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ManuelAlvarezC avatar ManuelAlvarezC commented on August 31, 2024

Also, a TimeSeriesLoader class to load the data in a format ready to be used by the TimeSeriesAnomalyDetector. The class constructor will have the following arguments:

  • dataset_path: The path to the dataset. It will be an CSV file without index nor headers.
  • predictions : Number of steps ahead to predict.
  • samples: Number of steps composing each training sample.

And will have a single method load(self, target=True) that will load and format the data and return, for a CSV of size (n_rows, n_features) the following items:

  • X: numpy.ndarray a 3-d array of shape (training_samples, samples, n_features )
  • y: np.ndarray a 2-d array of shape (training_samples, predictions)

from orion.

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