adtk_time_series_threshold_anomaly_detection_quickstart.py

1import pandas as pd
2from adtk.data import validate_series
3from adtk.visualization import plot
4from adtk.detector import ThresholdAD
5
6# Load example data
7s = pd.read_csv("https://raw.githubusercontent.com/arundo/adtk/master/docs/notebooks/data/price.csv", index_index="datetime", parse_dates=True, squeeze=True)
8
9# Validate the series for adtk requirements (monotonically increasing datetime index)
10s = validate_series(s)
11
12# Initialize a threshold detector
13threshold_ad = ThresholdAD(high=30, low=15)
14
15# Detect anomalies
16anomalies = threshold_ad.detect(s)
17
18# Plot the results
19plot(s, anomaly=anomalies, anomaly_color="red", anomaly_tag="marker")