Predict
Trend, seasonality, and noise estimation for metric streams.
predict - reducer
Predict is a subgraph which consumes a metric stream and emits a prediction stream based on estimated trend, seasonality, and a smoothed version of the input. As any sub, it can only be used in stream context.
Prediction errors (the difference between predict's output and the input) can signal anomalies in the stream.
Usage
... | predict [-field field] [-over duration] [-every duration] [-pct percentile] [-nonneg true/false] [-detrend true/false] [-deseason true/false] [-denoise true/false]
| Option | Description | Required? |
|---|---|---|
-field |
name of metric field to predict | No, default: value |
-over |
period: the length of one repeating cycle in the input metric. | No, default: :1 week: |
-every |
interval between emitted prediction points | No, default: is based on period |
-pct |
percentile to retain during initial reduction to every-spaced values | No, default: 0.5 |
-nonneg |
do not allow predictions to become negative. | No, default: true |
-detrend |
if false, do not remove estimated trend | No, default: true |
-deseason |
if false, do not remove estimated cyclic effect | No, default: true |
-denoise |
if false, do not smooth the detrended/deseasoned value | No, default: true |
predict is intended to be used with a historic read or superquery (combination of historic and live data stream) that includes enough history to initialize its estimators. predict can begin emitting prediction points almost immediately, though the early points will simply be de-meaned. After 2 periods have gone by, trend and seasonality (at the resolution of -every) will switch on, and after 3 periods have passed all estimators have full windows of data.
Output
Each output point contains the following fields:
| Field | Description |
|---|---|
fieldname (the value of the -fieldoption) |
average value of field over -everyinterval |
T |
portion of field predicted by the trend estimator |
S |
portion of field predicted by seasonality |
Y |
portion of field predicted by smoothing |
P |
predicted value of field, T + S + Y |
E |
prediction error, P- field |
Z |
normalized error based on the sample stdevover trailing periods |
Example: using predict to predict the next value of Math.sin(x) function
// Example showing how the `predict` sub can be used to predict the output of a
// `Math.sin` function over time. Looking closely at the output you'll see
// how the `E` (error) value gets quite small after about 2 cycles through,
// which matches the natural cyclical behavior of the `sin(x)` function.
// Once the * `predict` sub has seen "enough" cycles and figured out
// the seasonality it will start to produce more accurate predictions.
import "predict" as predict;
emit -from :1 minute ago: -to :now: -every :1s:
| put x=count(), value = Math.sin(50*x)
// noneg=false, because sin(x) obviously has negative values
| predict.predict -over :1s: -every :1s: -nonneg false
| keep time, name, value, P, E
| view table -columnOrder 'time', 'name', 'value', 'P', 'E'