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Update README. (#147)
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README.md

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## Table of Contents
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1. [Introduction](#introduction)
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1. [Comparison with Related Libraries](#comparison-with-related-libraries)
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1. [Installation](#installation)
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1. [Documentation](#documentation)
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1. [Getting Started](#getting-started)
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- Distributed computation [backend](https://opensource.salesforce.com/Merlion/merlion.spark.html) using PySpark,
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which can be used to serve time series applications at industrial scale.
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## Comparison with Related Libraries
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The table below provides a visual overview of how Merlion's key features compare to other libraries for time series
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anomaly detection and/or forecasting.
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| | Merlion | Prophet | Alibi Detect | Kats | statsmodels | nixtla | GluonTS | RRCF | STUMPY | Greykite |pmdarima
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:--- | :---: | :---:| :---: | :---: | :---: | :---: | :---: | :---: | :---: | :----: | :---:
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| Univariate Forecasting | ✅ | ✅| | ✅ | ✅ | ✅ | ✅ | | |✅| ✅
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| Multivariate Forecasting || | ||||| | | | |
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| Univariate Anomaly Detection ||||| | | |||||
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| Multivariate Anomaly Detection || ||| | | ||| | | |
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| AutoML | ✅ | | | ✅ | | | | | | | ✅ | | ✅
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| Ensembles || | || | | | || | | |
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| Benchmarking || | | ||| | | | |
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| Visualization ||| || | | | | ||| |
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| | Merlion | Prophet | Alibi Detect | Kats | darts | statsmodels | nixtla | GluonTS | RRCF | STUMPY | Greykite |pmdarima
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:--- | :---: | :---:| :---: | :---: | :---: | :---: | :---: | :---: | :---: | :---: | :----: | :---:
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| Univariate Forecasting | ✅ | ✅| | ✅ | ✅ | ✅ | ✅ | ✅ | | |✅| ✅
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| Multivariate Forecasting || | |||||| | | | |
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| Univariate Anomaly Detection |||||| | | |||||
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| Multivariate Anomaly Detection || |||| | | ||| | | |
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| Pre Processing | ✅ | | ✅ | ✅ | ✅ | | ✅ | ✅ | | | ✅ | ✅
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| Post Processing || || | | | | | | | | |
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| AutoML | ✅ | | | ✅ | | | | | | | | ✅ | | ✅
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| Ensembles || | ||| | | | || | | |
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| Benchmarking || | | |||| | | ||
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| Visualization ||| ||| | | | | ||
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The following features are new in Merlion 2.0:
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| | Merlion | Prophet | Alibi Detect | Kats | statsmodels | nixtla | GluonTS | RRCF | STUMPY | Greykite |pmdarima
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:--- | :---: | :---:| :---: | :---: | :---: | :---: | :---: | :---: | :---: | :----: | :---:
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| Exogenous Regressors | ✅ | ✅ | | | ✅ | | | | | ✅ | ✅
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| Change Point Detection ||||| | | | | ||
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| Clickable Visual UI || | | | | | | | | |
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| Distributed Backend || | | | || | | | |
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| | Merlion | Prophet | Alibi Detect | Kats | darts | statsmodels | nixtla | GluonTS | RRCF | STUMPY | Greykite |pmdarima
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:--- | :---: | :---:| :---: | :---: | :---: | :---: | :---: | :---: | :---: | :---: | :----: | :---:
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| Exogenous Regressors | ✅ | ✅ | | |✅ | ✅ | | | | | ✅ | ✅
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| Change Point Detection ||||| | | | | | | |
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| Clickable Visual UI || | | | | | | | | | |
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| Distributed Backend || | | | | | | | | | |
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## Installation
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docs/build_docs.sh

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checkout_files=("${docs_files[@]}" "merlion" "ts_datasets" "setup.py" "MANIFEST.in")
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for version in "${versions[@]}"; do
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if [[ ! -d "${DIRNAME}/build/html/${version}" ]]; then
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rm -rf "${DIRNAME}/build/html/${version}"
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if [[ ${version} != "latest" ]]; then
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git checkout -b "${version}_local_docs_only"
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for f in $(git diff --name-only --diff-filter=AR "tags/${version}" "${DIRNAME}/source/*.rst" "examples"); do

docs/process_old_docs.py

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#
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# Copyright (c) 2022 salesforce.com, inc.
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# Copyright (c) 2023 salesforce.com, inc.
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# All rights reserved.
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# SPDX-License-Identifier: BSD-3-Clause
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# For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause
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for file in html_files:
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with open(file) as f:
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soup = bs(f, "html.parser")
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version_dl = [dl for dl in soup.find_all("dl") if dl.find("dt", text="Versions")]
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version_dl = [dl for dl in soup.find_all("dl") if dl.find("dt", string="Versions")]
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if len(version_dl) == 0:
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continue
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version_dl[0].replace_with(create_version_dl(soup, prefix, version, versions))

docs/requirements.txt

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ipykernel
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nbsphinx
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pandoc
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sphinx
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docutils==0.16
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sphinx<6
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sphinx_autodoc_typehints
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sphinx_rtd_theme

docs/source/merlion.models.rst

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:maxdepth: 3
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merlion.models.anomaly
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.. toctree::
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:maxdepth: 2
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merlion.models.anomaly.change_point
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merlion.models.anomaly.forecast_based
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.. toctree::
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:maxdepth: 3
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merlion.models.forecast
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.. toctree::
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:maxdepth: 2
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merlion.models.ensemble
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.. toctree::
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:maxdepth: 3
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merlion.models.automl
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.. toctree::
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:maxdepth: 2
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merlion.models.utils
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docs/source/merlion.rst

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:undoc-members:
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:show-inheritance:
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.. toctree::
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:maxdepth: 5
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merlion.models
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.. toctree::
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:maxdepth: 3
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merlion.models
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merlion.dashboard
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merlion.spark
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merlion.transform
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.. toctree::
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:maxdepth: 2
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merlion.post_process
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merlion.evaluate
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.. toctree::
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:maxdepth: 1
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merlion.plot
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.. toctree::
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:maxdepth: 2
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merlion.utils

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