Implementing Multiple Imputation Methods for Missing Values

build.gradle

@@ -163,6 +163,7 @@ dependencies {
     testImplementation 'org.junit.jupiter:junit-jupiter-api:5.7.2'
     testImplementation  'org.junit.jupiter:junit-jupiter-params:5.7.2'
     testImplementation 'org.junit.jupiter:junit-jupiter-engine:5.7.2'
+    testImplementation "org.opensearch:opensearch-core:${opensearch_version}"
     testRuntimeOnly 'org.junit.vintage:junit-vintage-engine:5.7.2'
     testCompileOnly 'junit:junit:4.13.2'
 }

src/main/java/org/opensearch/ad/AnomalyDetectorPlugin.java

@@ -43,10 +43,6 @@
 import org.opensearch.ad.cluster.ClusterManagerEventListener;
 import org.opensearch.ad.cluster.HashRing;
 import org.opensearch.ad.constant.ADCommonName;
-import org.opensearch.ad.dataprocessor.IntegerSensitiveSingleFeatureLinearUniformInterpolator;
-import org.opensearch.ad.dataprocessor.Interpolator;
-import org.opensearch.ad.dataprocessor.LinearUniformInterpolator;
-import org.opensearch.ad.dataprocessor.SingleFeatureLinearUniformInterpolator;
 import org.opensearch.ad.feature.FeatureManager;
 import org.opensearch.ad.feature.SearchFeatureDao;
 import org.opensearch.ad.indices.AnomalyDetectionIndices;
@@ -195,6 +191,8 @@
 import org.opensearch.threadpool.ScalingExecutorBuilder;
 import org.opensearch.threadpool.ThreadPool;
 import org.opensearch.timeseries.constant.CommonName;
+import org.opensearch.timeseries.dataprocessor.Imputer;
+import org.opensearch.timeseries.dataprocessor.LinearUniformImputer;
 import org.opensearch.timeseries.stats.StatNames;
 import org.opensearch.watcher.ResourceWatcherService;
 
@@ -344,9 +342,7 @@ public Collection<Object> createComponents(
         );
         this.clusterService = clusterService;
 
-        SingleFeatureLinearUniformInterpolator singleFeatureLinearUniformInterpolator =
-            new IntegerSensitiveSingleFeatureLinearUniformInterpolator();
-        Interpolator interpolator = new LinearUniformInterpolator(singleFeatureLinearUniformInterpolator);
+        Imputer imputer = new LinearUniformImputer(true);
         stateManager = new NodeStateManager(
             client,
             xContentRegistry,
@@ -360,7 +356,7 @@ public Collection<Object> createComponents(
         SearchFeatureDao searchFeatureDao = new SearchFeatureDao(
             client,
             xContentRegistry,
-            interpolator,
+            imputer,
             securityClientUtil,
             settings,
             clusterService,
@@ -388,7 +384,7 @@ public Collection<Object> createComponents(
 
         FeatureManager featureManager = new FeatureManager(
             searchFeatureDao,
-            interpolator,
+            imputer,
             getClock(),
             AnomalyDetectorSettings.MAX_TRAIN_SAMPLE,
             AnomalyDetectorSettings.MAX_SAMPLE_STRIDE,
@@ -534,7 +530,7 @@ public PooledObject<LinkedBuffer> wrap(LinkedBuffer obj) {
             AnomalyDetectorSettings.NUM_MIN_SAMPLES,
             AnomalyDetectorSettings.MAX_SAMPLE_STRIDE,
             AnomalyDetectorSettings.MAX_TRAIN_SAMPLE,
-            interpolator,
+            imputer,
             searchFeatureDao,
             AnomalyDetectorSettings.THRESHOLD_MIN_PVALUE,
             featureManager,
@@ -779,8 +775,7 @@ public PooledObject<LinkedBuffer> wrap(LinkedBuffer obj) {
                 anomalyDetectionIndices,
                 anomalyDetectorRunner,
                 searchFeatureDao,
-                singleFeatureLinearUniformInterpolator,
-                interpolator,
+                imputer,
                 gson,
                 jvmService,
                 hashRing,

src/main/java/org/opensearch/ad/caching/PriorityCache.java

@@ -57,10 +57,10 @@
 import org.opensearch.ad.settings.EnabledSetting;
 import org.opensearch.ad.util.DateUtils;
 import org.opensearch.cluster.service.ClusterService;
-import org.opensearch.common.Strings;
 import org.opensearch.common.settings.Setting;
 import org.opensearch.common.settings.Settings;
 import org.opensearch.common.unit.TimeValue;
+import org.opensearch.core.common.Strings;
 import org.opensearch.threadpool.ThreadPool;
 import org.opensearch.timeseries.constant.CommonMessages;
 

src/main/java/org/opensearch/ad/caching/PriorityTracker.java

@@ -27,7 +27,7 @@
 import org.apache.commons.lang.builder.ToStringBuilder;
 import org.apache.logging.log4j.LogManager;
 import org.apache.logging.log4j.Logger;
-import org.opensearch.ad.annotation.Generated;
+import org.opensearch.timeseries.annotation.Generated;
 
 /**
  * A priority tracker for entities. Read docs/entity-priority.pdf for details.

src/main/java/org/opensearch/ad/common/exception/NotSerializedADExceptionName.java

@@ -16,7 +16,7 @@
 import org.apache.logging.log4j.LogManager;
 import org.apache.logging.log4j.Logger;
 import org.apache.logging.log4j.message.ParameterizedMessage;
-import org.opensearch.OpenSearchException;
+import org.opensearch.BaseExceptionsHelper;
 import org.opensearch.common.io.stream.NotSerializableExceptionWrapper;
 
 /**
@@ -29,16 +29,16 @@
  */
 public enum NotSerializedADExceptionName {
 
-    RESOURCE_NOT_FOUND_EXCEPTION_NAME_UNDERSCORE(OpenSearchException.getExceptionName(new ResourceNotFoundException("", ""))),
-    LIMIT_EXCEEDED_EXCEPTION_NAME_UNDERSCORE(OpenSearchException.getExceptionName(new LimitExceededException("", "", false))),
-    END_RUN_EXCEPTION_NAME_UNDERSCORE(OpenSearchException.getExceptionName(new EndRunException("", "", false))),
-    ANOMALY_DETECTION_EXCEPTION_NAME_UNDERSCORE(OpenSearchException.getExceptionName(new AnomalyDetectionException("", ""))),
-    INTERNAL_FAILURE_NAME_UNDERSCORE(OpenSearchException.getExceptionName(new InternalFailure("", ""))),
-    CLIENT_EXCEPTION_NAME_UNDERSCORE(OpenSearchException.getExceptionName(new ClientException("", ""))),
-    CANCELLATION_EXCEPTION_NAME_UNDERSCORE(OpenSearchException.getExceptionName(new ADTaskCancelledException("", ""))),
-    DUPLICATE_TASK_EXCEPTION_NAME_UNDERSCORE(OpenSearchException.getExceptionName(new DuplicateTaskException(""))),
-    AD_VERSION_EXCEPTION_NAME_UNDERSCORE(OpenSearchException.getExceptionName(new ADVersionException(""))),
-    AD_VALIDATION_EXCEPTION_NAME_UNDERSCORE(OpenSearchException.getExceptionName(new ADValidationException("", null, null)));
+    RESOURCE_NOT_FOUND_EXCEPTION_NAME_UNDERSCORE(BaseExceptionsHelper.getExceptionName(new ResourceNotFoundException("", ""))),
+    LIMIT_EXCEEDED_EXCEPTION_NAME_UNDERSCORE(BaseExceptionsHelper.getExceptionName(new LimitExceededException("", "", false))),
+    END_RUN_EXCEPTION_NAME_UNDERSCORE(BaseExceptionsHelper.getExceptionName(new EndRunException("", "", false))),
+    ANOMALY_DETECTION_EXCEPTION_NAME_UNDERSCORE(BaseExceptionsHelper.getExceptionName(new AnomalyDetectionException("", ""))),
+    INTERNAL_FAILURE_NAME_UNDERSCORE(BaseExceptionsHelper.getExceptionName(new InternalFailure("", ""))),
+    CLIENT_EXCEPTION_NAME_UNDERSCORE(BaseExceptionsHelper.getExceptionName(new ClientException("", ""))),
+    CANCELLATION_EXCEPTION_NAME_UNDERSCORE(BaseExceptionsHelper.getExceptionName(new ADTaskCancelledException("", ""))),
+    DUPLICATE_TASK_EXCEPTION_NAME_UNDERSCORE(BaseExceptionsHelper.getExceptionName(new DuplicateTaskException(""))),
+    AD_VERSION_EXCEPTION_NAME_UNDERSCORE(BaseExceptionsHelper.getExceptionName(new ADVersionException(""))),
+    AD_VALIDATION_EXCEPTION_NAME_UNDERSCORE(BaseExceptionsHelper.getExceptionName(new ADValidationException("", null, null)));
 
     private static final Logger LOG = LogManager.getLogger(NotSerializedADExceptionName.class);
     private final String name;