In this notebook, we introduce the detect_anomalies_online method. You will learn how to quickly start using this new endpoint and understand its key differences from the historical anomaly detection endpoint. New features include: * More flexibility and control over the anomaly detection process * Perform univariate and multivariate anomaly detection * Detect anomalies on stream data 
import pandas as pd
from nixtla import NixtlaClient
import matplotlib.pyplot as plt

nixtla_client = NixtlaClient(
    # defaults to os.environ.get("NIXTLA_API_KEY")
    api_key = 'my_api_key_provided_by_nixtla'
)
👍 Use an Azure AI endpoint To use an Azure AI endpoint, set the base_url argument: nixtla_client = NixtlaClient(base_url="you azure ai endpoint", api_key="your api_key")

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1. Dataset

In this notebook, we use a minute-level time series dataset that monitors server usage. This is a good example of a streaming data scenario, as the task is to detect server failures or downtime. 
df = pd.read_csv('https://datasets-nixtla.s3.us-east-1.amazonaws.com/machine-1-1.csv', parse_dates=['ts'])
We observe that the time series remains stable during the initial period; however, a spike occurs in the last 20 steps, indicating an anomalous behavior. Our goal is to capture this abnormal jump as soon as it appears. Let’s see how the real-time anomaly detection capability of TimeGPT performs in this scenario!

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2. Detect anomalies in real time

The detect_anomalies_online method detect anomalies in a time series leveraging TimeGPT’s forecast power. It uses the forecast error in deciding the anomalous step so you can specify and tune the parameters like that of the forecast method. This function will return a dataframe that contains anomaly flags and anomaly score (its absolute value quantifies the abnormality of the value). To perfom real-time anomaly detection, set the following parameters:
  • df: A pandas DataFrame containing the time series data.
  • time_col: The column that identifies the datestamp.
  • target_col: The variable to forecast.
  • h: Horizon is the number of steps ahead to make forecast.
  • freq: The frequency of the time series in Pandas format.
  • level: Percentile of scores distribution at which the threshold is set, controlling how strictly anomalies are flagged. Default at 99%.
  • detection_size: The number of steps to analyze for anomaly at the end of time series.
anomaly_online = nixtla_client.detect_anomalies_online(
    df,
    time_col='ts',                  
    target_col='y',                 
    freq='min',                     # Specify the frequency of the data
    h=10,                           # Specify the forecast horizon
    level=99,                       # Set the confidence level for anomaly detection
    detection_size=100              # How many steps you want for analyzing anomalies
)
anomaly_online.tail()

INFO:nixtla.nixtla_client:Validating inputs...
INFO:nixtla.nixtla_client:Preprocessing dataframes...
INFO:nixtla.nixtla_client:Calling Online Anomaly Detector Endpoint...
unique_idtsyTimeGPTanomalyanomaly_scoreTimeGPT-hi-99TimeGPT-lo-99
95machine-1-1_y_292020-02-01 22:11:000.6060170.544625True18.4632660.5531610.536090
96machine-1-1_y_292020-02-01 22:12:000.0444130.570869True-158.9338500.5794040.562333
97machine-1-1_y_292020-02-01 22:13:000.0386820.560303True-157.4748800.5688390.551767
98machine-1-1_y_292020-02-01 22:14:000.0243550.521797True-150.1782400.5303330.513261
99machine-1-1_y_292020-02-01 22:15:000.0444130.467860True-127.8485600.4763960.459325
📘 In this example, we use a detection size of 100 to illustrate the anomaly detection process. In practice, using a smaller detection size and running the detection more frequently improves granularity and enables more timely identification of anomalies as they occur.
From the plot, we observe that both anomalous periods were detected right as they arose. For further methods on improving detection accuracy and customizing anomaly detection, read our other tutorials on online anomaly detection. For an in-depth analysis of the detect_anomalies_online method, refer to the tutorial (coming soon).