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Post Info TOPIC: Poll for New Analytic Functions
ZG


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Poll for New Analytic Functions
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We are planning to add new analytic functions to Logscape. Please add any analytic functions that you would like to see included with along with a potential use case. 

 

funcs: sumDelta, avgDelta, valueDelta,minDelta,maxDelta

 use case: Delta Functions  many metrics are reported by applications as counters.  The delta in a counter is more useful or meaningful than the absolute value. 

 

funcs: range

use case: to show the range of values in a time bucket. It displays the difference between your min and max. 

 

funcs: changePoint

use case: uses bayesian change point detection to identify deviations from the data's normal profile

 

 

 

 



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anomaly detection

============== moving average =================
using
1) moving average
2) % delta detection threshold to spot change

Option to use 2 moving averages as threshold bands?

i.e. bandwidth.detect(3minutes,50%)

www.autonlab.org/tutorials/biosurv01.pdf


============== CUmulative SUM Statistics ===========

• Keep a running sum of “surprises”: a sum of
excesses each day over the prediction
• When this sum exceeds threshold, signal
alarm and reset sum
1) needs bucket for summing
2) needs threshold

Con: needs manual tuning (prediction)



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Yes, very good functionality.

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Not specifically an analytical function, but I would like to be able to export the table results for a table chart.  

The result table is sometimes more important then the actual logs that provided to this table result. 



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avgSum(x,y,z)

x = column being summed
y = bucketWidth of Avg
z = Label

UseCase

Day 1

Portfolio A: 22
Portfolio B: 2
Portfolio C: 46

total = 70

Day 2

Portfolio A:45
Portfolio B: 1415
Portfolio C: 1

Total 1461

I want the average of the daily sum: 1461+70 /2 =765.5

*| avg(_month,)

But the above search gives me the average of each individual transaction = 1461+70 /6 =

Therefore I would use something along the following lines in a monthly search:

* | avgSum(trades,1d,Trades) chart(table) buckets(1)


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Excelian - GitHub

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