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![Time Series
• Definition
• Time series is a sequence of data points recorded in time order, often taken at successive
equally paced points in time.
• Examples
• Stock prices, Sales demand, website traffic, daily temperatures, quarterly sales
• Time series is different from regression analysis because of its time-dependent
nature.
• Auto-correlation: Regression analysis requires that there is little or no autocorrelation in the
data. It occurs when the observations are not independent of each other. For example, in
stock prices, the current price is not independent of the previous price. [The observations
have to be dependent on time]
• Seasonality, a characteristic which we will discuss below.](https://image.slidesharecdn.com/2021-210915203345/75/Time-Series-Anomaly-Detection-with-Azure-and-NETT-8-2048.jpg)
![Spectrum Residual Cnn (SrCnn)
• to monitor the time-series continuously and alert for potential incidents on time
• The algorithm first computes the Fourier Transform of the original data. Then it
computes the spectral residual of the log amplitude of the transformed signal
before applying the Inverse Fourier Transform to map the sequence back from
the frequency to the time domain. This sequence is called the saliency map. The
anomaly score is then computed as the relative difference between the saliency
map values and their moving averages. If the score is above a threshold, the value
at a specific timestep is flagged as an outlier.
• There are several parameters for SR algorithm. To obtain a model with good
performance, we suggest to tune windowSize and threshold at first, these are the
most important parameters to SR. Then you could search for an appropriate
judgementWindowSize which is no larger than windowSize. And for the
remaining parameters, you could use the default value directly.
• Time-Series Anomaly Detection Service at Microsof
[https://arxiv.org/pdf/1906.03821.pdf]](https://image.slidesharecdn.com/2021-210915203345/75/Time-Series-Anomaly-Detection-with-Azure-and-NETT-23-2048.jpg)
Uploaded byMarco Parenzan
Time Series Anomaly Detection with Azure and .NETT
The document discusses time series anomaly detection using Azure and .NET, focusing on considerations for developers transitioning from traditional programming to data science applications. It highlights the definitions, detection methods, and tools in Azure for monitoring and processing time series data, emphasizing the use of .NET frameworks like ML.NET for integrating machine learning. The author also touches on the importance of using various Azure services and components to enhance data processing and anomaly detection in industrial contexts.
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Time Series Anomaly Detection with Azure and .NETT
- 1. Time Series AnomalyDetection with Azure and .NET (part 1) Marco Parenzan // @marco_parenzan
- 2. Marco Parenzan • SenionSolution Architect @ beanTech • 1nn0va Community Lead (Pordenone) • Microsoft Azure MVP • Profiles • Linkedin: https://www.linkedin.com/in/marcoparenzan/ • Slideshare: https://www.slideshare.net/marco.parenzan • GitHub: https://github.com/marcoparenzan
- 3. This is thejourney of… • …a .NET developer… • …or an IoT developer… • …a one-man band (sometimes )… • …facing typical data science world topics… • …that wants to use .NET everywhere!
- 4.
- 5. Scenario • In anindustrial fridge, you monitor temperatures to check not the temperature «per se», but to check the healthy of the plant From real industrial fridges
- 6. Storage Account IoT Hub Devices Events Ingest The batchpoint of view...
- 7. With no anyspecific request... what is IoT all about? Efficiency Anomalies Batch Streaming
- 8. Time Series • Definition •Time series is a sequence of data points recorded in time order, often taken at successive equally paced points in time. • Examples • Stock prices, Sales demand, website traffic, daily temperatures, quarterly sales • Time series is different from regression analysis because of its time-dependent nature. • Auto-correlation: Regression analysis requires that there is little or no autocorrelation in the data. It occurs when the observations are not independent of each other. For example, in stock prices, the current price is not independent of the previous price. [The observations have to be dependent on time] • Seasonality, a characteristic which we will discuss below.
- 9. Anomaly Detection inTime Series • In time series data, an anomaly or outlier can be termed as a data point which is not following the common collective trend or seasonal or cyclic pattern of the entire data and is significantly distinct from rest of the data. By significant, most data scientists mean statistical significance, which in order words, signify that the statistical properties of the data point is not in alignment with the rest of the series. • Anomaly detection has two basic assumptions: • Anomalies only occur very rarely in the data. • Their features differ from the normal instances significantly.
- 10. Threshold anomalies? • ThresholdAnomalies for a time window • Slow changing damages • Fridge is no more efficient • Threshold alarms are not enough • Anomalies cannot be just «over a threshold for some time»... • Condenser or Evaporator with difficulties starting • Distinguish from Opening a door (that is also an anomaly) • Or also counting the number of times that there are peaks (too many times) • You can considering each of these events as anomalies that alter the temperature you measure in different part of the fridge
- 11. How can weimplement processing? Ingest Process Storage Account Azure IoT Hub-Related Services Devices Events ? We explore some of them, probably the most Microsoft and Azure oriented
- 12.
- 13. I’m not adata scientist! Or a BI Analyst!
- 14. I’m a .NETDeveloper!
- 15. Make me thinkas a Data Scientist!
- 16.
- 17. Spark Unifies: BatchProcessing Interactive SQL Real-time processing Machine Learning Deep Learning Graph Processing An unified, open source, parallel, data processing framework for Big Data Analytics Spark Core Engine Spark SQL Batch processing Spark Structured Streaming Stream processing Spark MLlib Machine Learning Yarn Spark MLlib Machine Learning Spark Streaming Stream processing GraphX Graph Computation http://spark.apache.org Apache Spark
- 18. Batch vs. Notebooks •Batch • Work on slow data stored into a Datalake • Submit a complete app in one single deploy • Receive the entire output • Notebook • «sketching» the code • Write/delete/rewrite continuously • Run cell by cell (but also all at once) interactive • In a world of Mathematica
- 19. Jupyter • Evolution andgeneralization of the seminal role of Mathematica • In web standards way • Web (HTTP+Markdown) • Python adoption (ipynb) • Written in Java • Python has an interop bridge...not native (if ever important)Python is a kernel for Jupyter
- 20. Python! • Simple tostart (that why C# is pythonizing…) • “Open Source” • TensorFlow, Scikit-learn, Keras, Pandas, PyTorch • Remember one thing: • Often behind a Data Science framework there is a native library and Python binds that library • Spark is written in Java and there is a bridge for Python to Spark • Jupyter is written in Java and there is a bridge (kernel) for Python
- 21. The Data Scientisttoolbox
- 22. Helping no-data scientitsdevelopers (all! ) • Unsupervised Machine LearningNo labelling • Auto(mated) MLfind the best tuning for you with parameters and algorithms • Automated Training Set for Anomaly Detection Algorithms • the algorithms automatically generates a simulated training set based non your input data https://docs.microsoft.com/en-us/azure/machine-learning/algorithm-cheat-sheet
- 23. Spectrum Residual Cnn(SrCnn) • to monitor the time-series continuously and alert for potential incidents on time • The algorithm first computes the Fourier Transform of the original data. Then it computes the spectral residual of the log amplitude of the transformed signal before applying the Inverse Fourier Transform to map the sequence back from the frequency to the time domain. This sequence is called the saliency map. The anomaly score is then computed as the relative difference between the saliency map values and their moving averages. If the score is above a threshold, the value at a specific timestep is flagged as an outlier. • There are several parameters for SR algorithm. To obtain a model with good performance, we suggest to tune windowSize and threshold at first, these are the most important parameters to SR. Then you could search for an appropriate judgementWindowSize which is no larger than windowSize. And for the remaining parameters, you could use the default value directly. • Time-Series Anomaly Detection Service at Microsof [https://arxiv.org/pdf/1906.03821.pdf]
- 24.
- 25. Data Science andAI for the .NET developer • ML.NET is first and foremost a framework that you can use to create your own custom ML models. This custom approach contrasts with “pre-built AI,” where you use pre- designed general AI services from the cloud (like many of the offerings from Azure Cognitive Services). This can work great for many scenarios, but it might not always fit your specific business needs due to the nature of the machine learning problem or to the deployment context (cloud vs. on-premises). • ML.NET enables developers to use their existing .NET skills to easily integrate machine learning into almost any .NET application. This means that if C# (or F# or VB) is your programming language of choice, you no longer have to learn a new programming language, like Python or R, in order to develop your own ML models and infuse custom machine learning into your .NET apps.
- 26.
- 27. .NET Interactive andJupyter and Visual Studio Code • .NET Interactive gives C# and F# kernels to Jupyter • .NET Interactive gives all tools to create your hosting application independently from Jupyter • In Visual Studio Code, you have two different notebooks (looking similar but developed in parallel by different teams) • .NET Interactive Notebook (by the .NET Interactive Team) that can run also Python • Jupyter Notebook (by the Azure Data Studio Team – probably) that can run also C# and F# • There is a little confusion on that • .NET Interactive has a strong C#/F# Kernel... • ...a less mature infrastructure (compared to Jupiter)
- 28. .NET for ApacheSpark 1.1.1 • .NET bindings (C# e F#) to Spark • Written on the Spark interop layer, designed to provide high performance bindings to multiple languages • Re-use knowledge, skills, code you have as a .NET developer • Compliant with .NET Standard • You can use .NET for Apache Spark anywhere you write .NET code • Original project Moebius • https://github.com/microsoft/Mobius
- 29. Experimenting ML.NET and .NETInteractive
- 30.
- 31. Functions everywhere Platform App delivery OS On-premises Code AppService on Azure Stack Windows ●●● Non-Azure hosts ●●● ●●● + Azure Functions host runtime Azure Functions Core Tools Azure Functions base Docker image Azure Functions .NET Docker image Azure Functions Node Docker image ●●●
- 32. Azure Cognitive Services •Cognitive Services brings AI within reach of every developer—without requiring machine-learning expertise. All it takes is an API call to embed the ability to see, hear, speak, search, understand, and accelerate decision-making into your apps. Enable developers of all skill levels to easily add AI capabilities to their apps. • Five areas: • Decision • Language • Speech • Vision • Web search Anomaly Detector Identify potential problems early on. Content Moderator Detect potentially offensive or unwanted content. Metrics Advisor PREVIEW Monitor metrics and diagnose issues. Personalizer Create rich, personalized experiences for every user.
- 33. Azure Synapse Analyticsfor the Big Data Limitless analytics service with unmatched time to insight Platform Azure Data Lake Storage Common Data Model Enterprise Security Optimized for Analytics METASTORE SECURITY MANAGEMENT MONITORING DATA INTEGRATION Analytics Runtimes DEDICATED SERVERLESS Form Factors SQL Languages Python .NET Java Scala Experience Synapse Analytics Studio Artificial Intelligence / Machine Learning / Internet of Things Intelligent Apps / Business Intelligence METASTORE SECURITY MANAGEMENT MONITORING
- 34. What is ADX? 34 •A Telemetry data Search engine => ELK replacement • A TSDB => OSS LAMBDA (MinIO + Kafka) replacement • A Tool to Materialize data into ADLS & SQL • A Tool for monitoring, summarizing information and send notifications
- 35.
- 36. First conclusions • .NETecosystem in Data Science World is completing • C# is pythonizing since C# 7.x • .NET for Spark that runs in Synapse and DataBricks • .Net Interactive notebooks in Visual Studio Code, Synapse, Cosmos... • Azure has lot of support for Data Science in .NET and adopt everything described
- 37. See you forsecond part with the complete journey with more demoes Part 2: Sept 23rd, 7.20 AM EDT Time Series Anomaly Detection with Azure and .NET (part 1)
- 38. Thank you! Marco Parenzan SeniorSolution Architect @ beanTech Microsoft Azure MVP 1nn0va Community Lead • https://docs.microsoft.com/en-us/azure/cognitive-services/anomaly-detector/ • https://docs.microsoft.com/en-us/dotnet/machine-learning/tutorials/sales-anomaly-detection • https://github.com/dotnet/interactive • https://docs.microsoft.com/en-us/dotnet/machine-learning/how-to-guides/serve-model-serverless-azure-functions-ml-net • https://azure.microsoft.com/en-us/services/cognitive-services/metrics-advisor/
Editor's Notes
- #9 https://towardsdatascience.com/time-series-analysis-for-beginners-8a200552e332
- #10 Anomaly detection is the process of identifying unexpected items or events in data sets, which differ from the norm. And anomaly detection is often applied on unlabeled data which is known as unsupervised anomaly detection. https://towardsdatascience.com/effective-approaches-for-time-series-anomaly-detection-9485b40077f1
- #24 The Spectral Residual outlier detector is based on the paper Time-Series Anomaly Detection Service at Microsoft and is suitable for unsupervised online anomaly detection in univariate time series data. The algorithm first computes the Fourier Transform of the original data. Then it computes the spectral residual of the log amplitude of the transformed signal before applying the Inverse Fourier Transform to map the sequence back from the frequency to the time domain. This sequence is called the saliency map. The anomaly score is then computed as the relative difference between the saliency map values and their moving averages. If the score is above a threshold, the value at a specific timestep is flagged as an outlier. For more details, please check out the paper.