Trend

An anomaly detection and forecasting API. Get started quickly with state-of-the-art algorithms.

The API does not require authentication. There’s a limit of 1,000 requests per day per IP. Time series posted to the API are never logged or stored.

Anomaly Detection

Detect anomalies in a time series.

• Works with dates and times
• Accounts for seasonality and trend
• Robust to missing values

The current version uses STL with multiple seasonal components for decomposition.

POST /anomalies HTTP/1.1
Host: trendapi.org
Content-Type: application/json

{
  "series": {
    "2018-01-01": 150,
    "2018-01-02": 125,
    "2018-01-03": 133
  }
}

Returns JSON structured like this:

{
  "anomalies": [
    "2018-01-10",
    "2018-01-13"
  ]
}

Forecasting

Get future predictions for a time series.

• Works with dates and times
• Accounts for seasonality and trend
• Robust to missing values
• No need to remove outliers beforehand

The current version uses TBATS for predictions.

POST /forecast HTTP/1.1
Host: trendapi.org
Content-Type: application/json

{
  "series": {
    "2018-01-01": 150,
    "2018-01-02": 125,
    "2018-01-03": 133
  },
  "count": 3
}

Returns JSON structured like this:

{
  "forecast": {
    "2018-03-01": 137.5,
    "2018-03-02": 122.9,
    "2018-03-03": 144.1
  }
}

Correlation (Experimental)

Get the correlation between two time series.

The current version uses normalized cross correlation.

POST /correlation HTTP/1.1
Host: trendapi.org
Content-Type: application/json

{
  "series": {
    "2018-01-01": 150,
    "2018-01-02": 125,
    "2018-01-03": 133
  },
  "series2": {
    "2018-01-01": 150,
    "2018-01-02": 176,
    "2018-01-03": 145
  }
}

Returns JSON structured like this:

{
  "correlation": 0.95
}

Errors

The API uses HTTP status codes to indicate errors.

The body will contain details about the specific error.

{
  "error": "Missing parameter: series"
}

Clients

A client library is available for Ruby.

Here’s an example with jQuery:

var series = {}, i, date, data;
for (i = 1; i < 30; i++) {
  date = new Date(2018, 3, i);
  series[date.toISOString()] = date.getDay();
}
data = {series: series};

$.post("https://trendapi.org/forecast", data, function(resp) {
  console.log(resp);
}, "json");

About

This service was created by ankane.

A special thanks to Rob J Hyndman for his incredible work on forecasting. Learn more about the topic from his free online book.

Questions or comments? Contact us.

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