[plugins-detector] add lower/upper sensitivity to meanVariance (#1269)

* [plugins-detector] add lower/upper sensitivity to meanVariance * add metric min/max value to mean-variance detector
startreedata · Dec 13, 2023 · 8486789 · 8486789
1 parent ed018e2
commit 8486789
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Showing 2 changed files with 70 additions and 7 deletions.
diff --git a/...ectors/src/main/java/ai/startree/thirdeye/plugins/detectors/MeanVarianceRuleDetector.java b/...ectors/src/main/java/ai/startree/thirdeye/plugins/detectors/MeanVarianceRuleDetector.java
@@ -21,6 +21,7 @@
 import static ai.startree.thirdeye.spi.Constants.COL_TIME;
 import static ai.startree.thirdeye.spi.Constants.COL_UPPER_BOUND;
 import static ai.startree.thirdeye.spi.Constants.COL_VALUE;
+import static ai.startree.thirdeye.spi.util.SpiUtils.optional;
 import static ai.startree.thirdeye.spi.util.TimeUtils.isoPeriod;
 import static com.google.common.base.Preconditions.checkArgument;
 import static com.google.common.base.Preconditions.checkState;
@@ -60,11 +61,15 @@ public class MeanVarianceRuleDetector implements AnomalyDetector<MeanVarianceRul
   );
 
   private Pattern pattern;
-  private double sensitivity;
+  private double lowerSensitivity;
+  private double upperSensitivity;
   private int lookback;
   private MeanVarianceRuleDetectorSpec spec;
   private Period seasonality = Period.ZERO; // PT0S: special period for no seasonality
 
+  private double metricMaximumValue;
+  private double metricMinimumValue;
+
   /**
    * Mapping of sensitivity to sigma on range of 0.5 - 1.5
    * 10 corresponds to sigma of 0.5
@@ -89,8 +94,18 @@ protected static int computeSteps(final String periodString,
   @Override
   public void init(final MeanVarianceRuleDetectorSpec spec) {
     this.spec = spec;
-    pattern = spec.getPattern();
-    sensitivity = spec.getSensitivity();
+    this.pattern = spec.getPattern();
+    if (spec.getLowerSensitivity() != null || spec.getUpperSensitivity() != null) {
+      checkArgument(spec.getLowerSensitivity() != null, "lowerSensitivity is null. lowerSensitivity must be set when upperSensitivity is set.");
+      checkArgument(spec.getUpperSensitivity() != null, "upperSensitivity is null. upperSensitivity must be set when lowerSensitivity is set.");
+      this.lowerSensitivity = spec.getLowerSensitivity();
+      this.upperSensitivity = spec.getUpperSensitivity();
+    } else {
+      this.lowerSensitivity = spec.getSensitivity();
+      this.upperSensitivity = spec.getSensitivity();
+    }
+    this.metricMinimumValue = optional(spec.getMetricMinimumValue()).orElse(Double.NEGATIVE_INFINITY);
+    this.metricMaximumValue = optional(spec.getMetricMaximumValue()).orElse(Double.POSITIVE_INFINITY);
 
     if (spec.getLookbackPeriod() != null) {
       checkArgument(spec.getMonitoringGranularity() != null,
@@ -203,10 +218,11 @@ private DataFrame computeBaseline(final DataFrame inputDF, final ReadableInterva
         std = 0.0;
       }
       //calculate baseline, error , upper and lower bound for prediction window.
-      baselineArray[k] = mean;
-      final double error = sigma(sensitivity) * std;
-      upperBoundArray[k] = baselineArray[k] + error;
-      lowerBoundArray[k] = baselineArray[k] - error;
+      baselineArray[k] = bounded(mean);
+      final double upperError = sigma(upperSensitivity) * std;
+      final double lowerError = sigma(lowerSensitivity) * std;
+      upperBoundArray[k] = bounded(baselineArray[k] + upperError);
+      lowerBoundArray[k] = bounded(baselineArray[k] - lowerError);
     }
     //Construct the dataframe.
     resultDF
@@ -261,4 +277,8 @@ private DataFrame getLookbackDf(final DataFrame inputDF, final long endTimeMilli
             + indexStart);
     return inputDF.slice(indexStart, indexEnd);
   }
+
+  private double bounded(final double val) {
+    return Math.min(metricMaximumValue, Math.max(val, metricMinimumValue));
+  }
 }
diff --git a/...rs/src/main/java/ai/startree/thirdeye/plugins/detectors/MeanVarianceRuleDetectorSpec.java b/...rs/src/main/java/ai/startree/thirdeye/plugins/detectors/MeanVarianceRuleDetectorSpec.java
@@ -29,6 +29,13 @@ public class MeanVarianceRuleDetectorSpec extends AbstractSpec {
   /**Biggest period in ISO-8601 format. Possible values are P7D and P1D. Used to take into account seasonality when computing mean-variance.*/
   private String seasonalityPeriod = null;
 
+  // TODO CYRIL add tests for this feature
+  private Double upperSensitivity;
+  private Double lowerSensitivity;
+
+  private Double metricMaximumValue;
+  private Double metricMinimumValue;
+
   public int getLookback() {
     return lookback;
   }
@@ -74,4 +81,40 @@ public MeanVarianceRuleDetectorSpec setSeasonalityPeriod(final String seasonalit
     this.seasonalityPeriod = seasonalityPeriod;
     return this;
   }
+
+  public Double getUpperSensitivity() {
+    return upperSensitivity;
+  }
+
+  public MeanVarianceRuleDetectorSpec setUpperSensitivity(final Double upperSensitivity) {
+    this.upperSensitivity = upperSensitivity;
+    return this;
+  }
+
+  public Double getLowerSensitivity() {
+    return lowerSensitivity;
+  }
+
+  public MeanVarianceRuleDetectorSpec setLowerSensitivity(final Double lowerSensitivity) {
+    this.lowerSensitivity = lowerSensitivity;
+    return this;
+  }
+
+  public Double getMetricMaximumValue() {
+    return metricMaximumValue;
+  }
+
+  public MeanVarianceRuleDetectorSpec setMetricMaximumValue(final Double metricMaximumValue) {
+    this.metricMaximumValue = metricMaximumValue;
+    return this;
+  }
+
+  public Double getMetricMinimumValue() {
+    return metricMinimumValue;
+  }
+
+  public MeanVarianceRuleDetectorSpec setMetricMinimumValue(final Double metricMinimumValue) {
+    this.metricMinimumValue = metricMinimumValue;
+    return this;
+  }
 }