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) Adagrad (merlion.models.deep_base.Optimizer attribute) Adam (merlion.models.deep_base.Optimizer attribute) AdamW (merlion.models.deep_base.Optimizer 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) AutoformerConfig (class in merlion.models.forecast.autoformer) AutoformerForecaster (class in merlion.models.forecast.autoformer) AutoformerModel (class in merlion.models.forecast.autoformer) 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) calculate_loss() (merlion.models.forecast.deep_ar.DeepARModel method) 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) collate_batch() (merlion.models.utils.rolling_window_dataset.RollingWindowDataset 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.TimeSeries method) (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.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.deep_base.DeepModelBase 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.autoformer.AutoformerForecaster attribute) (merlion.models.forecast.base.ForecasterBase attribute) (merlion.models.forecast.deep_ar.DeepARForecaster attribute) (merlion.models.forecast.deep_base.DeepForecaster attribute) (merlion.models.forecast.ets.ETS attribute) (merlion.models.forecast.etsformer.ETSformerForecaster attribute) (merlion.models.forecast.informer.InformerForecaster attribute) (merlion.models.forecast.prophet.Prophet attribute) (merlion.models.forecast.sarima.Sarima attribute) (merlion.models.forecast.sklearn_base.SKLearnForecaster attribute) (merlion.models.forecast.smoother.MSES attribute) (merlion.models.forecast.transformer.TransformerForecaster attribute) (merlion.models.forecast.trees.ExtraTreesForecaster attribute) (merlion.models.forecast.trees.LGBMForecaster attribute) (merlion.models.forecast.trees.RandomForestForecaster 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) DayOfMonth (class in merlion.models.utils.time_features) DayOfWeek (class in merlion.models.utils.time_features) DayOfYear (class in merlion.models.utils.time_features) deep_model_class (merlion.models.deep_base.DeepModelBase attribute) (merlion.models.forecast.autoformer.AutoformerForecaster attribute) (merlion.models.forecast.deep_ar.DeepARForecaster attribute) (merlion.models.forecast.etsformer.ETSformerForecaster attribute) (merlion.models.forecast.informer.InformerForecaster attribute) (merlion.models.forecast.transformer.TransformerForecaster attribute) DeepARConfig (class in merlion.models.forecast.deep_ar) DeepARForecaster (class in merlion.models.forecast.deep_ar) DeepARModel (class in merlion.models.forecast.deep_ar) DeepConfig (class in merlion.models.deep_base) DeepForecaster (class in merlion.models.forecast.deep_base) DeepForecasterConfig (class in merlion.models.forecast.deep_base) DeepModelBase (class in merlion.models.deep_base) 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) detect_maxiter_sarima_model() (in module merlion.models.utils.autosarima_utils) detect_seasonality() (merlion.models.automl.seasonality.SeasonalityLayer static 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) device (merlion.models.deep_base.TorchModel property) df_to_time_series() (in module merlion.utils.data_io) diff() (in module merlion.models.utils.autosarima_utils) 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

EarlyStopping (class in merlion.models.utils.early_stopping) 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) ETSformerConfig (class in merlion.models.forecast.etsformer) ETSformerForecaster (class in merlion.models.forecast.etsformer) ETSformerModel (class in merlion.models.forecast.etsformer) 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) forward() (merlion.models.deep_base.TorchModel method) (merlion.models.forecast.autoformer.AutoformerModel method) (merlion.models.forecast.deep_ar.DeepARModel method) (merlion.models.forecast.etsformer.ETSformerModel method) (merlion.models.forecast.informer.InformerModel method) (merlion.models.forecast.transformer.TransformerModel method) 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_date_offset() (in module merlion.utils.resample) 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_ic() (merlion.models.automl.autoets.AutoETS method) (merlion.models.automl.autoprophet.AutoProphet method) (merlion.models.automl.base.ICAutoMLForecaster method) get_lagged_subsequences() (merlion.models.forecast.deep_ar.DeepARModel static 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_features() (in module merlion.models.utils.time_features) 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) guassian_nll (merlion.models.deep_base.LossFunction attribute)

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) HourOfDay (class in merlion.models.utils.time_features) huber (merlion.models.deep_base.LossFunction 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) index (merlion.utils.time_series.TimeSeries 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) InformerConfig (class in merlion.models.forecast.informer) InformerForecaster (class in merlion.models.forecast.informer) InformerModel (class in merlion.models.forecast.informer) 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)

jitter() (merlion.models.forecast.etsformer.ETSformerModel method) JVMSingleton (class in merlion.models.anomaly.random_cut_forest)

K

KPSS_stationaritytest() (in module merlion.models.utils.autosarima_utils)

L

l1 (merlion.models.deep_base.LossFunction attribute) 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_best_model() (merlion.models.utils.early_stopping.EarlyStopping 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) loss_fn (merlion.models.deep_base.DeepConfig property) LossFunction (class in merlion.models.deep_base) LowerUpperClip (class in merlion.transform.bound) LSTMED (class in merlion.models.anomaly.lstm_ed) LSTMEDConfig (class in merlion.models.anomaly.lstm_ed)

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.sklearn_base.SKLearnForecaster 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.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.deep_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.autoformer module merlion.models.forecast.base module merlion.models.forecast.deep_ar module merlion.models.forecast.deep_base module merlion.models.forecast.ets module merlion.models.forecast.etsformer module merlion.models.forecast.informer module merlion.models.forecast.prophet module merlion.models.forecast.sarima module merlion.models.forecast.sklearn_base module merlion.models.forecast.smoother module merlion.models.forecast.transformer module merlion.models.forecast.trees module merlion.models.forecast.vector_ar module merlion.models.layers module merlion.models.utils module merlion.models.utils.autosarima_utils module merlion.models.utils.early_stopping module merlion.models.utils.rolling_window_dataset module merlion.models.utils.time_features 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) MinuteOfHour (class in merlion.models.utils.time_features) missing_value_policy (merlion.transform.resample.TemporalResample property) MissingValuePolicy (class in merlion.utils.resample) model (merlion.models.forecast.sklearn_base.SKLearnForecaster 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.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.deep_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.autoformer merlion.models.forecast.base merlion.models.forecast.deep_ar merlion.models.forecast.deep_base merlion.models.forecast.ets merlion.models.forecast.etsformer merlion.models.forecast.informer merlion.models.forecast.prophet merlion.models.forecast.sarima merlion.models.forecast.sklearn_base merlion.models.forecast.smoother merlion.models.forecast.transformer merlion.models.forecast.trees merlion.models.forecast.vector_ar merlion.models.layers merlion.models.utils merlion.models.utils.autosarima_utils merlion.models.utils.early_stopping merlion.models.utils.rolling_window_dataset merlion.models.utils.time_features 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) MonthOfYear (class in merlion.models.utils.time_features) MovingAverage (class in merlion.transform.moving_average) MovingPercentile (class in merlion.transform.moving_average) mse (merlion.models.deep_base.LossFunction attribute) 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_params (merlion.utils.conj_priors.BayesianLinReg property) (merlion.utils.conj_priors.BayesianMVLinReg property) (merlion.utils.conj_priors.BetaBernoulli property) (merlion.utils.conj_priors.ConjPrior property) (merlion.utils.conj_priors.MVNormInvWishart property) (merlion.utils.conj_priors.NormInvGamma property) n_points (merlion.models.utils.rolling_window_dataset.RollingWindowDataset property) n_seen (merlion.models.anomaly.change_point.bocpd.BOCPD property) n_train (merlion.models.utils.rolling_window_dataset.RollingWindowDataset property) n_valid (merlion.models.utils.rolling_window_dataset.RollingWindowDataset property) n_windows (merlion.models.utils.rolling_window_dataset.RollingWindowDataset 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) ndiffs() (in module merlion.models.utils.autosarima_utils) 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) nsdiffs() (in module merlion.models.utils.autosarima_utils)

O

online_updates (merlion.models.anomaly.forecast_based.mses.MSESDetector property) (merlion.models.anomaly.random_cut_forest.RandomCutForest property) Optimizer (class in merlion.models.deep_base)

optimizer (merlion.models.deep_base.DeepConfig 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.sklearn_base.SKLearnForecaster 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.deep_base.DeepForecaster property) (merlion.models.forecast.ets.ETS property) (merlion.models.forecast.prophet.Prophet property) (merlion.models.forecast.sarima.Sarima property) (merlion.models.forecast.sklearn_base.SKLearnForecaster property) (merlion.models.forecast.smoother.MSES 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.sklearn_base.SKLearnForecaster 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.moving_average.MovingAverage 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) 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) (merlion.evaluate.base.EvaluatorConfig 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) RMSprop (merlion.models.deep_base.Optimizer attribute) RollingWindowDataset (class in merlion.models.utils.rolling_window_dataset)

S

sampling_decoder() (merlion.models.forecast.deep_ar.DeepARModel method) 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) save_best_state_and_dict() (merlion.models.utils.early_stopping.EarlyStopping method) ScalarConjPrior (class in merlion.utils.conj_priors) scale() (merlion.models.forecast.etsformer.ETSformerModel method) 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) seas_seasonalstationaritytest() (in module merlion.models.utils.autosarima_utils) 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) SecondOfMinute (class in merlion.models.utils.time_features) seed (merlion.models.utils.rolling_window_dataset.RollingWindowDataset property) 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) SGD (merlion.models.deep_base.Optimizer attribute) shape (merlion.utils.time_series.TimeSeries property) shift() (merlion.models.forecast.etsformer.ETSformerModel method) 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) SKLearnForecaster (class in merlion.models.forecast.sklearn_base) SKLearnForecasterConfig (class in merlion.models.forecast.sklearn_base) 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) support_multivariate_output (merlion.models.forecast.base.ForecasterBase property) (merlion.models.forecast.deep_base.DeepForecaster property) supports_exog (merlion.models.automl.autoprophet.AutoProphet property) (merlion.models.automl.autosarima.AutoSarima property) (merlion.models.base.ModelBase property) (merlion.models.defaults.DefaultForecaster 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_features_from_frequency_str() (in module merlion.models.utils.time_features) 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) TimeFeature (class in merlion.models.utils.time_features) 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_cpu() (merlion.models.deep_base.DeepModelBase 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_gpu() (merlion.models.deep_base.DeepModelBase method) to_offset() (in module merlion.utils.resample) 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) TorchModel (class in merlion.models.deep_base) 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.evaluate.base.EvaluatorConfig property) (merlion.models.anomaly.dbl.DynamicBaseline property) transform (merlion.models.base.Config attribute) (merlion.models.base.ModelBase property) (merlion.models.base.NormalizingConfig property) transform() (merlion.models.forecast.etsformer.ETSformerModel method) 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) TransformerConfig (class in merlion.models.forecast.transformer) TransformerForecaster (class in merlion.models.forecast.transformer) TransformerModel (class in merlion.models.forecast.transformer) 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) 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) unroll_encoder() (merlion.models.forecast.deep_ar.DeepARModel method) 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) validation (merlion.models.utils.rolling_window_dataset.RollingWindowDataset property) 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) WeekOfYear (class in merlion.models.utils.time_features) 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)