<model_name>!DETECT_ANOMALIES

Detects and reports anomalies in the input data passed to the method. This is a method of the anomaly detector object that you create by executing the CREATE SNOWFLAKE.ML.ANOMALY_DETECTION command.

The method returns a table that labels each row of the input data as anomalous or not.

Syntax

<model_name>!DETECT_ANOMALIES(
  INPUT_DATA => <reference_to_data_to_analyze>,
  TIMESTAMP_COLNAME => '<timestamp_column_name>',
  TARGET_COLNAME => '<target_column_name>',
  [ CONFIG_OBJECT => <configuration_object>, ]
  [ SERIES_COLNAME => '<series_column_name>' ]
)
Copy

Note

model_name is the object that you create by executing the CREATE SNOWFLAKE.ML.ANOMALY_DETECTION command.

Arguments

Required:

INPUT_DATA => reference_to_data_to_analyze

A reference to the table, view, or query that returns the data to analyze.

TIMESTAMP_COLNAME => 'timestamp_column_name'

The name of the column containing the timestamps (TIMESTAMP_NTZ) in the time-series data.

TARGET_COLNAME => 'target_column_name'

The name of the column containing the data to analyze (type NUMERIC or FLOAT).

Optional:

SERIES_COLNAME => 'series_column_name'

Name of the column containing the identifier for the series (for multi-series data). This column should be a VARIANT because it can be any type of value or values from multiple columns in an array.

CONFIG_OBJECT => config_object

An OBJECT containing key-value pairs used to configure the anomaly detection job.

Key

Type

Default

Description

prediction_interval

FLOAT

0.99

Value between 0 and 1 that specifies the percentage of the observations that should be marked as anomalies:

  • For less strict anomaly detection (that is, identifying fewer observations marked as anomalies), specify a higher value.

  • For more strict anomaly detection (that is, identifying more observations as anomalies), reduce this value.

on_error

STRING

'ABORT'

String (constant) that specifies the error handling for the anomaly detection task. This is most useful when detecting anomalies in multiple series. Supported values are:

  • 'abort': Abort the operation if an error is encountered in any time series.

  • 'skip': Skip any time series where anomaly detection encounters an error. This allows anomaly detection to succeed for other time series. Series that failed are absent from the output.

Returns

The function returns the following columns:

Column Name

Data Type

Description

TS

TIMESTAMP_NTZ

The timestamps of the data

Y

FLOAT

The values for the time series

FORECAST

FLOAT

The predicted value at the timestamp.

LOWER_BOUND

FLOAT

The lower bound of the value within the prediction interval. Values that are lower than this are flagged as anomalies.

UPPER_BOUND

FLOAT

The upper bound of the value within the prediction interval. Values that are higher than this are flagged as anomalies.

IS_ANOMALY

BOOLEAN

True if the value is an anomaly; False if not.

PERCENTILE

FLOAT

The corresponding percentile of the observed Y value given the prediction interval.

If the percentile is outside of ((1 - alpha) / 2, 1 - (1 - alpha) / 2), the value is flagged as an anomaly. For example, if the prediction interval is 0.95, a percentile of 0.96 would not be an anomaly, but a percentile of 0.98 would be.

If the prediction_interval field is not specified in the configuration object, the default is 0.99.

DISTANCE

FLOAT

The multiple of the standard deviation from the FORECAST column (z-score)

Usage notes

  • The columns for the data specified in the CREATE SNOWFLAKE.ML.ANOMALY_DETECTION command (in the INPUT_DATA constructor argument) must match the columns for the data specified in the INPUT_DATA argument of this method.

    For example, if you passed the SERIES_COLNAME argument to the CREATE SNOWFLAKE.ML.ANOMALY_DETECTION command, you must also pass the SERIES_COLNAME argument to this method. If you omitted the SERIES_COLNAME argument in the command, you must omit that argument here.

  • If the column names specified by the TIMESTAMP_COLNAME or TARGET_COLNAME arguments do not exist in the table, view, or query specified by the INPUT_DATA argument, an error occurs.