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fix(examples): correct quantile indices, variable shadowing, and test design in anomaly + covariates examples
Anomaly detection fixes: - Fix critical quantile index bug: index 0 is mean not q10; correct indices are q10=1, q20=2, q80=8, q90=9 - Redesign test: use all 36 months as context, inject 3 synthetic anomalies into future - Result: 3 CRITICAL detected (was 11/12 — caused by test-set leakage + wrong indices) - Update severity labels: CRITICAL = outside 80% PI, WARNING = outside 60% PI Covariates fixes: - Fix variable-shadowing bug: inner dict comprehension overwrote outer loop store_id causing all stores to get identical covariate arrays (store_A's price for everyone) - Give each store a distinct price baseline (premium $12, standard $10, discount $7.50) - Trim CONTEXT_LEN from 48 → 24 weeks; CSV now 108 rows (was 180) - Add NOTE ON REAL DATA comment: temp file pattern for large external datasets Both scripts regenerated with clean outputs.
This commit is contained in:
Clayton Young
@@ -1,160 +1,152 @@
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{
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"method": "quantile_intervals",
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"description": "Anomaly detection using TimesFM quantile forecasts as prediction intervals",
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"thresholds": {
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"warning": "Outside 80% CI (q20-q80)",
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"critical": "Outside 90% CI (q10-q90)"
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"method": "quantile_prediction_intervals",
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"description": "Anomaly detection via TimesFM quantile forecasts. 80% PI = q10\u2013q90 (CRITICAL if violated). 60% PI = q20\u2013q80 (WARNING if violated).",
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"context": "36 months of real NOAA temperature anomaly data (2022-2024)",
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"future": "12 synthetic months with 3 injected anomalies",
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"quantile_indices": {
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"q10": 1,
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"q20": 2,
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"q80": 8,
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"q90": 9
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},
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"anomalies": [
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{
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"month": "2024-01",
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"actual": 1.9520000219345093,
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"forecast": 1.1204800605773926,
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"lower_80": 0.9561834335327148,
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"upper_80": 1.19773530960083,
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"lower_90": 1.1319338083267212,
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"upper_90": 1.2482070922851562,
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"severity": "CRITICAL",
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"threshold": "90% CI",
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"color": "red"
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},
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{
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"month": "2024-02",
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"actual": 1.350000023841858,
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"forecast": 1.0831129550933838,
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"lower_80": 0.9061079621315002,
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"upper_80": 1.1693586111068726,
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"lower_90": 1.1058242321014404,
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"upper_90": 1.229236364364624,
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"severity": "CRITICAL",
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"threshold": "90% CI",
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"color": "red"
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},
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{
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"month": "2024-03",
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"actual": 1.340000033378601,
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"forecast": 1.0525826215744019,
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"lower_80": 0.8687788844108582,
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"upper_80": 1.14640212059021,
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"lower_90": 1.0804548263549805,
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"upper_90": 1.210077166557312,
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"severity": "CRITICAL",
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"threshold": "90% CI",
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"color": "red"
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},
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{
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"month": "2024-04",
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"actual": 1.2599999904632568,
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"forecast": 1.0186809301376343,
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"lower_80": 0.8394415378570557,
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"upper_80": 1.11386239528656,
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"lower_90": 1.0469233989715576,
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"upper_90": 1.18027925491333,
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"severity": "CRITICAL",
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"threshold": "90% CI",
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"color": "red"
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},
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{
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"month": "2024-05",
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"actual": 1.149999976158142,
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"forecast": 0.996323823928833,
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"lower_80": 0.8218992948532104,
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"upper_80": 1.082446813583374,
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"lower_90": 1.0246795415878296,
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"upper_90": 1.1515717506408691,
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"severity": "WARNING",
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"threshold": "80% CI",
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"color": "orange"
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},
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{
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"month": "2024-06",
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"actual": 1.2000000476837158,
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"forecast": 0.9761021733283997,
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"lower_80": 0.8107370138168335,
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"upper_80": 1.0650819540023804,
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"lower_90": 1.0055618286132812,
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"upper_90": 1.1297614574432373,
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"severity": "CRITICAL",
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"threshold": "90% CI",
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"color": "red"
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},
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{
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"month": "2024-07",
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"actual": 1.2400000095367432,
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"forecast": 0.966797411441803,
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"lower_80": 0.8105956315994263,
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"upper_80": 1.05680513381958,
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"lower_90": 0.999349057674408,
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"upper_90": 1.1205626726150513,
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"severity": "CRITICAL",
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"threshold": "90% CI",
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"color": "red"
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},
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{
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"month": "2024-08",
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"actual": 2.0799999237060547,
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"forecast": 0.9621630311012268,
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"lower_80": 0.8031740784645081,
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"upper_80": 1.0481219291687012,
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"lower_90": 0.9949856996536255,
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"upper_90": 1.1177691221237183,
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"severity": "CRITICAL",
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"threshold": "90% CI",
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"color": "red"
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},
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{
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"month": "2024-09",
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"actual": 0.7680000066757202,
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"forecast": 0.950423002243042,
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"lower_80": 0.8004634380340576,
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"upper_80": 1.0429224967956543,
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"lower_90": 0.9896860718727112,
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"upper_90": 1.112573504447937,
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"severity": "CRITICAL",
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"threshold": "90% CI",
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"color": "red"
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},
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{
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"month": "2024-10",
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"actual": 1.2699999809265137,
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"forecast": 0.9326475262641907,
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"lower_80": 0.7854968309402466,
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"upper_80": 1.024938702583313,
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"lower_90": 0.9742559194564819,
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"upper_90": 1.0930581092834473,
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"severity": "CRITICAL",
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"threshold": "90% CI",
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"color": "red"
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},
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{
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"month": "2024-11",
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"actual": 1.2200000286102295,
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"forecast": 0.9303779602050781,
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"lower_80": 0.7851479053497314,
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"upper_80": 1.0191327333450317,
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"lower_90": 0.9675081968307495,
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"upper_90": 1.084266185760498,
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"severity": "CRITICAL",
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"threshold": "90% CI",
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"color": "red"
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},
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{
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"month": "2024-12",
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"actual": 1.2000000476837158,
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"forecast": 0.9362010955810547,
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"lower_80": 0.7882705330848694,
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"upper_80": 1.028489589691162,
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"lower_90": 0.9734180569648743,
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"upper_90": 1.0912758111953735,
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"severity": "CRITICAL",
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"threshold": "90% CI",
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"color": "red"
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}
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],
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"summary": {
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"total_points": 12,
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"critical": 11,
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"total": 12,
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"critical": 3,
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"warning": 1,
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"normal": 0
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}
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"normal": 8
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},
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"detections": [
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{
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"month": "2025-01",
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"actual": 1.2559,
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"forecast": 1.2593,
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"lower_60pi": 1.1881,
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"upper_60pi": 1.324,
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"lower_80pi": 1.1407,
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"upper_80pi": 1.3679,
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"severity": "NORMAL",
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"injected": false
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},
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{
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"month": "2025-02",
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"actual": 1.2372,
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"forecast": 1.2857,
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"lower_60pi": 1.1961,
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"upper_60pi": 1.3751,
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"lower_80pi": 1.1406,
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"upper_80pi": 1.4254,
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"severity": "NORMAL",
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"injected": false
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},
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{
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"month": "2025-03",
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"actual": 1.8017,
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"forecast": 1.295,
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"lower_60pi": 1.1876,
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"upper_60pi": 1.4035,
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"lower_80pi": 1.1269,
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"upper_80pi": 1.4643,
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"severity": "CRITICAL",
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"injected": true
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},
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{
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"month": "2025-04",
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"actual": 1.2648,
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"forecast": 1.2208,
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"lower_60pi": 1.1042,
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"upper_60pi": 1.331,
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"lower_80pi": 1.0353,
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"upper_80pi": 1.4017,
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"severity": "NORMAL",
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"injected": false
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},
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{
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"month": "2025-05",
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"actual": 1.2245,
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"forecast": 1.1703,
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"lower_60pi": 1.0431,
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"upper_60pi": 1.2892,
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"lower_80pi": 0.9691,
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"upper_80pi": 1.3632,
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"severity": "NORMAL",
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"injected": false
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},
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{
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"month": "2025-06",
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"actual": 1.2335,
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"forecast": 1.1456,
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"lower_60pi": 1.0111,
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"upper_60pi": 1.2703,
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"lower_80pi": 0.942,
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"upper_80pi": 1.3454,
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"severity": "NORMAL",
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"injected": false
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},
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{
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"month": "2025-07",
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"actual": 1.2534,
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"forecast": 1.1702,
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"lower_60pi": 1.0348,
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"upper_60pi": 1.2998,
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"lower_80pi": 0.9504,
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"severity": "NORMAL",
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"injected": false
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},
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{
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"month": "2025-08",
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"lower_80pi": 0.9709,
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"severity": "CRITICAL",
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"injected": true
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},
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{
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"month": "2025-09",
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"forecast": 1.191,
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"upper_60pi": 1.3355,
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"lower_80pi": 0.9594,
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"upper_80pi": 1.417,
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"severity": "NORMAL",
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"injected": false
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},
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{
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"month": "2025-10",
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"actual": 1.2398,
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"forecast": 1.1491,
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"lower_60pi": 0.9953,
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"upper_60pi": 1.2869,
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"lower_80pi": 0.9079,
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"upper_80pi": 1.3775,
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"severity": "NORMAL",
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"injected": false
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},
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{
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"month": "2025-11",
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"actual": 1.7317,
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"forecast": 1.0805,
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"lower_60pi": 0.926,
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"upper_60pi": 1.2284,
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"lower_80pi": 0.8361,
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"upper_80pi": 1.3122,
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"severity": "CRITICAL",
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"injected": true
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},
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{
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"month": "2025-12",
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"actual": 1.2625,
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"forecast": 1.0613,
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"lower_60pi": 0.8952,
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"upper_60pi": 1.2169,
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"lower_80pi": 0.8022,
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"upper_80pi": 1.296,
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"severity": "WARNING",
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"injected": false
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}
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]
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}
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