Source code for quantilesdetector

import pandas as pd

[docs]class PercentileDetection: def __init__(self, percentile=0.9): self.percentile = percentile
[docs] def fit(self, x, y=None): self.thresholds = [ pd.Series(x[:,i]).quantile(self.percentile) for i in range(x.shape[1]) ]
[docs] def predict(self, x, y=None): return (x > self.thresholds).max(axis=1)
[docs] def fit_predict(self, x, y=None): self.fit(x) return self.predict(x)