F1ScoreByTimePerformanceEvaluation.java

package com.linkedin.thirdeye.anomalydetection.performanceEvaluation;

import com.linkedin.thirdeye.datalayer.dto.MergedAnomalyResultDTO;
import java.util.List;


/**
 * The f1 score of the cloned function with regarding to the labeled anomalies in original function.
 * The calculation is based on the time overlapped with the labeled anomalies.
 */
public class F1ScoreByTimePerformanceEvaluation extends BasePerformanceEvaluate {
  private List<MergedAnomalyResultDTO> knownAnomalies;      // The merged anomalies which are labeled by user
  private List<MergedAnomalyResultDTO> detectedAnomalies;        // The merged anomalies which are generated by anomaly function

  public F1ScoreByTimePerformanceEvaluation(List<MergedAnomalyResultDTO> knownAnomalies,
      List<MergedAnomalyResultDTO> detectedAnomalies) {
    this.knownAnomalies = knownAnomalies;
    this.detectedAnomalies = detectedAnomalies;
  }

  @Override
  public double evaluate() {
    double precision = new PrecisionByTimePerformanceEvaluation(knownAnomalies, detectedAnomalies).evaluate();
    double recall = new RecallByTimePreformanceEvaluation(knownAnomalies, detectedAnomalies).evaluate();
    return 2.0 / (1.0 / precision + 1.0 / recall);
  }
}