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* Licensed to the Apache Software Foundation (ASF) under one
* or more contributor license agreements. See the NOTICE file
* distributed with this work for additional information
* regarding copyright ownership. The ASF licenses this file
* to you under the Apache License, Version 2.0 (the
* "License"); you may not use this file except in compliance
* with the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing,
* software distributed under the License is distributed on an
* "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
* KIND, either express or implied. See the License for the
* specific language governing permissions and limitations
* under the License.
*/
package hivemall.anomaly;
import hivemall.anomaly.SingularSpectrumTransformUDF.Parameters;
import hivemall.anomaly.SingularSpectrumTransformUDF.ScoreFunction;
import java.io.BufferedReader;
import java.io.IOException;
import java.io.InputStream;
import java.io.InputStreamReader;
import java.util.zip.GZIPInputStream;
import javax.annotation.Nonnull;
import org.apache.hadoop.hive.ql.metadata.HiveException;
import org.apache.hadoop.hive.serde2.objectinspector.PrimitiveObjectInspector;
import org.apache.hadoop.hive.serde2.objectinspector.primitive.PrimitiveObjectInspectorFactory;
import org.junit.Assert;
import org.junit.Test;
public class SingularSpectrumTransformTest {
private static final boolean DEBUG = false;
@Test
public void testSVDSST() throws IOException, HiveException {
int numChangepoints = detectSST(ScoreFunction.svd, 0.95d);
Assert.assertTrue("#changepoints SHOULD be greater than 0: " + numChangepoints,
numChangepoints > 0);
Assert.assertTrue("#changepoints SHOULD be less than 5: " + numChangepoints,
numChangepoints < 5);
}
@Test
public void testIKASST() throws IOException, HiveException {
int numChangepoints = detectSST(ScoreFunction.ika, 0.65d);
Assert.assertTrue("#changepoints SHOULD be greater than 0: " + numChangepoints,
numChangepoints > 0);
Assert.assertTrue("#changepoints SHOULD be less than 5: " + numChangepoints,
numChangepoints < 5);
}
@Test
public void testSVDTwitterData() throws IOException, HiveException {
int numChangepoints = detectTwitterData(ScoreFunction.svd, 0.005d);
Assert.assertTrue("#changepoints SHOULD be greater than 0: " + numChangepoints,
numChangepoints > 0);
Assert.assertTrue("#changepoints SHOULD be less than 5: " + numChangepoints,
numChangepoints < 5);
}
@Test
public void testIKATwitterData() throws IOException, HiveException {
int numChangepoints = detectTwitterData(ScoreFunction.ika, 0.0175d);
Assert.assertTrue("#changepoints SHOULD be greater than 0: " + numChangepoints,
numChangepoints > 0);
Assert.assertTrue("#changepoints SHOULD be less than 5: " + numChangepoints,
numChangepoints < 5);
}
private static int detectSST(@Nonnull final ScoreFunction scoreFunc,
@Nonnull final double threshold) throws IOException, HiveException {
Parameters params = new Parameters();
params.set(scoreFunc);
PrimitiveObjectInspector oi = PrimitiveObjectInspectorFactory.javaDoubleObjectInspector;
SingularSpectrumTransform sst = new SingularSpectrumTransform(params, oi);
double[] outScores = new double[1];
BufferedReader reader = readFile("cf1d.csv");
println("x change");
String line;
int numChangepoints = 0;
while ((line = reader.readLine()) != null) {
double x = Double.parseDouble(line);
sst.update(x, outScores);
printf("%f %f%n", x, outScores[0]);
if (outScores[0] > threshold) {
numChangepoints++;
}
}
return numChangepoints;
}
private static int detectTwitterData(@Nonnull final ScoreFunction scoreFunc,
@Nonnull final double threshold) throws IOException, HiveException {
Parameters params = new Parameters();
params.set(scoreFunc);
PrimitiveObjectInspector oi = PrimitiveObjectInspectorFactory.javaDoubleObjectInspector;
SingularSpectrumTransform sst = new SingularSpectrumTransform(params, oi);
double[] outScores = new double[1];
BufferedReader reader = readFile("twitter.csv.gz");
println("# time x change");
String line;
int i = 1, numChangepoints = 0;
while ((line = reader.readLine()) != null) {
double x = Double.parseDouble(line);
sst.update(x, outScores);
printf("%d %f %f%n", i, x, outScores[0]);
if (outScores[0] > threshold) {
numChangepoints++;
}
i++;
}
return numChangepoints;
}
private static void println(String msg) {
if (DEBUG) {
System.out.println(msg);
}
}
private static void printf(String format, Object... args) {
if (DEBUG) {
System.out.printf(format, args);
}
}
@Nonnull
private static BufferedReader readFile(@Nonnull String fileName) throws IOException {
InputStream is = SingularSpectrumTransformTest.class.getResourceAsStream(fileName);
if (fileName.endsWith(".gz")) {
is = new GZIPInputStream(is);
}
return new BufferedReader(new InputStreamReader(is));
}
}