Feat/show_anomalies for multivariate

CHANGELOG.md

@@ -12,6 +12,7 @@ but cannot always guarantee backwards compatibility. Changes that may **break co
 **Improved**
 
 - New model: `StatsForecastAutoTBATS`. This model offers the [AutoTBATS](https://nixtlaverse.nixtla.io/statsforecast/src/core/models.html#autotbats) model from Nixtla's `statsforecasts` library. [#2611](https://github.com/unit8co/darts/pull/2611) by [He Weilin](https://github.com/cnhwl).
+- Added `multivariate_plot` parameter in `show_anomalies()` to separately plot each component in multivariate series. [#2544](https://github.com/unit8co/darts/pull/2544) by [He Weilin](https://github.com/cnhwl).
 
 **Fixed**
 - Fixed a bug when performing optimized historical forecasts with `stride=1` using a `RegressionModel` with `output_chunk_shift>=1` and `output_chunk_length=1`, where the forecast time index was not properly shifted. [#2634](https://github.com/unit8co/darts/pull/2634) by [Mattias De Charleroy](https://github.com/MattiasDC).

darts/ad/anomaly_model/anomaly_model.py

@@ -247,6 +247,7 @@ def show_anomalies(
         names_of_scorers: Union[str, Sequence[str]] = None,
         title: str = None,
         metric: Optional[Literal["AUC_ROC", "AUC_PR"]] = None,
+        multivariate_plot: bool = False,
         **score_kwargs,
     ):
         """Plot the results of the anomaly model.
@@ -283,6 +284,8 @@ def show_anomalies(
             Default: "AUC_ROC".
         score_kwargs
             parameters for the `score()` method.
+        multivariate_plot
+            If True, it will separately plot each component in multivariate series.
         """
         series = _check_input(series, name="series", num_series_expected=1)[0]
         predict_kwargs = predict_kwargs if predict_kwargs is not None else {}
@@ -310,6 +313,7 @@ def show_anomalies(
             names_of_scorers=names_of_scorers,
             title=title,
             metric=metric,
+            multivariate_plot=multivariate_plot,
         )
 
     @property

darts/ad/anomaly_model/forecasting_am.py

@@ -440,6 +440,7 @@ def show_anomalies(
         names_of_scorers: Union[str, Sequence[str]] = None,
         title: str = None,
         metric: Optional[Literal["AUC_ROC", "AUC_PR"]] = None,
+        multivariate_plot: bool = False,
         **score_kwargs,
     ):
         """Plot the results of the anomaly model.
@@ -506,6 +507,8 @@ def show_anomalies(
             Optionally, the name of the metric function to use. Must be one of "AUC_ROC" (Area Under the
             Receiver Operating Characteristic Curve) and "AUC_PR" (Average Precision from scores).
             Default: "AUC_ROC".
+        multivariate_plot
+            If True, it will separately plot each component in multivariate series.
         score_kwargs
             parameters for the `score()` method.
         """
@@ -527,6 +530,7 @@ def show_anomalies(
             names_of_scorers=names_of_scorers,
             title=title,
             metric=metric,
+            multivariate_plot=multivariate_plot,
             **score_kwargs,
         )
 

darts/ad/scorers/scorers.py

@@ -176,6 +176,7 @@ def show_anomalies_from_prediction(
         anomalies: TimeSeries = None,
         title: str = None,
         metric: Optional[Literal["AUC_ROC", "AUC_PR"]] = None,
+        multivariate_plot: bool = False,
     ):
         """Plot the results of the scorer.
 
@@ -208,6 +209,8 @@ def show_anomalies_from_prediction(
             Optionally, the name of the metric function to use. Must be one of "AUC_ROC" (Area Under the
             Receiver Operating Characteristic Curve) and "AUC_PR" (Average Precision from scores).
             Default: "AUC_ROC".
+        multivariate_plot
+            If True, it will separately plot each component in multivariate series.
         """
         series = _check_input(series, name="series", num_series_expected=1)[0]
         pred_series = _check_input(
@@ -230,6 +233,7 @@ def show_anomalies_from_prediction(
             names_of_scorers=scorer_name,
             title=title,
             metric=metric,
+            multivariate_plot=multivariate_plot,
         )
 
     @property
@@ -580,6 +584,7 @@ def show_anomalies(
         scorer_name: str = None,
         title: str = None,
         metric: Optional[Literal["AUC_ROC", "AUC_PR"]] = None,
+        multivariate_plot: bool = False,
     ):
         """Plot the results of the scorer.
 
@@ -633,6 +638,7 @@ def show_anomalies(
             names_of_scorers=scorer_name,
             title=title,
             metric=metric,
+            multivariate_plot=multivariate_plot,
         )
 
     @property