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15 changes: 15 additions & 0 deletions HISTORY.md
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History
=======

## 0.5.0 - 2023-05-23

This version uses ``ml-stars`` package instead of ``mlprimitives``.

### Issues resolved

* Migrate to ml-stars – [Issue #418](https://github.com/signals-dev/Orion/issues/418) by @sarahmish
* Updating ``best_cost`` in ``find_anomalies`` primitive – [Issue #403](https://github.com/signals-dev/Orion/issues/403) by @sarahmish
* Retire ``lstm_dynamic_threshold_gpu`` and ``lstm_autoencoder_gpu`` pipeline maintenance – [Issue #373](https://github.com/signals-dev/Orion/issues/373) by @sarahmish
* Typo in xlsxwriter dependency specification – [Issue #394](https://github.com/signals-dev/Orion/issues/394) by @sarahmish
* ``orion.evaluate`` uses fails when fitting – [Issue #384](https://github.com/signals-dev/Orion/issues/384) by @sarahmish
* AER pipeline with visualization option – [Issue #379](https://github.com/signals-dev/Orion/issues/379) by @sarahmish


## 0.4.1 - 2023-01-31

### Issues resolved
Expand All @@ -10,6 +24,7 @@ History
* Pin ``scikit-learn``[Issue #367](https://github.com/signals-dev/Orion/issues/367) by @sarahmish
* Fix VAE documentation – [Issue #360](https://github.com/signals-dev/Orion/issues/360) by @sarahmish


## 0.4.0 - 2022-11-08

This version introduces several new enhancements:
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68 changes: 41 additions & 27 deletions README.md
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A machine learning library for unsupervised time series anomaly detection.

| Important Links | |
| ----------------------------------- | -------------------------------------------------------------------- |
| :computer: **[Website]** | Check out the Sintel Website for more information about the project. |
| :book: **[Documentation]** | Quickstarts, User and Development Guides, and API Reference. |
| :star: **[Tutorials]** | Checkout our notebooks |
| :octocat: **[Repository]** | The link to the Github Repository of this library. |
| :scroll: **[License]** | The repository is published under the MIT License. |
| :keyboard: **[Development Status]** | This software is in its Pre-Alpha stage. |
| Important Links | |
| --------------------------------------------- | -------------------------------------------------------------------- |
| :computer: **[Website]** | Check out the Sintel Website for more information about the project. |
| :book: **[Documentation]** | Quickstarts, User and Development Guides, and API Reference. |
| :star: **[Tutorials]** | Checkout our notebooks |
| :octocat: **[Repository]** | The link to the Github Repository of this library. |
| :scroll: **[License]** | The repository is published under the MIT License. |
| [![][Slack Logo] **Community**][Community] | Join our Slack Workspace for announcements and discussions. |

[Website]: https://sintel.dev/
[Documentation]: https://sintel-dev.github.io/Orion
[Tutorials]: https://github.com/sintel-dev/Orion/tree/master/tutorials
[Repository]: https://github.com/sintel-dev/Orion
[License]: https://github.com/sintel-dev/Orion/blob/master/LICENSE
[Development Status]: https://pypi.org/search/?c=Development+Status+%3A%3A+2+-+Pre-Alpha
[Community]: https://join.slack.com/t/sintel-space/shared_invite/zt-q147oimb-4HcphcxPfDAM0O9_4PaUtw
[Slack Logo]: https://github.com/sintel-dev/Orion/blob/master/docs/images/slack.png

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4 1222905600 -0.370746
```

In this example we use `lstm_dynamic_threshold` pipeline and set some hyperparameters (in this case training epochs as 5).
In this example we use `aer` pipeline and set some hyperparameters (in this case training epochs as 5).

```python3
from orion import Orion

hyperparameters = {
'keras.Sequential.LSTMTimeSeriesRegressor#1': {
'orion.primitives.aer.AER#1': {
'epochs': 5,
'verbose': True
}
}

orion = Orion(
pipeline='lstm_dynamic_threshold',
pipeline='aer',
hyperparameters=hyperparameters
)

Expand All @@ -120,7 +118,7 @@ The output of the previous command will be a ``pandas.DataFrame`` containing a t

```
start end severity
0 1394323200 1399701600 0.673494
0 1402012800 1403870400 0.122539
```

# Leaderboard
Expand All @@ -132,11 +130,12 @@ We run the benchmark on **11** datasets with their known grounth truth. We recor
|---------------------------|--------------------|
| AER | 10 |
| TadGAN | 7 |
| LSTM Dynamic Thresholding | 8 |
| LSTM Dynamic Thresholding | 7 |
| LSTM Autoencoder | 6 |
| Dense Autoencoder | 6 |
| VAE | 6 |
| Azure | 0 |
| [GANF](https://arxiv.org/pdf/2202.07857.pdf) | 6 |
| [Azure](https://azure.microsoft.com/en-us/products/cognitive-services/anomaly-detector/) | 0 |


You can find the scores of each pipeline on every signal recorded in the [details Google Sheets document](https://docs.google.com/spreadsheets/d/1HaYDjY-BEXEObbi65fwG0om5d8kbRarhpK4mvOZVmqU/edit?usp=sharing). The summarized results can also be browsed in the following [summary Google Sheets document](https://docs.google.com/spreadsheets/d/1ZPUwYH8LhDovVeuJhKYGXYny7472HXVCzhX6D6PObmg/edit?usp=sharing).
Expand All @@ -150,24 +149,22 @@ Additional resources that might be of interest:

# Citation

If you use **Orion** which is part of the **Sintel** ecosystem for your research, please consider citing the following paper:
If you use **AER** for your research, please consider citing the following paper:

Lawrence Wong, Dongyu Liu, Laure Berti-Equille, Sarah Alnegheimish, Kalyan Veeramachaneni. [AER: Auto-Encoder with Regression for Time Series Anomaly Detection](https://arxiv.org/pdf/2212.13558.pdf).

Sarah Alnegheimish, Dongyu Liu, Carles Sala, Laure Berti-Equille, Kalyan Veeramachaneni. [Sintel: A Machine Learning Framework to Extract Insights from Signals](https://dl.acm.org/doi/pdf/10.1145/3514221.3517910).
```
@inproceedings{alnegheimish2022sintel,
title={Sintel: A Machine Learning Framework to Extract Insights from Signals},
author={Alnegheimish, Sarah and Liu, Dongyu and Sala, Carles and Berti-Equille, Laure and Veeramachaneni, Kalyan},
booktitle={Proceedings of the 2022 International Conference on Management of Data},
pages = {1855–1865},
numpages = {11},
publisher={Association for Computing Machinery},
doi = {10.1145/3514221.3517910},
series = {SIGMOD '22},
@inproceedings{wong2022aer,
title={AER: Auto-Encoder with Regression for Time Series Anomaly Detection},
author={Wong, Lawrence and Liu, Dongyu and Berti-Equille, Laure and Alnegheimish, Sarah and Veeramachaneni, Kalyan},
booktitle={2022 IEEE International Conference on Big Data (IEEE BigData)},
pages={1152-1161},
doi={10.1109/BigData55660.2022.10020857},
organization={IEEE},
year={2022}
}
```


If you use **TadGAN** for your research, please consider citing the following paper:

Alexander Geiger, Dongyu Liu, Sarah Alnegheimish, Alfredo Cuesta-Infante, Kalyan Veeramachaneni. [TadGAN - Time Series Anomaly Detection Using Generative Adversarial Networks](https://arxiv.org/pdf/2009.07769v3.pdf).
Expand All @@ -183,3 +180,20 @@ Alexander Geiger, Dongyu Liu, Sarah Alnegheimish, Alfredo Cuesta-Infante, Kalyan
year={2020}
}
```

If you use **Orion** which is part of the **Sintel** ecosystem for your research, please consider citing the following paper:

Sarah Alnegheimish, Dongyu Liu, Carles Sala, Laure Berti-Equille, Kalyan Veeramachaneni. [Sintel: A Machine Learning Framework to Extract Insights from Signals](https://dl.acm.org/doi/pdf/10.1145/3514221.3517910).
```
@inproceedings{alnegheimish2022sintel,
title={Sintel: A Machine Learning Framework to Extract Insights from Signals},
author={Alnegheimish, Sarah and Liu, Dongyu and Sala, Carles and Berti-Equille, Laure and Veeramachaneni, Kalyan},
booktitle={Proceedings of the 2022 International Conference on Management of Data},
pages={1855–1865},
numpages={11},
publisher={Association for Computing Machinery},
doi={10.1145/3514221.3517910},
series={SIGMOD '22},
year={2022}
}
```
3 changes: 2 additions & 1 deletion benchmark/leaderboard.md
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|---------------------------|--------------------|
| AER | 10 |
| TadGAN | 7 |
| LSTM Dynamic Thresholding | 8 |
| LSTM Dynamic Thresholding | 7 |
| LSTM Autoencoder | 6 |
| Dense Autoencoder | 6 |
| VAE | 6 |
| GANF | 6 |
| Azure | 0 |
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