sampling (merlion.models.anomaly.autoencoder.AutoEncoder property)
(merlion.models.anomaly.change_point.bocpd.BOCPD property)
(merlion.models.anomaly.dagmm.DAGMM property)
(merlion.models.anomaly.dbl.DynamicBaseline property)
(merlion.models.anomaly.deep_point_anomaly_detector.DeepPointAnomalyDetector property)
(merlion.models.anomaly.isolation_forest.IsolationForest property)
(merlion.models.anomaly.lstm_ed.LSTMED property)
(merlion.models.anomaly.random_cut_forest.RandomCutForest property)
(merlion.models.anomaly.spectral_residual.SpectralResidual property)
(merlion.models.anomaly.stat_threshold.StatThreshold property)
(merlion.models.anomaly.vae.VAE property)
(merlion.models.anomaly.windstats.WindStats property)
(merlion.models.anomaly.zms.ZMS property)
(merlion.models.automl.seasonality.SeasonalityLayer property)
(merlion.models.base.ModelBase property)
(merlion.models.ensemble.anomaly.DetectorEnsemble property)
(merlion.models.ensemble.forecast.ForecasterEnsemble property)
(merlion.models.forecast.ets.ETS property)
(merlion.models.forecast.lstm.LSTM property)
(merlion.models.forecast.prophet.Prophet property)
(merlion.models.forecast.sarima.Sarima property)
(merlion.models.forecast.smoother.MSES property)
(merlion.models.forecast.trees.TreeEnsembleForecaster property)
(merlion.models.forecast.vector_ar.VectorAR property)
(merlion.models.layers.LayeredModel property)
require_univariate (merlion.models.anomaly.autoencoder.AutoEncoder property)
(merlion.models.anomaly.change_point.bocpd.BOCPD property)
(merlion.models.anomaly.dagmm.DAGMM property)
(merlion.models.anomaly.dbl.DynamicBaseline property)
(merlion.models.anomaly.deep_point_anomaly_detector.DeepPointAnomalyDetector property)
(merlion.models.anomaly.isolation_forest.IsolationForest property)
(merlion.models.anomaly.lstm_ed.LSTMED property)
(merlion.models.anomaly.random_cut_forest.RandomCutForest property)
(merlion.models.anomaly.spectral_residual.SpectralResidual property)
(merlion.models.anomaly.stat_threshold.StatThreshold property)
(merlion.models.anomaly.vae.VAE property)
(merlion.models.anomaly.windstats.WindStats property)
(merlion.models.anomaly.zms.ZMS property)
(merlion.models.automl.seasonality.SeasonalityLayer property)
(merlion.models.base.ModelBase property)
(merlion.models.ensemble.anomaly.DetectorEnsemble property)
(merlion.models.forecast.base.ForecasterBase property)
(merlion.models.forecast.trees.TreeEnsembleForecaster property)
(merlion.models.layers.LayeredModel property)
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.BoxCoxTransform 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.ensemble.forecast.ForecasterEnsemble method)
(merlion.models.forecast.base.ForecasterBase method)
(merlion.models.forecast.prophet.Prophet method)
Rescale (class in merlion.transform.normalize)
reset() (merlion.models.anomaly.dbl.Segmenter method)
(merlion.models.base.ModelBase method)
(merlion.models.defaults.DefaultDetector method)
(merlion.models.defaults.DefaultForecaster method)
(merlion.models.ensemble.base.EnsembleBase method)
(merlion.models.ensemble.combine.CombinerBase method)
(merlion.models.layers.LayeredModel 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)
RMSPE (merlion.evaluate.forecast.ForecastMetric attribute)
rmspe() (merlion.evaluate.forecast.ForecastScoreAccumulator method)
S
sampling_mode (merlion.models.forecast.trees.TreeEnsembleForecaster 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)
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_model_used() (merlion.models.ensemble.combine.CombinerBase 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.autoets.AutoETS method)
(merlion.models.automl.autoprophet.AutoProphet method)
(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)
step (merlion.utils.ts_generator.TimeSeriesGenerator property)
Sum (merlion.utils.resample.AggregationPolicy attribute)
supports_exog (merlion.models.forecast.base.ForecasterBase property)
(merlion.models.forecast.base.ForecasterExogBase property)
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.ensemble.forecast.ForecasterEnsembleConfig 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.base.BaseDataset 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)
TimeSeriesGenerator (class in merlion.utils.ts_generator)
to_bytes() (merlion.models.base.ModelBase method)
(merlion.models.ensemble.base.EnsembleBase method)
to_csv() (merlion.utils.time_series.TimeSeries method)
to_dict() (merlion.evaluate.base.EvaluatorConfig method)
(merlion.models.anomaly.dbl.DynamicBaselineConfig method)
(merlion.models.anomaly.zms.ZMSConfig 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.base.DetectorBase method)
(merlion.models.anomaly.forecast_based.base.ForecastingDetectorBase method)
(merlion.models.anomaly.zms.ZMS method)
(merlion.models.base.ModelBase method)
(merlion.models.defaults.DefaultDetector method)
(merlion.models.defaults.DefaultForecaster method)
(merlion.models.ensemble.combine.CombinerBase method)
(merlion.models.ensemble.combine.ModelSelector method)
(merlion.models.forecast.base.ForecasterBase method)
(merlion.models.forecast.smoother.DeltaEstimator 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.BoxCoxTransform method)
(merlion.transform.normalize.MeanVarNormalize method)
(merlion.transform.normalize.MinMaxNormalize 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)
(merlion.models.ensemble.forecast.ForecasterEnsemble method)
train_data (merlion.models.base.ModelBase attribute)
(merlion.models.layers.LayeredModel property)
train_multiple() (merlion.models.anomaly.base.MultipleTimeseriesDetectorMixin method)
(merlion.models.anomaly.dagmm.DAGMM method)
(merlion.models.base.MultipleTimeseriesModelMixin method)
train_post_process() (merlion.models.anomaly.base.DetectorBase method)
(merlion.models.anomaly.forecast_based.base.ForecastingDetectorBase method)
(merlion.models.base.ModelBase method)
(merlion.models.forecast.base.ForecasterBase method)
(merlion.models.layers.LayeredModel 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)
(merlion.models.layers.LayeredModel 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_exog_data() (merlion.models.forecast.base.ForecasterBase method)
(merlion.models.forecast.base.ForecasterExogBase method)
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)
TreeEnsembleForecaster (class in merlion.models.forecast.trees)
TreeEnsembleForecasterConfig (class in merlion.models.forecast.trees)
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)
ts_datasets
module
ts_datasets.anomaly
module
ts_datasets.base
module
ts_datasets.forecast
module
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)
TSID_COL_NAME (in module merlion.spark.dataset)
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)
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)
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
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)
write_dataset() (in module merlion.spark.dataset)
X
x (merlion.models.forecast.smoother.DeltaEstimator property)
x0 (merlion.utils.ts_generator.TimeSeriesGenerator property)
xhat_h() (merlion.models.forecast.smoother.MSES method)
Y
y() (merlion.utils.ts_generator.GeneratorConcatenator method)
(merlion.utils.ts_generator.TimeSeriesGenerator method)
yearly_seasonality (merlion.models.forecast.prophet.Prophet property)
Z
zero_delta (merlion.models.anomaly.dbl.Segmenter attribute)
ZFill (merlion.utils.resample.MissingValuePolicy attribute)
ZMS (class in merlion.models.anomaly.zms)
ZMSConfig (class in merlion.models.anomaly.zms)
Versions
v1.3.1
Versions
latest
v2.0.2
v2.0.1
v2.0.0
v1.3.1
v1.3.0
v1.2.5
v1.2.4
v1.2.3
v1.2.2
v1.2.1
v1.2.0
v1.1.3
v1.1.2
v1.1.1
v1.1.0
v1.0.2
v1.0.1
v1.0.0