Anomalyzer Example from CSV

main.go

package main

import (
	"encoding/csv"
	"log"
	"os"
	"strconv"

	"github.com/lytics/anomalyzer"
)

func ReadCSV(filepath string) ([][]string, error) {
	csvfile, err := os.Open(filepath)

	if err != nil {
		return nil, err
	}
	defer csvfile.Close()

	reader := csv.NewReader(csvfile)
	fields, err := reader.ReadAll()

	return fields, nil
}

func main() {
	// determine what parameters you'd like to use here
	conf := &anomalyzer.AnomalyzerConf{
		Sensitivity: 0.1,
		ActiveSize:  1,
		NSeasons:    4,
		Methods:     []string{"diff", "highrank", "lowrank", "magnitude"},
	}

	// load your csv
	records, err := ReadCSV("./bitcoin_simplified.csv")
	if err != nil {
		log.Fatal(err)
	}

	// write anomaly detection results to a new csv
	outfile, err := os.Create("./bitcoin_anomalyzer.csv")
	if err != nil {
		log.Fatal("Unable to open output")
	}
	defer outfile.Close()
	writer := csv.NewWriter(outfile)

	anom, _ := anomalyzer.NewAnomalyzer(conf, []float64{})
	for i, record := range records {
		// assuming your csv looks like (time, value)
		time := record[0]
		value := record[1]

		// if your csv has a header (like mine), you will want to skip that row
		if i == 0 {
			writer.Write([]string{time, value, "anomaly"})
			continue
		}

		price, err := strconv.ParseFloat(value, 64)
		if err != nil {
			log.Fatal("Record: %v, Error: %v", value, err)
		}

		prob := anom.Push(price)

		priceString := strconv.FormatFloat(price, 'f', 8, 64)
		probString := strconv.FormatFloat(prob, 'f', 8, 64)
		//fmt.Printf("Result: %v\n", []string{time, priceString, probString})

		writer.Write([]string{time, priceString, probString})
	}

	writer.Flush()
}

main_limited.go

package main

import (
	"encoding/csv"
	"fmt"
	"log"
	"os"
	"strconv"
	"time"

	"github.com/lytics/anomalyzer"
)

func ReadCSV(filepath string) ([][]string, error) {
	csvfile, err := os.Open(filepath)

	if err != nil {
		return nil, err
	}
	defer csvfile.Close()

	reader := csv.NewReader(csvfile)
	fields, err := reader.ReadAll()

	return fields, nil
}

func main() {
	// determine what parameters you'd like to use here
	conf := &anomalyzer.AnomalyzerConf{
		Sensitivity: 0.1,
		ActiveSize:  1,
		NSeasons:    4,
		Methods:     []string{"diff", "highrank", "lowrank", "magnitude"},
	}

	// load your csv
	records, err := ReadCSV("./bitcoin_simplified.csv")
	if err != nil {
		log.Fatal(err)
	}

	// write anomaly detection results to a new csv
	outfile, err := os.Create("./bitcoin_anomalyzer.csv")
	if err != nil {
		log.Fatal("Unable to open output")
	}
	defer outfile.Close()
	writer := csv.NewWriter(outfile)

	j := 1
	var data []float64
	start := time.Now()
	for i, record := range records {
		// assuming your csv looks like (time, value)
		time := record[0]
		value := record[1]

		// if your csv has a header (like mine), you will want to skip that row
		if i == 0 {
			writer.Write([]string{time, value, "anomaly"})
			continue
		}

		price, err := strconv.ParseFloat(value, 64)
		if err != nil {
			log.Fatal("Record: %v, Error: %v", value, err)
		}

		// if you've got a lot of data, you might start to remove old data
		// to increase speed
		var prob float64
		data = append(data, price)
		if i < 100 {
			anom, _ := anomalyzer.NewAnomalyzer(conf, data)
			prob = anom.Eval()
		} else {
			anom, _ := anomalyzer.NewAnomalyzer(conf, data[j:])
			prob = anom.Eval()
			j++
		}

		priceString := strconv.FormatFloat(price, 'f', 8, 64)
		probString := strconv.FormatFloat(prob, 'f', 8, 64)
		//fmt.Printf("Result #%v: %v\n", i, []string{time, priceString, probString})

		writer.Write([]string{time, priceString, probString})
	}

	writer.Flush()
	fmt.Printf("Time elapsed: %v\n", time.Now().Sub(start))
}