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feat: Extend Bigquery detect_anomalies tool to support future data anomaly detection
ARIMA supports both historical data and future data anomaly detection. This CL add how the tool support future table anomaly detection. PiperOrigin-RevId: 827803748
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Copybara-Service
parent
d2888a3766
commit
38ea749c9c
@@ -1100,6 +1100,7 @@ def detect_anomalies(
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times_series_timestamp_col: str,
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times_series_data_col: str,
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horizon: Optional[int] = 10,
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target_data: Optional[str] = None,
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times_series_id_cols: Optional[list[str]] = None,
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anomaly_prob_threshold: Optional[float] = 0.95,
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*,
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@@ -1121,6 +1122,9 @@ def detect_anomalies(
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numerical values to be forecasted and anomaly detected.
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horizon (int, optional): The number of time steps to forecast into the
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future. Defaults to 10.
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target_data (str, optional): The table id of the BigQuery table containing
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the target time series data or a query statement that select the target
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data.
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times_series_id_cols (list, optional): The column names of the id columns
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to indicate each time series when there are multiple time series in the
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table. All elements must be strings. Defaults to None.
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@@ -1264,6 +1268,18 @@ def detect_anomalies(
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anomaly_detection_query = f"""
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SELECT * FROM ML.DETECT_ANOMALIES(MODEL {model_name}, STRUCT({anomaly_prob_threshold} AS anomaly_prob_threshold))
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"""
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if target_data:
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trimmed_upper_target_data = target_data.strip().upper()
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if trimmed_upper_target_data.startswith(
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"SELECT"
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) or trimmed_upper_target_data.startswith("WITH"):
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target_data_source = f"({target_data})"
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else:
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target_data_source = f"SELECT * FROM `{target_data}`"
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anomaly_detection_query = f"""
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SELECT * FROM ML.DETECT_ANOMALIES(MODEL {model_name}, STRUCT({anomaly_prob_threshold} AS anomaly_prob_threshold), {target_data_source})
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"""
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# Create a session and run the create model query.
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original_write_mode = settings.write_mode
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