xiaohui-sun commented on a change in pull request #4190: [TE] pass predicted 
time series thought out the detection pipeline
URL: https://github.com/apache/incubator-pinot/pull/4190#discussion_r282196190
 
 

 ##########
 File path: 
thirdeye/thirdeye-pinot/src/main/java/org/apache/pinot/thirdeye/detection/wrapper/AnomalyDetectorWrapper.java
 ##########
 @@ -201,8 +206,58 @@ public DetectionPipelineResult run() throws Exception {
       anomaly.getProperties().put(PROP_DETECTOR_COMPONENT_NAME, 
this.detectorName);
     }
     long lastTimeStamp = this.getLastTimeStamp();
-    return new DetectionPipelineResult(anomalies.stream().filter(anomaly -> 
anomaly.getEndTime() <= lastTimeStamp).collect(
-        Collectors.toList()), lastTimeStamp);
+    List<MergedAnomalyResultDTO> anomalyResults = 
anomalies.stream().filter(anomaly -> anomaly.getEndTime() <= 
lastTimeStamp).collect(
+        Collectors.toList());
+    PredictionResult predictedTimeSeries = new 
PredictionResult(this.detectorName, this.metricUrn, 
predictedResult.getDataFrame());
+    return new DetectionPipelineResult(anomalyResults, lastTimeStamp, 
Collections.singletonList(predictedTimeSeries));
+  }
+
+  /**
+   * Join two time series, including current, baseline, lower bound and upper 
bound. If two time series have overlapped region, take the value in the right 
time series
+   * @param leftTimeSeries timeseries 1
+   * @param rightTimeSeries timeseries 2
+   * @return the consolidated time series
+   */
+  static TimeSeries consolidateTimeSeries(TimeSeries leftTimeSeries, 
TimeSeries rightTimeSeries) {
+    DataFrame df1 = leftTimeSeries.getDataFrame();
+    DataFrame df2 = rightTimeSeries.getDataFrame();
+    DataFrame joinedDf = df1.joinOuter(df2, COL_TIME);
+    consolidateJoinedDf(joinedDf, COL_VALUE);
 
 Review comment:
   Can we simply use joinOuter?

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