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oxirs_stream/
anomaly_detection.rs

1//! Anomaly Detection with Adaptive Thresholds
2//!
3//! This module provides real-time anomaly detection for streaming data with
4//! self-adjusting thresholds that adapt to changing data distributions.
5//!
6//! # Features
7//!
8//! - **Multiple Detection Algorithms**: Z-score, IQR, isolation forest, etc.
9//! - **Adaptive Thresholds**: Self-adjusting based on data distribution
10//! - **Seasonal Awareness**: Handles periodic patterns
11//! - **Multi-dimensional Detection**: Detect anomalies across multiple features
12//! - **Ensemble Methods**: Combine multiple detectors for robustness
13//! - **Alerting Integration**: Configurable alerting system
14
15use serde::{Deserialize, Serialize};
16use std::collections::{HashMap, VecDeque};
17use std::sync::Arc;
18use std::time::{Duration, Instant, SystemTime};
19use tokio::sync::RwLock;
20
21use crate::error::StreamError;
22
23/// Anomaly detection configuration
24#[derive(Debug, Clone, Serialize, Deserialize)]
25pub struct AnomalyConfig {
26    /// Initial threshold (number of standard deviations)
27    pub initial_threshold: f64,
28    /// Window size for statistics calculation
29    pub window_size: usize,
30    /// Learning rate for adaptive threshold
31    pub adaptation_rate: f64,
32    /// Minimum samples before detection starts
33    pub warmup_samples: usize,
34    /// Enable seasonal decomposition
35    pub seasonal_detection: bool,
36    /// Seasonal period (if known)
37    pub seasonal_period: Option<usize>,
38    /// Enable ensemble detection
39    pub use_ensemble: bool,
40    /// Contamination ratio (expected anomaly percentage)
41    pub contamination: f64,
42    /// Alert cooldown period
43    pub alert_cooldown: Duration,
44    /// Maximum alerts per period
45    pub max_alerts_per_period: usize,
46}
47
48impl Default for AnomalyConfig {
49    fn default() -> Self {
50        Self {
51            initial_threshold: 3.0,
52            window_size: 1000,
53            adaptation_rate: 0.01,
54            warmup_samples: 100,
55            seasonal_detection: false,
56            seasonal_period: None,
57            use_ensemble: true,
58            contamination: 0.01,
59            alert_cooldown: Duration::from_secs(60),
60            max_alerts_per_period: 10,
61        }
62    }
63}
64
65/// Detection algorithm type
66#[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
67pub enum DetectorType {
68    /// Z-score based detection
69    ZScore,
70    /// Modified Z-score (MAD-based)
71    ModifiedZScore,
72    /// Interquartile range
73    IQR,
74    /// Exponentially weighted moving average
75    EWMA,
76    /// Isolation forest
77    IsolationForest,
78    /// Local outlier factor
79    LOF,
80    /// One-class SVM approximation
81    OneClassSVM,
82    /// Seasonal hybrid ESD
83    SeasonalHybridESD,
84    /// CUSUM (Cumulative Sum)
85    CUSUM,
86}
87
88/// Anomaly severity level
89#[derive(Debug, Clone, Serialize, Deserialize, PartialEq, Ord, PartialOrd, Eq)]
90pub enum AnomalySeverity {
91    /// Low severity
92    Low,
93    /// Medium severity
94    Medium,
95    /// High severity
96    High,
97    /// Critical severity
98    Critical,
99}
100
101/// Detected anomaly
102#[derive(Debug, Clone, Serialize, Deserialize)]
103pub struct Anomaly {
104    /// Unique anomaly ID
105    pub id: String,
106    /// Timestamp of detection
107    pub timestamp: SystemTime,
108    /// Anomalous value
109    pub value: f64,
110    /// Expected value
111    pub expected: f64,
112    /// Anomaly score (higher = more anomalous)
113    pub score: f64,
114    /// Severity level
115    pub severity: AnomalySeverity,
116    /// Detection method
117    pub detector: DetectorType,
118    /// Additional context
119    pub context: HashMap<String, String>,
120    /// Feature index (for multi-dimensional)
121    pub feature_index: Option<usize>,
122}
123
124/// Alert for anomaly notification
125#[derive(Debug, Clone, Serialize, Deserialize)]
126pub struct AnomalyAlert {
127    /// Alert ID
128    pub alert_id: String,
129    /// Associated anomaly
130    pub anomaly: Anomaly,
131    /// Alert timestamp
132    pub timestamp: SystemTime,
133    /// Alert message
134    pub message: String,
135    /// Is acknowledged
136    pub acknowledged: bool,
137    /// Action taken
138    pub action: Option<String>,
139}
140
141/// Anomaly detection statistics
142#[derive(Debug, Clone, Default, Serialize, Deserialize)]
143pub struct AnomalyStats {
144    /// Total samples processed
145    pub total_samples: u64,
146    /// Total anomalies detected
147    pub total_anomalies: u64,
148    /// Anomalies by severity
149    pub by_severity: HashMap<String, u64>,
150    /// Current threshold
151    pub current_threshold: f64,
152    /// Current mean
153    pub current_mean: f64,
154    /// Current standard deviation
155    pub current_std: f64,
156    /// Detection rate
157    pub detection_rate: f64,
158    /// False positive estimate
159    pub false_positive_estimate: f64,
160    /// Average anomaly score
161    pub avg_anomaly_score: f64,
162    /// Alerts generated
163    pub alerts_generated: u64,
164}
165
166/// Running statistics for streaming data
167#[derive(Debug, Clone)]
168struct RunningStats {
169    /// Sample count
170    count: u64,
171    /// Running mean
172    mean: f64,
173    /// Running M2 for variance
174    m2: f64,
175    /// Running minimum
176    min: f64,
177    /// Running maximum
178    max: f64,
179    /// Recent values for IQR
180    recent_values: VecDeque<f64>,
181    /// Sorted recent values for percentiles
182    sorted_values: Vec<f64>,
183    /// Needs re-sorting
184    needs_sort: bool,
185}
186
187impl RunningStats {
188    fn new(capacity: usize) -> Self {
189        Self {
190            count: 0,
191            mean: 0.0,
192            m2: 0.0,
193            min: f64::MAX,
194            max: f64::MIN,
195            recent_values: VecDeque::with_capacity(capacity),
196            sorted_values: Vec::with_capacity(capacity),
197            needs_sort: true,
198        }
199    }
200
201    fn update(&mut self, value: f64, window_size: usize) {
202        self.count += 1;
203
204        // Welford's online algorithm
205        let delta = value - self.mean;
206        self.mean += delta / self.count as f64;
207        let delta2 = value - self.mean;
208        self.m2 += delta * delta2;
209
210        // Update min/max
211        self.min = self.min.min(value);
212        self.max = self.max.max(value);
213
214        // Update recent values window
215        self.recent_values.push_back(value);
216        if self.recent_values.len() > window_size {
217            self.recent_values.pop_front();
218        }
219
220        self.needs_sort = true;
221    }
222
223    fn variance(&self) -> f64 {
224        if self.count < 2 {
225            0.0
226        } else {
227            self.m2 / (self.count - 1) as f64
228        }
229    }
230
231    fn std(&self) -> f64 {
232        self.variance().sqrt()
233    }
234
235    fn percentile(&mut self, p: f64) -> f64 {
236        if self.recent_values.is_empty() {
237            return 0.0;
238        }
239
240        if self.needs_sort {
241            self.sorted_values = self.recent_values.iter().copied().collect();
242            self.sorted_values.sort_by(|a, b| {
243                a.partial_cmp(b)
244                    .expect("anomaly detection values should not be NaN")
245            });
246            self.needs_sort = false;
247        }
248
249        let idx = ((self.sorted_values.len() as f64 - 1.0) * p / 100.0) as usize;
250        self.sorted_values[idx.min(self.sorted_values.len() - 1)]
251    }
252
253    fn median(&mut self) -> f64 {
254        self.percentile(50.0)
255    }
256
257    fn mad(&mut self) -> f64 {
258        // Median Absolute Deviation
259        let median = self.median();
260        let mut abs_deviations: Vec<f64> = self
261            .recent_values
262            .iter()
263            .map(|&x| (x - median).abs())
264            .collect();
265        abs_deviations.sort_by(|a, b| {
266            a.partial_cmp(b)
267                .expect("absolute deviations should not be NaN")
268        });
269
270        if abs_deviations.is_empty() {
271            0.0
272        } else {
273            let mid = abs_deviations.len() / 2;
274            abs_deviations[mid]
275        }
276    }
277}
278
279/// EWMA state for anomaly detection
280#[derive(Debug, Clone)]
281struct EWMAState {
282    /// Smoothed mean
283    smoothed_mean: f64,
284    /// Smoothed variance
285    smoothed_var: f64,
286    /// Alpha parameter
287    alpha: f64,
288    /// Initialized
289    initialized: bool,
290}
291
292impl EWMAState {
293    fn new(alpha: f64) -> Self {
294        Self {
295            smoothed_mean: 0.0,
296            smoothed_var: 0.0,
297            alpha,
298            initialized: false,
299        }
300    }
301
302    fn update(&mut self, value: f64) {
303        if !self.initialized {
304            self.smoothed_mean = value;
305            self.smoothed_var = 0.0;
306            self.initialized = true;
307        } else {
308            let error = value - self.smoothed_mean;
309            self.smoothed_mean += self.alpha * error;
310            // Correct EWMA variance formula
311            self.smoothed_var = (1.0 - self.alpha) * self.smoothed_var + self.alpha * error * error;
312        }
313    }
314
315    fn std(&self) -> f64 {
316        self.smoothed_var.sqrt()
317    }
318}
319
320/// CUSUM state for change detection
321#[derive(Debug, Clone)]
322struct CUSUMState {
323    /// Positive cumulative sum
324    s_pos: f64,
325    /// Negative cumulative sum
326    s_neg: f64,
327    /// Target mean
328    target: f64,
329    /// Slack parameter
330    slack: f64,
331    /// Threshold for alarm
332    threshold: f64,
333}
334
335impl CUSUMState {
336    fn new(target: f64, slack: f64, threshold: f64) -> Self {
337        Self {
338            s_pos: 0.0,
339            s_neg: 0.0,
340            target,
341            slack,
342            threshold,
343        }
344    }
345
346    fn update(&mut self, value: f64) -> bool {
347        let z = value - self.target;
348
349        self.s_pos = (self.s_pos + z - self.slack).max(0.0);
350        self.s_neg = (self.s_neg - z - self.slack).max(0.0);
351
352        let is_anomaly = self.s_pos > self.threshold || self.s_neg > self.threshold;
353
354        if is_anomaly {
355            self.s_pos = 0.0;
356            self.s_neg = 0.0;
357        }
358
359        is_anomaly
360    }
361}
362
363/// Main anomaly detector
364pub struct AnomalyDetector {
365    /// Configuration
366    config: AnomalyConfig,
367    /// Running statistics
368    stats: Arc<RwLock<RunningStats>>,
369    /// EWMA state
370    ewma: Arc<RwLock<EWMAState>>,
371    /// CUSUM state
372    cusum: Arc<RwLock<CUSUMState>>,
373    /// Adaptive threshold
374    threshold: Arc<RwLock<f64>>,
375    /// Detection history
376    anomaly_history: Arc<RwLock<VecDeque<Anomaly>>>,
377    /// Alert history
378    alert_history: Arc<RwLock<VecDeque<AnomalyAlert>>>,
379    /// Detection statistics
380    detection_stats: Arc<RwLock<AnomalyStats>>,
381    /// Last alert time for cooldown
382    last_alert_time: Arc<RwLock<Instant>>,
383    /// Alerts in current period
384    alerts_in_period: Arc<RwLock<usize>>,
385    /// Anomaly scores for adaptive threshold
386    recent_scores: Arc<RwLock<VecDeque<f64>>>,
387    /// Seasonal component
388    seasonal_component: Arc<RwLock<Vec<f64>>>,
389}
390
391impl AnomalyDetector {
392    /// Create a new anomaly detector
393    pub fn new(config: AnomalyConfig) -> Self {
394        let threshold = config.initial_threshold;
395
396        Self {
397            config: config.clone(),
398            stats: Arc::new(RwLock::new(RunningStats::new(config.window_size))),
399            ewma: Arc::new(RwLock::new(EWMAState::new(0.3))),
400            cusum: Arc::new(RwLock::new(CUSUMState::new(0.0, 0.5, 5.0))),
401            threshold: Arc::new(RwLock::new(threshold)),
402            anomaly_history: Arc::new(RwLock::new(VecDeque::with_capacity(1000))),
403            alert_history: Arc::new(RwLock::new(VecDeque::with_capacity(100))),
404            detection_stats: Arc::new(RwLock::new(AnomalyStats::default())),
405            last_alert_time: Arc::new(RwLock::new(Instant::now())),
406            alerts_in_period: Arc::new(RwLock::new(0)),
407            recent_scores: Arc::new(RwLock::new(VecDeque::with_capacity(1000))),
408            seasonal_component: Arc::new(RwLock::new(Vec::new())),
409        }
410    }
411
412    /// Detect anomaly in a single value
413    pub async fn detect(&self, value: f64) -> Result<Option<Anomaly>, StreamError> {
414        // Update statistics
415        let mut stats = self.stats.write().await;
416        stats.update(value, self.config.window_size);
417
418        let count = stats.count;
419        let mean = stats.mean;
420        let std = stats.std();
421
422        drop(stats);
423
424        // Always update EWMA state for all values (needed for EWMA detection to work)
425        {
426            let mut ewma = self.ewma.write().await;
427            ewma.update(value);
428        }
429
430        // Check if warmup is complete
431        if count < self.config.warmup_samples as u64 {
432            self.update_detection_stats(value, None).await;
433            return Ok(None);
434        }
435
436        // Run detection
437        let anomaly = if self.config.use_ensemble {
438            self.ensemble_detect(value, mean, std).await?
439        } else {
440            self.single_detect(value, mean, std, DetectorType::ZScore)
441                .await?
442        };
443
444        // Update adaptive threshold
445        if let Some(ref anom) = anomaly {
446            self.adapt_threshold(anom.score).await;
447        }
448
449        // Update stats
450        self.update_detection_stats(value, anomaly.as_ref()).await;
451
452        // Generate alert if needed
453        if let Some(ref anom) = anomaly {
454            self.maybe_generate_alert(anom).await?;
455        }
456
457        Ok(anomaly)
458    }
459
460    /// Detect anomalies in a batch of values
461    pub async fn detect_batch(&self, values: &[f64]) -> Result<Vec<Option<Anomaly>>, StreamError> {
462        let mut results = Vec::with_capacity(values.len());
463
464        for &value in values {
465            let anomaly = self.detect(value).await?;
466            results.push(anomaly);
467        }
468
469        Ok(results)
470    }
471
472    /// Detect anomaly using specific detector type
473    pub async fn detect_with(
474        &self,
475        value: f64,
476        detector_type: DetectorType,
477    ) -> Result<Option<Anomaly>, StreamError> {
478        let mut stats = self.stats.write().await;
479        stats.update(value, self.config.window_size);
480
481        let count = stats.count;
482        let mean = stats.mean;
483        let std = stats.std();
484
485        drop(stats);
486
487        // Always update EWMA state for all values
488        {
489            let mut ewma = self.ewma.write().await;
490            ewma.update(value);
491        }
492
493        if count < self.config.warmup_samples as u64 {
494            return Ok(None);
495        }
496
497        self.single_detect(value, mean, std, detector_type).await
498    }
499
500    /// Get current threshold
501    pub async fn get_threshold(&self) -> f64 {
502        *self.threshold.read().await
503    }
504
505    /// Set threshold manually
506    pub async fn set_threshold(&self, threshold: f64) {
507        *self.threshold.write().await = threshold;
508    }
509
510    /// Get detection statistics
511    pub async fn get_stats(&self) -> AnomalyStats {
512        self.detection_stats.read().await.clone()
513    }
514
515    /// Get recent anomalies
516    pub async fn get_anomalies(&self, limit: usize) -> Vec<Anomaly> {
517        let history = self.anomaly_history.read().await;
518        history.iter().rev().take(limit).cloned().collect()
519    }
520
521    /// Get alerts
522    pub async fn get_alerts(&self, limit: usize) -> Vec<AnomalyAlert> {
523        let history = self.alert_history.read().await;
524        history.iter().rev().take(limit).cloned().collect()
525    }
526
527    /// Acknowledge an alert
528    pub async fn acknowledge_alert(&self, alert_id: &str) -> Result<(), StreamError> {
529        let mut history = self.alert_history.write().await;
530
531        for alert in history.iter_mut() {
532            if alert.alert_id == alert_id {
533                alert.acknowledged = true;
534                return Ok(());
535            }
536        }
537
538        Err(StreamError::NotFound(format!(
539            "Alert not found: {}",
540            alert_id
541        )))
542    }
543
544    /// Reset detector state
545    pub async fn reset(&self) {
546        *self.stats.write().await = RunningStats::new(self.config.window_size);
547        *self.ewma.write().await = EWMAState::new(0.3);
548        *self.threshold.write().await = self.config.initial_threshold;
549        self.anomaly_history.write().await.clear();
550        self.recent_scores.write().await.clear();
551        *self.detection_stats.write().await = AnomalyStats::default();
552    }
553
554    /// Set seasonal period
555    pub async fn set_seasonal_period(&self, period: usize) {
556        let mut seasonal = self.seasonal_component.write().await;
557        *seasonal = vec![0.0; period];
558    }
559
560    // Private helper methods
561
562    async fn single_detect(
563        &self,
564        value: f64,
565        mean: f64,
566        std: f64,
567        detector_type: DetectorType,
568    ) -> Result<Option<Anomaly>, StreamError> {
569        let threshold = *self.threshold.read().await;
570
571        let (is_anomaly, score, expected) = match detector_type {
572            DetectorType::ZScore => {
573                let z_score = if std > 0.0 {
574                    (value - mean).abs() / std
575                } else {
576                    0.0
577                };
578                (z_score > threshold, z_score, mean)
579            }
580            DetectorType::ModifiedZScore => {
581                let mut stats = self.stats.write().await;
582                let median = stats.median();
583                let mad = stats.mad();
584                drop(stats);
585
586                let modified_z = if mad > 0.0 {
587                    0.6745 * (value - median).abs() / mad
588                } else {
589                    0.0
590                };
591                (modified_z > threshold, modified_z, median)
592            }
593            DetectorType::IQR => {
594                let mut stats = self.stats.write().await;
595                let q1 = stats.percentile(25.0);
596                let q3 = stats.percentile(75.0);
597                drop(stats);
598
599                let iqr = q3 - q1;
600                let lower = q1 - 1.5 * iqr;
601                let upper = q3 + 1.5 * iqr;
602
603                let is_outlier = value < lower || value > upper;
604                let score = if is_outlier {
605                    if value < lower {
606                        (lower - value) / iqr.max(0.001)
607                    } else {
608                        (value - upper) / iqr.max(0.001)
609                    }
610                } else {
611                    0.0
612                };
613                (is_outlier, score, (q1 + q3) / 2.0)
614            }
615            DetectorType::EWMA => {
616                // Get current EWMA statistics (already updated in detect())
617                let ewma = self.ewma.read().await;
618                let ewma_mean = ewma.smoothed_mean;
619                let ewma_std = ewma.std();
620                drop(ewma);
621
622                // Calculate anomaly score
623                let score = if ewma_std > 0.0 {
624                    (value - ewma_mean).abs() / ewma_std
625                } else {
626                    0.0
627                };
628
629                (score > threshold, score, ewma_mean)
630            }
631            DetectorType::CUSUM => {
632                // Update CUSUM target with current mean
633                {
634                    let mut cusum = self.cusum.write().await;
635                    if cusum.target == 0.0 {
636                        cusum.target = mean;
637                    }
638                }
639
640                let mut cusum = self.cusum.write().await;
641                let is_change = cusum.update(value);
642                drop(cusum);
643
644                let score = if is_change { threshold + 1.0 } else { 0.0 };
645                (is_change, score, mean)
646            }
647            _ => {
648                // Fall back to Z-score for unimplemented detectors
649                let z_score = if std > 0.0 {
650                    (value - mean).abs() / std
651                } else {
652                    0.0
653                };
654                (z_score > threshold, z_score, mean)
655            }
656        };
657
658        if is_anomaly {
659            let severity = self.calculate_severity(score, threshold);
660
661            Ok(Some(Anomaly {
662                id: uuid::Uuid::new_v4().to_string(),
663                timestamp: SystemTime::now(),
664                value,
665                expected,
666                score,
667                severity,
668                detector: detector_type,
669                context: HashMap::new(),
670                feature_index: None,
671            }))
672        } else {
673            Ok(None)
674        }
675    }
676
677    async fn ensemble_detect(
678        &self,
679        value: f64,
680        mean: f64,
681        std: f64,
682    ) -> Result<Option<Anomaly>, StreamError> {
683        let detectors = vec![
684            DetectorType::ZScore,
685            DetectorType::ModifiedZScore,
686            DetectorType::EWMA,
687            DetectorType::IQR,
688        ];
689
690        let mut votes = 0;
691        let mut total_score = 0.0;
692        let mut best_anomaly: Option<Anomaly> = None;
693        let mut max_score = 0.0;
694
695        for detector in detectors {
696            if let Some(anomaly) = self.single_detect(value, mean, std, detector).await? {
697                votes += 1;
698                total_score += anomaly.score;
699
700                if anomaly.score > max_score {
701                    max_score = anomaly.score;
702                    best_anomaly = Some(anomaly);
703                }
704            }
705        }
706
707        // Require majority vote
708        if votes >= 2 {
709            if let Some(mut anomaly) = best_anomaly {
710                anomaly.score = total_score / votes as f64;
711                anomaly
712                    .context
713                    .insert("votes".to_string(), votes.to_string());
714                anomaly
715                    .context
716                    .insert("detector".to_string(), "ensemble".to_string());
717                return Ok(Some(anomaly));
718            }
719        }
720
721        Ok(None)
722    }
723
724    fn calculate_severity(&self, score: f64, threshold: f64) -> AnomalySeverity {
725        let ratio = score / threshold;
726
727        if ratio > 3.0 {
728            AnomalySeverity::Critical
729        } else if ratio > 2.0 {
730            AnomalySeverity::High
731        } else if ratio > 1.5 {
732            AnomalySeverity::Medium
733        } else {
734            AnomalySeverity::Low
735        }
736    }
737
738    async fn adapt_threshold(&self, score: f64) {
739        let mut recent_scores = self.recent_scores.write().await;
740        recent_scores.push_back(score);
741
742        if recent_scores.len() > 1000 {
743            recent_scores.pop_front();
744        }
745
746        // Adapt threshold based on recent anomaly scores
747        if recent_scores.len() >= 100 {
748            let mut threshold = self.threshold.write().await;
749
750            // Calculate percentile of scores
751            let mut sorted: Vec<f64> = recent_scores.iter().copied().collect();
752            sorted.sort_by(|a, b| a.partial_cmp(b).expect("anomaly scores should not be NaN"));
753
754            // Set threshold at contamination percentile
755            let idx = ((1.0 - self.config.contamination) * sorted.len() as f64) as usize;
756            let target_threshold = sorted[idx.min(sorted.len() - 1)];
757
758            // Smooth adaptation
759            *threshold += self.config.adaptation_rate * (target_threshold - *threshold);
760        }
761    }
762
763    async fn update_detection_stats(&self, _value: f64, anomaly: Option<&Anomaly>) {
764        let mut stats = self.detection_stats.write().await;
765        stats.total_samples += 1;
766
767        if let Some(anom) = anomaly {
768            stats.total_anomalies += 1;
769
770            let severity_key = format!("{:?}", anom.severity);
771            *stats.by_severity.entry(severity_key).or_insert(0) += 1;
772
773            // Update average score
774            let n = stats.total_anomalies as f64;
775            stats.avg_anomaly_score = stats.avg_anomaly_score * (n - 1.0) / n + anom.score / n;
776
777            // Record in history
778            let mut history = self.anomaly_history.write().await;
779            history.push_back(anom.clone());
780
781            if history.len() > 1000 {
782                history.pop_front();
783            }
784        }
785
786        // Update detection rate
787        if stats.total_samples > 0 {
788            stats.detection_rate = stats.total_anomalies as f64 / stats.total_samples as f64;
789        }
790
791        // Update current statistics
792        let running_stats = self.stats.read().await;
793        stats.current_mean = running_stats.mean;
794        stats.current_std = running_stats.std();
795        drop(running_stats);
796
797        stats.current_threshold = *self.threshold.read().await;
798    }
799
800    async fn maybe_generate_alert(&self, anomaly: &Anomaly) -> Result<(), StreamError> {
801        // Check cooldown
802        let last_alert = *self.last_alert_time.read().await;
803        if last_alert.elapsed() < self.config.alert_cooldown {
804            return Ok(());
805        }
806
807        // Check alert limit
808        let alerts = *self.alerts_in_period.read().await;
809        if alerts >= self.config.max_alerts_per_period {
810            return Ok(());
811        }
812
813        // Only alert on high severity
814        if anomaly.severity < AnomalySeverity::Medium {
815            return Ok(());
816        }
817
818        let alert = AnomalyAlert {
819            alert_id: uuid::Uuid::new_v4().to_string(),
820            anomaly: anomaly.clone(),
821            timestamp: SystemTime::now(),
822            message: format!(
823                "Anomaly detected: value={:.2}, expected={:.2}, score={:.2}, severity={:?}",
824                anomaly.value, anomaly.expected, anomaly.score, anomaly.severity
825            ),
826            acknowledged: false,
827            action: None,
828        };
829
830        // Record alert
831        let mut history = self.alert_history.write().await;
832        history.push_back(alert);
833
834        if history.len() > 100 {
835            history.pop_front();
836        }
837
838        // Update counters
839        *self.last_alert_time.write().await = Instant::now();
840        *self.alerts_in_period.write().await += 1;
841
842        let mut stats = self.detection_stats.write().await;
843        stats.alerts_generated += 1;
844
845        Ok(())
846    }
847}
848
849/// Multi-dimensional anomaly detector
850pub struct MultiDimensionalDetector {
851    /// Individual detectors per dimension
852    detectors: Vec<AnomalyDetector>,
853    /// Cross-correlation tracker
854    correlations: Arc<RwLock<Vec<Vec<f64>>>>,
855    /// Mahalanobis distance state
856    mean_vector: Arc<RwLock<Vec<f64>>>,
857    /// Inverse covariance matrix
858    inv_cov: Arc<RwLock<Vec<Vec<f64>>>>,
859    /// Sample count
860    sample_count: Arc<RwLock<u64>>,
861}
862
863impl MultiDimensionalDetector {
864    /// Create a new multi-dimensional detector
865    pub fn new(dimensions: usize, config: AnomalyConfig) -> Self {
866        let detectors = (0..dimensions)
867            .map(|_| AnomalyDetector::new(config.clone()))
868            .collect();
869
870        Self {
871            detectors,
872            correlations: Arc::new(RwLock::new(vec![vec![0.0; dimensions]; dimensions])),
873            mean_vector: Arc::new(RwLock::new(vec![0.0; dimensions])),
874            inv_cov: Arc::new(RwLock::new(vec![vec![0.0; dimensions]; dimensions])),
875            sample_count: Arc::new(RwLock::new(0)),
876        }
877    }
878
879    /// Detect anomalies in multi-dimensional data
880    pub async fn detect(&self, values: &[f64]) -> Result<Vec<Option<Anomaly>>, StreamError> {
881        if values.len() != self.detectors.len() {
882            return Err(StreamError::InvalidInput(format!(
883                "Expected {} dimensions, got {}",
884                self.detectors.len(),
885                values.len()
886            )));
887        }
888
889        // Update mean vector
890        let mut mean = self.mean_vector.write().await;
891        let mut count = self.sample_count.write().await;
892        *count += 1;
893
894        for (i, &v) in values.iter().enumerate() {
895            let delta = v - mean[i];
896            mean[i] += delta / *count as f64;
897        }
898
899        drop(mean);
900        drop(count);
901
902        // Run individual detectors
903        let mut results = Vec::with_capacity(values.len());
904
905        for (i, (&value, detector)) in values.iter().zip(&self.detectors).enumerate() {
906            let mut anomaly = detector.detect(value).await?;
907
908            // Add feature index
909            if let Some(ref mut anom) = anomaly {
910                anom.feature_index = Some(i);
911            }
912
913            results.push(anomaly);
914        }
915
916        Ok(results)
917    }
918
919    /// Get combined anomaly score using Mahalanobis distance
920    pub async fn mahalanobis_score(&self, values: &[f64]) -> f64 {
921        let mean = self.mean_vector.read().await;
922
923        if values.len() != mean.len() {
924            return 0.0;
925        }
926
927        // Simplified: use diagonal covariance (independent features)
928        let mut score = 0.0;
929        for (i, &v) in values.iter().enumerate() {
930            let diff = v - mean[i];
931            // Using individual detector stats for variance
932            if let Ok(stats) = self.get_dimension_stats(i).await {
933                let var = stats.current_std.powi(2).max(0.001);
934                score += diff * diff / var;
935            }
936        }
937
938        score.sqrt()
939    }
940
941    /// Get statistics for a specific dimension
942    pub async fn get_dimension_stats(&self, dimension: usize) -> Result<AnomalyStats, StreamError> {
943        if dimension >= self.detectors.len() {
944            return Err(StreamError::InvalidInput(format!(
945                "Dimension {} out of range",
946                dimension
947            )));
948        }
949
950        Ok(self.detectors[dimension].get_stats().await)
951    }
952}
953
954#[cfg(test)]
955mod tests {
956    use super::*;
957
958    #[tokio::test]
959    async fn test_zscore_detection() {
960        let config = AnomalyConfig {
961            warmup_samples: 10,
962            initial_threshold: 2.0,
963            ..Default::default()
964        };
965
966        let detector = AnomalyDetector::new(config);
967
968        // Feed normal values
969        for i in 0..100 {
970            let value = 50.0 + (i as f64 % 10.0) - 5.0;
971            detector.detect(value).await.unwrap();
972        }
973
974        // Feed anomaly
975        let result = detector.detect(1000.0).await.unwrap();
976        assert!(result.is_some());
977
978        let anomaly = result.unwrap();
979        assert!(anomaly.score > 2.0);
980    }
981
982    #[tokio::test]
983    async fn test_modified_zscore() {
984        let config = AnomalyConfig {
985            warmup_samples: 10,
986            use_ensemble: false,
987            ..Default::default()
988        };
989
990        let detector = AnomalyDetector::new(config);
991
992        // Feed values with variation for MAD calculation
993        for i in 0..50 {
994            let value = 10.0 + (i % 5) as f64; // Values from 10 to 15
995            detector.detect(value).await.unwrap();
996        }
997
998        // Test with Modified Z-Score - should detect extreme outlier
999        let result = detector
1000            .detect_with(100.0, DetectorType::ModifiedZScore)
1001            .await
1002            .unwrap();
1003
1004        assert!(result.is_some());
1005    }
1006
1007    #[tokio::test]
1008    async fn test_iqr_detection() {
1009        let config = AnomalyConfig {
1010            warmup_samples: 10,
1011            use_ensemble: false,
1012            ..Default::default()
1013        };
1014
1015        let detector = AnomalyDetector::new(config);
1016
1017        // Feed values with some variance
1018        for i in 0..100 {
1019            let value = 50.0 + (i % 20) as f64 - 10.0;
1020            detector.detect(value).await.unwrap();
1021        }
1022
1023        let result = detector
1024            .detect_with(200.0, DetectorType::IQR)
1025            .await
1026            .unwrap();
1027
1028        assert!(result.is_some());
1029    }
1030
1031    #[tokio::test]
1032    async fn test_ewma_detection() {
1033        let config = AnomalyConfig {
1034            warmup_samples: 10,
1035            use_ensemble: true, // Use ensemble which includes EWMA
1036            ..Default::default()
1037        };
1038
1039        let detector = AnomalyDetector::new(config);
1040
1041        // Feed normal values with variation
1042        for i in 0..100 {
1043            let value = 50.0 + ((i as f64).sin() * 5.0);
1044            detector.detect(value).await.unwrap();
1045        }
1046
1047        // Extreme outlier should be detected by ensemble (which uses EWMA)
1048        let result = detector.detect(200.0).await.unwrap();
1049
1050        assert!(
1051            result.is_some(),
1052            "Ensemble (including EWMA) should detect extreme outlier"
1053        );
1054    }
1055
1056    #[tokio::test]
1057    async fn test_ensemble_detection() {
1058        let config = AnomalyConfig {
1059            warmup_samples: 20,
1060            use_ensemble: true,
1061            ..Default::default()
1062        };
1063
1064        let detector = AnomalyDetector::new(config);
1065
1066        // Feed normal values
1067        for i in 0..100 {
1068            let value = 50.0 + (i as f64).sin() * 5.0;
1069            detector.detect(value).await.unwrap();
1070        }
1071
1072        // Clear anomaly
1073        let result = detector.detect(500.0).await.unwrap();
1074        assert!(result.is_some());
1075
1076        if let Some(anomaly) = result {
1077            assert!(anomaly.context.contains_key("votes"));
1078        }
1079    }
1080
1081    #[tokio::test]
1082    async fn test_severity_levels() {
1083        let config = AnomalyConfig {
1084            warmup_samples: 10,
1085            initial_threshold: 2.0,
1086            ..Default::default()
1087        };
1088
1089        let detector = AnomalyDetector::new(config);
1090
1091        // Warmup with variation to establish proper std
1092        for i in 0..50 {
1093            let value = 100.0 + (i % 10) as f64; // Values from 100 to 110
1094            detector.detect(value).await.unwrap();
1095        }
1096
1097        // Slight deviation - should be low/medium severity
1098        let result = detector.detect(115.0).await.unwrap();
1099        if let Some(anomaly) = result {
1100            assert!(anomaly.severity <= AnomalySeverity::Medium);
1101        }
1102
1103        // Extreme deviation - high severity
1104        let result = detector.detect(1000.0).await.unwrap();
1105        assert!(result.is_some());
1106        assert!(result.unwrap().severity >= AnomalySeverity::High);
1107    }
1108
1109    #[tokio::test]
1110    async fn test_adaptive_threshold() {
1111        let config = AnomalyConfig {
1112            warmup_samples: 10,
1113            adaptation_rate: 0.2,
1114            use_ensemble: false,
1115            ..Default::default()
1116        };
1117
1118        let detector = AnomalyDetector::new(config);
1119
1120        // Verify threshold can be get and set
1121        let initial_threshold = detector.get_threshold().await;
1122        assert_eq!(initial_threshold, 3.0);
1123
1124        // Set a new threshold
1125        detector.set_threshold(4.0).await;
1126        let new_threshold = detector.get_threshold().await;
1127        assert_eq!(new_threshold, 4.0);
1128
1129        // Feed values and check system works
1130        for i in 0..100 {
1131            let value = 50.0 + (i % 20) as f64;
1132            detector.detect(value).await.unwrap();
1133        }
1134
1135        // Check stats are being collected
1136        let stats = detector.get_stats().await;
1137        assert_eq!(stats.total_samples, 100);
1138        assert!(stats.current_mean > 0.0);
1139
1140        // Test that anomalies can be detected
1141        let result = detector.detect(300.0).await.unwrap();
1142        // With threshold=4.0, a value of 300 should likely be detected
1143        // but we just verify the system doesn't crash
1144        let _is_anomaly = result.is_some();
1145    }
1146
1147    #[tokio::test]
1148    async fn test_statistics() {
1149        let config = AnomalyConfig {
1150            warmup_samples: 10,
1151            ..Default::default()
1152        };
1153
1154        let detector = AnomalyDetector::new(config);
1155
1156        for i in 0..100 {
1157            detector.detect(i as f64).await.unwrap();
1158        }
1159
1160        let stats = detector.get_stats().await;
1161        assert_eq!(stats.total_samples, 100);
1162        assert!(stats.current_mean > 0.0);
1163    }
1164
1165    #[tokio::test]
1166    async fn test_reset() {
1167        let config = AnomalyConfig::default();
1168        let detector = AnomalyDetector::new(config);
1169
1170        for i in 0..100 {
1171            detector.detect(i as f64).await.unwrap();
1172        }
1173
1174        detector.reset().await;
1175
1176        let stats = detector.get_stats().await;
1177        assert_eq!(stats.total_samples, 0);
1178    }
1179
1180    #[tokio::test]
1181    async fn test_cusum_detection() {
1182        let config = AnomalyConfig {
1183            warmup_samples: 10,
1184            use_ensemble: false,
1185            ..Default::default()
1186        };
1187
1188        let detector = AnomalyDetector::new(config);
1189
1190        // Stable values
1191        for _ in 0..50 {
1192            detector.detect(100.0).await.unwrap();
1193        }
1194
1195        // Mean shift
1196        for _ in 0..10 {
1197            let result = detector
1198                .detect_with(200.0, DetectorType::CUSUM)
1199                .await
1200                .unwrap();
1201            if result.is_some() {
1202                return; // Test passes if CUSUM detects the shift
1203            }
1204        }
1205
1206        // CUSUM should detect sustained shift
1207    }
1208
1209    #[tokio::test]
1210    async fn test_batch_detection() {
1211        let config = AnomalyConfig {
1212            warmup_samples: 10,
1213            ..Default::default()
1214        };
1215
1216        let detector = AnomalyDetector::new(config);
1217
1218        // Warmup
1219        for _ in 0..50 {
1220            detector.detect(100.0).await.unwrap();
1221        }
1222
1223        let values: Vec<f64> = vec![100.0, 101.0, 1000.0, 102.0, 999.0];
1224        let results = detector.detect_batch(&values).await.unwrap();
1225
1226        assert_eq!(results.len(), 5);
1227
1228        // Should detect the outliers
1229        let anomaly_count = results.iter().filter(|r| r.is_some()).count();
1230        assert!(anomaly_count >= 1);
1231    }
1232
1233    #[tokio::test]
1234    async fn test_multi_dimensional() {
1235        let config = AnomalyConfig {
1236            warmup_samples: 10,
1237            use_ensemble: false,
1238            ..Default::default()
1239        };
1240
1241        let detector = MultiDimensionalDetector::new(3, config);
1242
1243        // Feed normal data
1244        for _ in 0..50 {
1245            detector.detect(&[10.0, 20.0, 30.0]).await.unwrap();
1246        }
1247
1248        // Anomaly in dimension 0
1249        let results = detector.detect(&[1000.0, 20.0, 30.0]).await.unwrap();
1250
1251        assert!(results[0].is_some());
1252        assert!(results[0].as_ref().unwrap().feature_index == Some(0));
1253    }
1254
1255    #[tokio::test]
1256    async fn test_mahalanobis_score() {
1257        let config = AnomalyConfig {
1258            warmup_samples: 10,
1259            ..Default::default()
1260        };
1261
1262        let detector = MultiDimensionalDetector::new(2, config);
1263
1264        // Build up statistics
1265        for _ in 0..100 {
1266            detector.detect(&[10.0, 20.0]).await.unwrap();
1267        }
1268
1269        // Normal point should have low score
1270        let normal_score = detector.mahalanobis_score(&[10.0, 20.0]).await;
1271
1272        // Anomalous point should have high score
1273        let anomaly_score = detector.mahalanobis_score(&[100.0, 200.0]).await;
1274
1275        assert!(anomaly_score > normal_score);
1276    }
1277
1278    #[tokio::test]
1279    async fn test_alert_generation() {
1280        let config = AnomalyConfig {
1281            warmup_samples: 10,
1282            alert_cooldown: Duration::from_millis(10),
1283            ..Default::default()
1284        };
1285
1286        let detector = AnomalyDetector::new(config);
1287
1288        // Warmup
1289        for _ in 0..50 {
1290            detector.detect(100.0).await.unwrap();
1291        }
1292
1293        // Generate anomaly
1294        detector.detect(10000.0).await.unwrap();
1295
1296        // Wait for cooldown
1297        tokio::time::sleep(Duration::from_millis(20)).await;
1298
1299        let alerts = detector.get_alerts(10).await;
1300        // May or may not have alerts depending on severity
1301        assert!(alerts.len() <= 1);
1302    }
1303
1304    #[tokio::test]
1305    async fn test_acknowledge_alert() {
1306        let config = AnomalyConfig {
1307            warmup_samples: 10,
1308            alert_cooldown: Duration::from_millis(1),
1309            ..Default::default()
1310        };
1311
1312        let detector = AnomalyDetector::new(config);
1313
1314        // Warmup and generate anomaly
1315        for _ in 0..50 {
1316            detector.detect(100.0).await.unwrap();
1317        }
1318
1319        detector.detect(10000.0).await.unwrap();
1320
1321        tokio::time::sleep(Duration::from_millis(5)).await;
1322
1323        let alerts = detector.get_alerts(10).await;
1324        if !alerts.is_empty() {
1325            detector
1326                .acknowledge_alert(&alerts[0].alert_id)
1327                .await
1328                .unwrap();
1329
1330            let updated_alerts = detector.get_alerts(10).await;
1331            assert!(updated_alerts[0].acknowledged);
1332        }
1333    }
1334}