change_point.md 1.7 KB

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:::{note} The CHANGE_POINT command requires a platinum license. :::

CHANGE_POINT detects spikes, dips, and change points in a metric.

Syntax

CHANGE_POINT value [ON key] [AS type_name, pvalue_name]

Parameters

value : The column with the metric in which you want to detect a change point.

key : The column with the key to order the values by. If not specified, @timestamp is used.

type_name : The name of the output column with the change point type. If not specified, type is used.

pvalue_name : The name of the output column with the p-value that indicates how extreme the change point is. If not specified, pvalue is used.

Description

CHANGE_POINT detects spikes, dips, and change points in a metric. The command adds columns to the table with the change point type and p-value, that indicates how extreme the change point is (lower values indicate greater changes).

The possible change point types are:

  • dip: a significant dip occurs at this change point
  • distribution_change: the overall distribution of the values has changed significantly
  • spike: a significant spike occurs at this point
  • step_change: the change indicates a statistically significant step up or down in value distribution
  • trend_change: there is an overall trend change occurring at this point

::::{note} There must be at least 22 values for change point detection. Fewer than 1,000 is preferred. ::::

Examples

The following example shows the detection of a step change:

:::{include} ../examples/change_point.csv-spec/changePointForDocs.md :::