Foundational Time Series Model Multi Series Anomaly Detector

Based on the provided data, this endpoint detects the anomalies in the historical period of multiple time series at once. It takes a JSON as an input containing information like the series frequency and historical data. (See below for a full description of the parameters.) The response contains a flag indicating if the date has an anomaly and also provides the prediction interval used to define if an observation is an anomaly. Get your token at https://nixtla.io/free-trial?utm_source=nixtla.io&utm_campaign=/docs/api-reference.

post/v2/anomaly_detection

Request body

freqstring required

The frequency of the data represented as a string. 'D' for daily, 'M' for monthly, 'H' for hourly, and 'W' for weekly frequencies are available.

modelstring

Model to use as a string. Common options are (but not restricted to) timegpt-1 and timegpt-1-long-horizon. Full options vary by different users. Contact support@nixtla.io for more information. We recommend using timegpt-1-long-horizon for forecasting if you want to predict more than one seasonal period given the frequency of your data.

clean_ex_firstboolean

A boolean flag that indicates whether the API should preprocess (clean) the exogenous signal before applying the large time model. If True, the exogenous signal is cleaned; if False, the exogenous variables are applied after the large time model.

finetuned_model_idstring nullable

ID of previously finetuned model

multivariateboolean

Compute multivariate predictions across a batch of multiple time series. Requires all time series with overlapping dates. Note that this is only effective for timegpt-2.1 model and it has no effect on the other models. By default, the value is set to False.

model_parametersobject nullable

Optional dictionary of parameters to customize the behavior of the large time model.

hist_exoginteger[] nullable

Zero-based indices of the exogenous features to treat as historical.

Response

Successful Response

input_tokensinteger required
output_tokensinteger required
finetune_tokensinteger required
meannumber[] required
sizesinteger[] required
intervalsobject nullable
weights_xnumber[] nullable
anomalyboolean[] required

Changes

Changed in 2 of the 10 revisions of this API.129

    • removed the request property feature_contributions

      request-property-removed

    • removed the optional property feature_contributions from the response with the 200 status

      response-optional-property-removed

  • 9da3f493962319See the full diff
    • the model request property type/format changed from / to string/

      request-property-type-changed

    • added the new optional request property feature_contributions

      new-optional-request-property

    • added the new optional request property hist_exog

      new-optional-request-property

    • added the new optional request property model_parameters

      new-optional-request-property

    • added the new optional request property multivariate

      new-optional-request-property

    • added the new optional request property series/X_future

      new-optional-request-property

    • added the new optional request property series/categorical_exog

      new-optional-request-property

    • request property series/X/anyOf[subschema #1]/items/items/ list-of-types was widened by adding types string to media type application/json

      request-property-list-of-types-widened

    • added the optional property detail/items/ctx to the response with the 422 status

      response-optional-property-added

    • added the optional property detail/items/input to the response with the 422 status

      response-optional-property-added

    This revision also has 11 changes that name no endpoint, such as unreferenced schemas being removed. See the revision's changelog