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new 60a72e4 [TE] detection - add two side pattern in rule filters (#3510)
60a72e4 is described below
commit 60a72e490e72305d6c4369cd22acc9c67885a2c0
Author: Jihao Zhang <[email protected]>
AuthorDate: Mon Nov 19 10:30:24 2018 -0800
[TE] detection - add two side pattern in rule filters (#3510)
add two side pattern in absolute change/percentage change/SWI filters
---
.../com/linkedin/thirdeye/detection/Pattern.java | 3 ++-
.../components/AbsoluteChangeRuleDetector.java | 8 ++++++--
.../components/PercentageChangeRuleDetector.java | 7 ++++++-
.../SitewideImpactRuleAnomalyFilter.java | 3 +--
.../spec/AbsoluteChangeRuleDetectorSpec.java | 3 ---
.../PercentageChangeRuleDetectorTest.java | 23 ++++++++++++++++++++++
6 files changed, 38 insertions(+), 9 deletions(-)
diff --git
a/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/Pattern.java
b/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/Pattern.java
index 40b14bf..d89db12 100644
---
a/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/Pattern.java
+++
b/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/Pattern.java
@@ -21,5 +21,6 @@ package com.linkedin.thirdeye.detection;
*/
public enum Pattern {
UP,
- DOWN
+ DOWN,
+ UP_OR_DOWN
}
diff --git
a/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/components/AbsoluteChangeRuleDetector.java
b/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/components/AbsoluteChangeRuleDetector.java
index 0c812c7..1838ced 100644
---
a/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/components/AbsoluteChangeRuleDetector.java
+++
b/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/components/AbsoluteChangeRuleDetector.java
@@ -83,10 +83,14 @@ public class AbsoluteChangeRuleDetector implements
AnomalyDetector<AbsoluteChang
// defaults
df.addSeries(COL_ANOMALY, BooleanSeries.fillValues(df.size(), false));
-
// absolute change
if (!Double.isNaN(this.absoluteChange)) {
- df.addSeries(COL_PATTERN, this.pattern.equals(Pattern.UP) ?
df.getDoubles(COL_DIFF).gt(0) : df.getDoubles(COL_DIFF).lt(0));
+ // consistent with pattern
+ if (pattern.equals(Pattern.UP_OR_DOWN) ) {
+ df.addSeries(COL_PATTERN, BooleanSeries.fillValues(df.size(), true));
+ } else {
+ df.addSeries(COL_PATTERN, this.pattern.equals(Pattern.UP) ?
df.getDoubles(COL_DIFF).gt(0) : df.getDoubles(COL_DIFF).lt(0));
+ }
df.addSeries(COL_DIFF_VIOLATION,
df.getDoubles(COL_DIFF).abs().gte(this.absoluteChange));
df.mapInPlace(BooleanSeries.ALL_TRUE, COL_ANOMALY, COL_PATTERN,
COL_DIFF_VIOLATION);
}
diff --git
a/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/components/PercentageChangeRuleDetector.java
b/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/components/PercentageChangeRuleDetector.java
index 14f09d5..be35f7d 100644
---
a/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/components/PercentageChangeRuleDetector.java
+++
b/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/components/PercentageChangeRuleDetector.java
@@ -94,7 +94,12 @@ public class PercentageChangeRuleDetector implements
AnomalyDetector<PercentageC
// relative change
if (!Double.isNaN(this.percentageChange)) {
- df.addSeries(COL_PATTERN, this.pattern.equals(Pattern.UP) ?
df.getDoubles(COL_CHANGE).gt(0) : df.getDoubles(COL_CHANGE).lt(0));
+ // consistent with pattern
+ if (pattern.equals(Pattern.UP_OR_DOWN) ) {
+ df.addSeries(COL_PATTERN, BooleanSeries.fillValues(df.size(), true));
+ } else {
+ df.addSeries(COL_PATTERN, this.pattern.equals(Pattern.UP) ?
df.getDoubles(COL_CHANGE).gt(0) : df.getDoubles(COL_CHANGE).lt(0));
+ }
df.addSeries(COL_CHANGE_VIOLATION,
df.getDoubles(COL_CHANGE).abs().gte(this.percentageChange));
df.mapInPlace(BooleanSeries.ALL_TRUE, COL_ANOMALY, COL_PATTERN,
COL_CHANGE_VIOLATION);
}
diff --git
a/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/components/SitewideImpactRuleAnomalyFilter.java
b/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/components/SitewideImpactRuleAnomalyFilter.java
index 5f85d18..1eee883 100644
---
a/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/components/SitewideImpactRuleAnomalyFilter.java
+++
b/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/components/SitewideImpactRuleAnomalyFilter.java
@@ -75,8 +75,7 @@ public class SitewideImpactRuleAnomalyFilter implements
AnomalyFilter<SitewideIm
double siteWideBaselineValue = getValueFromAggregates(siteWideSlice,
aggregates);
// if inconsistent with up/down, filter the anomaly
- if ((currentValue < baselineValue && pattern.equals(Pattern.UP)) ||
(currentValue > baselineValue && pattern.equals(
- Pattern.DOWN))) {
+ if (!pattern.equals(Pattern.UP_OR_DOWN) && (currentValue < baselineValue
&& pattern.equals(Pattern.UP)) || (currentValue > baselineValue &&
pattern.equals(Pattern.DOWN))) {
return false;
}
// if doesn't pass the threshold, filter the anomaly
diff --git
a/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/spec/AbsoluteChangeRuleDetectorSpec.java
b/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/spec/AbsoluteChangeRuleDetectorSpec.java
index c6b25aa..26f5d66 100644
---
a/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/spec/AbsoluteChangeRuleDetectorSpec.java
+++
b/thirdeye/thirdeye-pinot/src/main/java/com/linkedin/thirdeye/detection/spec/AbsoluteChangeRuleDetectorSpec.java
@@ -16,9 +16,6 @@
package com.linkedin.thirdeye.detection.spec;
-import com.linkedin.thirdeye.detection.Pattern;
-
-
public class AbsoluteChangeRuleDetectorSpec extends AbstractSpec {
private double absoluteChange = Double.NaN;
private String offset = "wo1w";
diff --git
a/thirdeye/thirdeye-pinot/src/test/java/com/linkedin/thirdeye/detection/components/PercentageChangeRuleDetectorTest.java
b/thirdeye/thirdeye-pinot/src/test/java/com/linkedin/thirdeye/detection/components/PercentageChangeRuleDetectorTest.java
index d3f4e6d..016f8e2 100644
---
a/thirdeye/thirdeye-pinot/src/test/java/com/linkedin/thirdeye/detection/components/PercentageChangeRuleDetectorTest.java
+++
b/thirdeye/thirdeye-pinot/src/test/java/com/linkedin/thirdeye/detection/components/PercentageChangeRuleDetectorTest.java
@@ -125,4 +125,27 @@ public class PercentageChangeRuleDetectorTest {
Assert.assertEquals(anomalies.get(0).getStartTime(), 2181600000L);
Assert.assertEquals(anomalies.get(0).getEndTime(), 2185200000L);
}
+
+ @Test
+ public void testThreeWeekMedianChangeUporDown() {
+ PercentageChangeRuleDetector detector = new PercentageChangeRuleDetector();
+ PercentageChangeRuleDetectorSpec spec = new
PercentageChangeRuleDetectorSpec();
+ spec.setPercentageChange(0.3);
+ spec.setOffset("median3w");
+ spec.setPattern("up_or_down");
+ detector.init(spec, new DefaultInputDataFetcher(this.provider, -1));
+ List<MergedAnomalyResultDTO> anomalies = detector.runDetection(new
Interval(1814400000L, 2419200000L), "thirdeye:metric:1");
+ Assert.assertEquals(anomalies.size(), 5);
+ Assert.assertEquals(anomalies.get(0).getStartTime(), 2005200000L);
+ Assert.assertEquals(anomalies.get(0).getEndTime(), 2008800000L);
+ Assert.assertEquals(anomalies.get(1).getStartTime(), 2134800000L);
+ Assert.assertEquals(anomalies.get(1).getEndTime(), 2138400000L);
+ Assert.assertEquals(anomalies.get(2).getStartTime(), 2152800000L);
+ Assert.assertEquals(anomalies.get(2).getEndTime(), 2156400000L);
+ Assert.assertEquals(anomalies.get(3).getStartTime(), 2181600000L);
+ Assert.assertEquals(anomalies.get(3).getEndTime(), 2185200000L);
+ Assert.assertEquals(anomalies.get(4).getStartTime(), 2322000000L);
+ Assert.assertEquals(anomalies.get(4).getEndTime(), 2325600000L);
+ }
+
}
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