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3 changes: 1 addition & 2 deletions src/python/docs/docstrings/IIDChangePointDetector.txt
Original file line number Diff line number Diff line change
Expand Up @@ -47,7 +47,6 @@
.. index:: models, timeseries, transform

Example:
.. literalinclude::
/../nimbusml/examples/IidSpikeChangePointDetector.py
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/IidChangePointDetector_df.py
:language: python
"""
4 changes: 2 additions & 2 deletions src/python/docs/docstrings/IIDSpikeDetector.txt
Original file line number Diff line number Diff line change
Expand Up @@ -9,7 +9,7 @@
distribution. `Adaptive kernel density estimation
<https://en.wikipedia.org/wiki/Variable_kernel_density_estimation>`_
is used to model the distribution.
The `p-value <https://en.wikipedia.org/wiki/P-value`_> score
The `p-value <https://en.wikipedia.org/wiki/P-value>`_ score
indicates the likelihood of the current observation according to
the estimated distribution. The lower its value, the more likely the
current point is an outlier.
Expand All @@ -29,6 +29,6 @@
.. index:: models, timeseries, transform

Example:
.. literalinclude:: /../nimbusml/examples/IidSpikePointDetector.py
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/IidSpikeDetector_df.py
:language: python
"""
2 changes: 1 addition & 1 deletion src/python/docs/docstrings/SsaChangePointDetector.txt
Original file line number Diff line number Diff line change
Expand Up @@ -68,6 +68,6 @@
.. index:: models, timeseries, transform

Example:
.. literalinclude:: /../nimbusml/examples/SsaChangePointDetector.py
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/SsaChangePointDetector_df.py
:language: python
"""
31 changes: 31 additions & 0 deletions src/python/docs/docstrings/SsaForecaster.txt
Original file line number Diff line number Diff line change
@@ -0,0 +1,31 @@
"""
This transform forecasts using Singular Spectrum Analysis (SSA).

.. remarks::

This class implements the transform based on `Singular Spectrum Analysis
<https://en.wikipedia.org/wiki/Singular_spectrum_analysis>`_ (SSA).
SSA is a powerful framework for decomposing the time-series into trend,
seasonality and noise components as well as forecasting the future values
of the time-series. In principle, SSA performs spectral analysis on the
input time-series where each component in the spectrum corresponds to a
trend, seasonal or noise component in the time-series. For details of the
Singular Spectrum Analysis (SSA), refer to `this document
<http://arxiv.org/pdf/1206.6910.pdf>`_.

.. seealso::
:py:func:`IIDChangePointDetector
<nimbusml.preprocessing.timeseries.IIDChangePointDetector>`,
:py:func:`IIDSpikeDetector
<nimbusml.preprocessing.timeseries.IIDSpikeDetector>`,
:py:func:`SsaChangePointDetector
<nimbusml.preprocessing.timeseries.SsaChangePointDetector>`.
:py:func:`SsaSpikeDetector
<nimbusml.preprocessing.timeseries.SsaSpikeDetector>`.

.. index:: models, timeseries, transform

Example:
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/SsaForecaster_df.py
:language: python
"""
4 changes: 2 additions & 2 deletions src/python/docs/docstrings/SsaSpikeDetector.txt
Original file line number Diff line number Diff line change
Expand Up @@ -23,7 +23,7 @@
kernel density estimation
<https://en.wikipedia.org/wiki/Variable_kernel_density_estimation>`_.

The `p-value <https://en.wikipedia.org/wiki/P-value`_> score for the
The `p-value <https://en.wikipedia.org/wiki/P-value>`_ score for the
current deviation is calculated based on the
estimated distribution. The lower its value, the more likely the
current point is an outlier.
Expand Down Expand Up @@ -60,6 +60,6 @@
.. index:: models, timeseries, transform

Example:
.. literalinclude:: /../nimbusml/examples/SsaSpikeDetector.py
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/SsaSpikeDetector_df.py
:language: python
"""
1 change: 1 addition & 0 deletions src/python/nimbusml.pyproj
Original file line number Diff line number Diff line change
Expand Up @@ -999,6 +999,7 @@
<Content Include="docs\docstrings\SkipFilter.txt" />
<Content Include="docs\docstrings\SlidingWindow.txt" />
<Content Include="docs\docstrings\SsaChangePointDetector.txt" />
<Content Include="docs\docstrings\SsaForecaster.txt" />
<Content Include="docs\docstrings\SsaSpikeDetector.txt" />
<Content Include="docs\docstrings\SsweEmbedding.txt" />
<Content Include="docs\docstrings\SupervisedBinner.txt" />
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -68,8 +68,7 @@ class IidChangePointDetector(BasePipelineItem, DefaultSignature):
.. index:: models, timeseries, transform

Example:
.. literalinclude::
/../nimbusml/examples/IidSpikeChangePointDetector.py
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/IidChangePointDetector_df.py
:language: python
"""

Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,7 @@ class IidSpikeDetector(BasePipelineItem, DefaultSignature):
distribution. `Adaptive kernel density estimation
<https://en.wikipedia.org/wiki/Variable_kernel_density_estimation>`_
is used to model the distribution.
The `p-value <https://en.wikipedia.org/wiki/P-value`_> score
The `p-value <https://en.wikipedia.org/wiki/P-value>`_ score
indicates the likelihood of the current observation according to
the estimated distribution. The lower its value, the more likely the
current point is an outlier.
Expand Down Expand Up @@ -56,7 +56,7 @@ class IidSpikeDetector(BasePipelineItem, DefaultSignature):
.. index:: models, timeseries, transform

Example:
.. literalinclude:: /../nimbusml/examples/IidSpikePointDetector.py
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/IidSpikeDetector_df.py
:language: python
"""

Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -91,7 +91,7 @@ class SsaChangePointDetector(BasePipelineItem, DefaultSignature):
.. index:: models, timeseries, transform

Example:
.. literalinclude:: /../nimbusml/examples/SsaChangePointDetector.py
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/SsaChangePointDetector_df.py
:language: python
"""

Expand Down
30 changes: 28 additions & 2 deletions src/python/nimbusml/internal/core/timeseries/ssaforecaster.py
Original file line number Diff line number Diff line change
Expand Up @@ -18,8 +18,19 @@

class SsaForecaster(BasePipelineItem, DefaultSignature):
"""
**Description**
This transform forecasts using Singular Spectrum Analysis (SSA).
This transform forecasts using Singular Spectrum Analysis (SSA).

.. remarks::

This class implements the transform based on `Singular Spectrum Analysis
<https://en.wikipedia.org/wiki/Singular_spectrum_analysis>`_ (SSA).
SSA is a powerful framework for decomposing the time-series into trend,
seasonality and noise components as well as forecasting the future values
of the time-series. In principle, SSA performs spectral analysis on the
input time-series where each component in the spectrum corresponds to a
trend, seasonal or noise component in the time-series. For details of the
Singular Spectrum Analysis (SSA), refer to `this document
<http://arxiv.org/pdf/1206.6910.pdf>`_.

:param window_size: The length of the window on the series for building the
trajectory matrix (parameter L).
Expand Down Expand Up @@ -69,6 +80,21 @@ class SsaForecaster(BasePipelineItem, DefaultSignature):

:param params: Additional arguments sent to compute engine.

.. seealso::
:py:func:`IIDChangePointDetector
<nimbusml.preprocessing.timeseries.IIDChangePointDetector>`,
:py:func:`IIDSpikeDetector
<nimbusml.preprocessing.timeseries.IIDSpikeDetector>`,
:py:func:`SsaChangePointDetector
<nimbusml.preprocessing.timeseries.SsaChangePointDetector>`.
:py:func:`SsaSpikeDetector
<nimbusml.preprocessing.timeseries.SsaSpikeDetector>`.

.. index:: models, timeseries, transform

Example:
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/SsaForecaster_df.py
:language: python
"""

@trace
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -42,7 +42,7 @@ class SsaSpikeDetector(BasePipelineItem, DefaultSignature):
kernel density estimation
<https://en.wikipedia.org/wiki/Variable_kernel_density_estimation>`_.

The `p-value <https://en.wikipedia.org/wiki/P-value`_> score for the
The `p-value <https://en.wikipedia.org/wiki/P-value>`_ score for the
current deviation is calculated based on the
estimated distribution. The lower its value, the more likely the
current point is an outlier.
Expand Down Expand Up @@ -85,7 +85,7 @@ class SsaSpikeDetector(BasePipelineItem, DefaultSignature):
.. index:: models, timeseries, transform

Example:
.. literalinclude:: /../nimbusml/examples/SsaSpikeDetector.py
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/SsaSpikeDetector_df.py
:language: python
"""

Expand Down
3 changes: 1 addition & 2 deletions src/python/nimbusml/timeseries/iidchangepointdetector.py
Original file line number Diff line number Diff line change
Expand Up @@ -75,8 +75,7 @@ class IidChangePointDetector(
.. index:: models, timeseries, transform

Example:
.. literalinclude::
/../nimbusml/examples/IidSpikeChangePointDetector.py
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/IidChangePointDetector_df.py
:language: python
"""

Expand Down
4 changes: 2 additions & 2 deletions src/python/nimbusml/timeseries/iidspikedetector.py
Original file line number Diff line number Diff line change
Expand Up @@ -30,7 +30,7 @@ class IidSpikeDetector(core, BaseTransform, TransformerMixin):
distribution. `Adaptive kernel density estimation
<https://en.wikipedia.org/wiki/Variable_kernel_density_estimation>`_
is used to model the distribution.
The `p-value <https://en.wikipedia.org/wiki/P-value`_> score
The `p-value <https://en.wikipedia.org/wiki/P-value>`_ score
indicates the likelihood of the current observation according to
the estimated distribution. The lower its value, the more likely the
current point is an outlier.
Expand Down Expand Up @@ -60,7 +60,7 @@ class IidSpikeDetector(core, BaseTransform, TransformerMixin):
.. index:: models, timeseries, transform

Example:
.. literalinclude:: /../nimbusml/examples/IidSpikePointDetector.py
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/IidSpikeDetector_df.py
:language: python
"""

Expand Down
2 changes: 1 addition & 1 deletion src/python/nimbusml/timeseries/ssachangepointdetector.py
Original file line number Diff line number Diff line change
Expand Up @@ -98,7 +98,7 @@ class SsaChangePointDetector(
.. index:: models, timeseries, transform

Example:
.. literalinclude:: /../nimbusml/examples/SsaChangePointDetector.py
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/SsaChangePointDetector_df.py
:language: python
"""

Expand Down
30 changes: 28 additions & 2 deletions src/python/nimbusml/timeseries/ssaforecaster.py
Original file line number Diff line number Diff line change
Expand Up @@ -19,8 +19,19 @@

class SsaForecaster(core, BaseTransform, TransformerMixin):
"""
**Description**
This transform forecasts using Singular Spectrum Analysis (SSA).
This transform forecasts using Singular Spectrum Analysis (SSA).

.. remarks::

This class implements the transform based on `Singular Spectrum Analysis
<https://en.wikipedia.org/wiki/Singular_spectrum_analysis>`_ (SSA).
SSA is a powerful framework for decomposing the time-series into trend,
seasonality and noise components as well as forecasting the future values
of the time-series. In principle, SSA performs spectral analysis on the
input time-series where each component in the spectrum corresponds to a
trend, seasonal or noise component in the time-series. For details of the
Singular Spectrum Analysis (SSA), refer to `this document
<http://arxiv.org/pdf/1206.6910.pdf>`_.

:param columns: see `Columns </nimbusml/concepts/columns>`_.

Expand Down Expand Up @@ -72,6 +83,21 @@ class SsaForecaster(core, BaseTransform, TransformerMixin):

:param params: Additional arguments sent to compute engine.

.. seealso::
:py:func:`IIDChangePointDetector
<nimbusml.preprocessing.timeseries.IIDChangePointDetector>`,
:py:func:`IIDSpikeDetector
<nimbusml.preprocessing.timeseries.IIDSpikeDetector>`,
:py:func:`SsaChangePointDetector
<nimbusml.preprocessing.timeseries.SsaChangePointDetector>`.
:py:func:`SsaSpikeDetector
<nimbusml.preprocessing.timeseries.SsaSpikeDetector>`.

.. index:: models, timeseries, transform

Example:
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/SsaForecaster_df.py
:language: python
"""

@trace
Expand Down
4 changes: 2 additions & 2 deletions src/python/nimbusml/timeseries/ssaspikedetector.py
Original file line number Diff line number Diff line change
Expand Up @@ -44,7 +44,7 @@ class SsaSpikeDetector(core, BaseTransform, TransformerMixin):
kernel density estimation
<https://en.wikipedia.org/wiki/Variable_kernel_density_estimation>`_.

The `p-value <https://en.wikipedia.org/wiki/P-value`_> score for the
The `p-value <https://en.wikipedia.org/wiki/P-value>`_ score for the
current deviation is calculated based on the
estimated distribution. The lower its value, the more likely the
current point is an outlier.
Expand Down Expand Up @@ -89,7 +89,7 @@ class SsaSpikeDetector(core, BaseTransform, TransformerMixin):
.. index:: models, timeseries, transform

Example:
.. literalinclude:: /../nimbusml/examples/SsaSpikeDetector.py
.. literalinclude:: /../nimbusml/examples/examples_from_dataframe/SsaSpikeDetector_df.py
:language: python
"""

Expand Down