mirror of
https://github.com/K-Dense-AI/claude-scientific-skills.git
synced 2026-03-27 07:09:27 +08:00
feat(examples): add anomaly detection and covariates examples
Anomaly Detection Example: - Uses quantile forecasts as prediction intervals - Flags values outside 80%/90% CI as warnings/critical anomalies - Includes visualization with deviation plot Covariates (XReg) Example: - Demonstrates forecast_with_covariates() API - Shows dynamic numerical/categorical covariates - Shows static categorical covariates - Includes synthetic retail sales data with price, promotion, holiday SKILL.md Updates: - Added anomaly detection section with code example - Expanded covariates section with covariate types table - Added XReg modes explanation - Updated 'When not to use' section to note anomaly detection workaround
This commit is contained in:
@@ -0,0 +1,160 @@
|
||||
{
|
||||
"method": "quantile_intervals",
|
||||
"description": "Anomaly detection using TimesFM quantile forecasts as prediction intervals",
|
||||
"thresholds": {
|
||||
"warning": "Outside 80% CI (q20-q80)",
|
||||
"critical": "Outside 90% CI (q10-q90)"
|
||||
},
|
||||
"anomalies": [
|
||||
{
|
||||
"month": "2024-01",
|
||||
"actual": 1.9520000219345093,
|
||||
"forecast": 1.1204800605773926,
|
||||
"lower_80": 0.9561834335327148,
|
||||
"upper_80": 1.19773530960083,
|
||||
"lower_90": 1.1319338083267212,
|
||||
"upper_90": 1.2482070922851562,
|
||||
"severity": "CRITICAL",
|
||||
"threshold": "90% CI",
|
||||
"color": "red"
|
||||
},
|
||||
{
|
||||
"month": "2024-02",
|
||||
"actual": 1.350000023841858,
|
||||
"forecast": 1.0831129550933838,
|
||||
"lower_80": 0.9061079621315002,
|
||||
"upper_80": 1.1693586111068726,
|
||||
"lower_90": 1.1058242321014404,
|
||||
"upper_90": 1.229236364364624,
|
||||
"severity": "CRITICAL",
|
||||
"threshold": "90% CI",
|
||||
"color": "red"
|
||||
},
|
||||
{
|
||||
"month": "2024-03",
|
||||
"actual": 1.340000033378601,
|
||||
"forecast": 1.0525826215744019,
|
||||
"lower_80": 0.8687788844108582,
|
||||
"upper_80": 1.14640212059021,
|
||||
"lower_90": 1.0804548263549805,
|
||||
"upper_90": 1.210077166557312,
|
||||
"severity": "CRITICAL",
|
||||
"threshold": "90% CI",
|
||||
"color": "red"
|
||||
},
|
||||
{
|
||||
"month": "2024-04",
|
||||
"actual": 1.2599999904632568,
|
||||
"forecast": 1.0186809301376343,
|
||||
"lower_80": 0.8394415378570557,
|
||||
"upper_80": 1.11386239528656,
|
||||
"lower_90": 1.0469233989715576,
|
||||
"upper_90": 1.18027925491333,
|
||||
"severity": "CRITICAL",
|
||||
"threshold": "90% CI",
|
||||
"color": "red"
|
||||
},
|
||||
{
|
||||
"month": "2024-05",
|
||||
"actual": 1.149999976158142,
|
||||
"forecast": 0.996323823928833,
|
||||
"lower_80": 0.8218992948532104,
|
||||
"upper_80": 1.082446813583374,
|
||||
"lower_90": 1.0246795415878296,
|
||||
"upper_90": 1.1515717506408691,
|
||||
"severity": "WARNING",
|
||||
"threshold": "80% CI",
|
||||
"color": "orange"
|
||||
},
|
||||
{
|
||||
"month": "2024-06",
|
||||
"actual": 1.2000000476837158,
|
||||
"forecast": 0.9761021733283997,
|
||||
"lower_80": 0.8107370138168335,
|
||||
"upper_80": 1.0650819540023804,
|
||||
"lower_90": 1.0055618286132812,
|
||||
"upper_90": 1.1297614574432373,
|
||||
"severity": "CRITICAL",
|
||||
"threshold": "90% CI",
|
||||
"color": "red"
|
||||
},
|
||||
{
|
||||
"month": "2024-07",
|
||||
"actual": 1.2400000095367432,
|
||||
"forecast": 0.966797411441803,
|
||||
"lower_80": 0.8105956315994263,
|
||||
"upper_80": 1.05680513381958,
|
||||
"lower_90": 0.999349057674408,
|
||||
"upper_90": 1.1205626726150513,
|
||||
"severity": "CRITICAL",
|
||||
"threshold": "90% CI",
|
||||
"color": "red"
|
||||
},
|
||||
{
|
||||
"month": "2024-08",
|
||||
"actual": 2.0799999237060547,
|
||||
"forecast": 0.9621630311012268,
|
||||
"lower_80": 0.8031740784645081,
|
||||
"upper_80": 1.0481219291687012,
|
||||
"lower_90": 0.9949856996536255,
|
||||
"upper_90": 1.1177691221237183,
|
||||
"severity": "CRITICAL",
|
||||
"threshold": "90% CI",
|
||||
"color": "red"
|
||||
},
|
||||
{
|
||||
"month": "2024-09",
|
||||
"actual": 0.7680000066757202,
|
||||
"forecast": 0.950423002243042,
|
||||
"lower_80": 0.8004634380340576,
|
||||
"upper_80": 1.0429224967956543,
|
||||
"lower_90": 0.9896860718727112,
|
||||
"upper_90": 1.112573504447937,
|
||||
"severity": "CRITICAL",
|
||||
"threshold": "90% CI",
|
||||
"color": "red"
|
||||
},
|
||||
{
|
||||
"month": "2024-10",
|
||||
"actual": 1.2699999809265137,
|
||||
"forecast": 0.9326475262641907,
|
||||
"lower_80": 0.7854968309402466,
|
||||
"upper_80": 1.024938702583313,
|
||||
"lower_90": 0.9742559194564819,
|
||||
"upper_90": 1.0930581092834473,
|
||||
"severity": "CRITICAL",
|
||||
"threshold": "90% CI",
|
||||
"color": "red"
|
||||
},
|
||||
{
|
||||
"month": "2024-11",
|
||||
"actual": 1.2200000286102295,
|
||||
"forecast": 0.9303779602050781,
|
||||
"lower_80": 0.7851479053497314,
|
||||
"upper_80": 1.0191327333450317,
|
||||
"lower_90": 0.9675081968307495,
|
||||
"upper_90": 1.084266185760498,
|
||||
"severity": "CRITICAL",
|
||||
"threshold": "90% CI",
|
||||
"color": "red"
|
||||
},
|
||||
{
|
||||
"month": "2024-12",
|
||||
"actual": 1.2000000476837158,
|
||||
"forecast": 0.9362010955810547,
|
||||
"lower_80": 0.7882705330848694,
|
||||
"upper_80": 1.028489589691162,
|
||||
"lower_90": 0.9734180569648743,
|
||||
"upper_90": 1.0912758111953735,
|
||||
"severity": "CRITICAL",
|
||||
"threshold": "90% CI",
|
||||
"color": "red"
|
||||
}
|
||||
],
|
||||
"summary": {
|
||||
"total_points": 12,
|
||||
"critical": 11,
|
||||
"warning": 1,
|
||||
"normal": 0
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user