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title="Print"><svg xmlns="http://www.w3.org/2000/svg" class="icon print-icon" viewBox="0 0 1024 1024" fill="currentColor" aria-label="print icon"><path d="M819.2 364.8h-44.8V128c0-17.067-14.933-32-32-32H281.6c-17.067 0-32 14.933-32 32v236.8h-44.8C145.067 364.8 96 413.867 96 473.6v192c0 59.733 49.067 108.8 108.8 108.8h44.8V896c0 17.067 14.933 32 32 32h460.8c17.067 0 32-14.933 32-32V774.4h44.8c59.733 0 108.8-49.067 108.8-108.8v-192c0-59.733-49.067-108.8-108.8-108.8zM313.6 160h396.8v204.8H313.6V160zm396.8 704H313.6V620.8h396.8V864zM864 665.6c0 25.6-19.2 44.8-44.8 44.8h-44.8V588.8c0-17.067-14.933-32-32-32H281.6c-17.067 0-32 14.933-32 32v121.6h-44.8c-25.6 0-44.8-19.2-44.8-44.8v-192c0-25.6 19.2-44.8 44.8-44.8h614.4c25.6 0 44.8 19.2 44.8 44.8v192z"></path></svg></button><div class="arrow end"></div></div><div class="vp-toc-wrapper"><ul class="vp-toc-list"><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level2" href="#iqr">IQR</a></li><li><ul class="vp-toc-list"><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#usage">Usage</a></li><!----><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#examples">Examples</a></li><!----><!--]--></ul></li><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level2" href="#ksigma">KSigma</a></li><li><ul class="vp-toc-list"><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#usage-1">Usage</a></li><!----><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#examples-1">Examples</a></li><!----><!--]--></ul></li><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level2" href="#lof">LOF</a></li><li><ul class="vp-toc-list"><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#usage-2">Usage</a></li><!----><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#examples-2">Examples</a></li><!----><!--]--></ul></li><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level2" href="#missdetect">MissDetect</a></li><li><ul class="vp-toc-list"><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#usage-3">Usage</a></li><!----><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#examples-3">Examples</a></li><!----><!--]--></ul></li><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level2" href="#range">Range</a></li><li><ul class="vp-toc-list"><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#usage-4">Usage</a></li><!----><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#examples-4">Examples</a></li><!----><!--]--></ul></li><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level2" href="#twosidedfilter">TwoSidedFilter</a></li><li><ul class="vp-toc-list"><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#usage-5">Usage</a></li><!----><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#examples-5">Examples</a></li><!----><!--]--></ul></li><!--]--></ul><div class="vp-toc-marker" style="top:-1.7rem;"></div></div><!--[--><!----><!--]--></aside></div><!--[--><!----><!--]--><div class="theme-hope-content"><h1 id="anomaly-detection" tabindex="-1"><a class="header-anchor" href="#anomaly-detection"><span>Anomaly Detection</span></a></h1><h2 id="iqr" tabindex="-1"><a class="header-anchor" href="#iqr"><span>IQR</span></a></h2><h3 id="usage" tabindex="-1"><a class="header-anchor" href="#usage"><span>Usage</span></a></h3><p>This function is used to detect anomalies based on IQR. Points distributing beyond 1.5 times IQR are selected.</p><p><strong>Name:</strong> IQR</p><p><strong>Input Series:</strong> Only support a single input series. The type is INT32 / INT64 / FLOAT / DOUBLE.</p><ul><li><code>method</code>: When set to &quot;batch&quot;, anomaly test is conducted after importing all data points; when set to &quot;stream&quot;, it is required to provide upper and lower quantiles. The default method is &quot;batch&quot;.</li><li><code>q1</code>: The lower quantile when method is set to &quot;stream&quot;.</li><li><code>q3</code>: The upper quantile when method is set to &quot;stream&quot;.</li></ul><p><strong>Output Series:</strong> Output a single series. The type is DOUBLE.</p><p><strong>Note:</strong> $IQR=Q_3-Q_1$</p><h3 id="examples" tabindex="-1"><a class="header-anchor" href="#examples"><span>Examples</span></a></h3><h4 id="batch-computing" tabindex="-1"><a class="header-anchor" href="#batch-computing"><span>Batch computing</span></a></h4><p>Input series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+------------+
|                         Time|root.test.s1|
+-----------------------------+------------+
|1970-01-01T08:00:00.100+08:00|         0.0|
|1970-01-01T08:00:00.200+08:00|         0.0|
|1970-01-01T08:00:00.300+08:00|         1.0|
|1970-01-01T08:00:00.400+08:00|        -1.0|
|1970-01-01T08:00:00.500+08:00|         0.0|
|1970-01-01T08:00:00.600+08:00|         0.0|
|1970-01-01T08:00:00.700+08:00|        -2.0|
|1970-01-01T08:00:00.800+08:00|         2.0|
|1970-01-01T08:00:00.900+08:00|         0.0|
|1970-01-01T08:00:01.000+08:00|         0.0|
|1970-01-01T08:00:01.100+08:00|         1.0|
|1970-01-01T08:00:01.200+08:00|        -1.0|
|1970-01-01T08:00:01.300+08:00|        -1.0|
|1970-01-01T08:00:01.400+08:00|         1.0|
|1970-01-01T08:00:01.500+08:00|         0.0|
|1970-01-01T08:00:01.600+08:00|         0.0|
|1970-01-01T08:00:01.700+08:00|        10.0|
|1970-01-01T08:00:01.800+08:00|         2.0|
|1970-01-01T08:00:01.900+08:00|        -2.0|
|1970-01-01T08:00:02.000+08:00|         0.0|
+-----------------------------+------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><p>SQL for query:</p><div class="language-sql line-numbers-mode" data-ext="sql" data-title="sql"><pre class="language-sql"><code><span class="token keyword">select</span> iqr<span class="token punctuation">(</span>s1<span class="token punctuation">)</span> <span class="token keyword">from</span> root<span class="token punctuation">.</span>test
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><p>Output series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+-----------------+
|                         Time|iqr(root.test.s1)|
+-----------------------------+-----------------+
|1970-01-01T08:00:01.700+08:00|             10.0|
+-----------------------------+-----------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h2 id="ksigma" tabindex="-1"><a class="header-anchor" href="#ksigma"><span>KSigma</span></a></h2><h3 id="usage-1" tabindex="-1"><a class="header-anchor" href="#usage-1"><span>Usage</span></a></h3><p>This function is used to detect anomalies based on the Dynamic K-Sigma Algorithm.<br> Within a sliding window, the input value with a deviation of more than k times the standard deviation from the average will be output as anomaly.</p><p><strong>Name:</strong> KSIGMA</p><p><strong>Input Series:</strong> Only support a single input series. The type is INT32 / INT64 / FLOAT / DOUBLE.</p><ul><li><code>k</code>: How many times to multiply on standard deviation to define anomaly, the default value is 3.</li><li><code>window</code>: The window size of Dynamic K-Sigma Algorithm, the default value is 10000.</li></ul><p><strong>Output Series:</strong> Output a single series. The type is same as input series.</p><p><strong>Note:</strong> Only when is larger than 0, the anomaly detection will be performed. Otherwise, nothing will be output.</p><h3 id="examples-1" tabindex="-1"><a class="header-anchor" href="#examples-1"><span>Examples</span></a></h3><h4 id="assigning-k" tabindex="-1"><a class="header-anchor" href="#assigning-k"><span>Assigning k</span></a></h4><p>Input series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+---------------+
|                         Time|root.test.d1.s1|
+-----------------------------+---------------+
|2020-01-01T00:00:02.000+08:00|            0.0|
|2020-01-01T00:00:03.000+08:00|           50.0|
|2020-01-01T00:00:04.000+08:00|          100.0|
|2020-01-01T00:00:06.000+08:00|          150.0|
|2020-01-01T00:00:08.000+08:00|          200.0|
|2020-01-01T00:00:10.000+08:00|          200.0|
|2020-01-01T00:00:14.000+08:00|          200.0|
|2020-01-01T00:00:15.000+08:00|          200.0|
|2020-01-01T00:00:16.000+08:00|          200.0|
|2020-01-01T00:00:18.000+08:00|          200.0|
|2020-01-01T00:00:20.000+08:00|          150.0|
|2020-01-01T00:00:22.000+08:00|          100.0|
|2020-01-01T00:00:26.000+08:00|           50.0|
|2020-01-01T00:00:28.000+08:00|            0.0|
|2020-01-01T00:00:30.000+08:00|            NaN|
+-----------------------------+---------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><p>SQL for query:</p><div class="language-sql line-numbers-mode" data-ext="sql" data-title="sql"><pre class="language-sql"><code><span class="token keyword">select</span> ksigma<span class="token punctuation">(</span>s1<span class="token punctuation">,</span><span class="token string">&quot;k&quot;</span><span class="token operator">=</span><span class="token string">&quot;1.0&quot;</span><span class="token punctuation">)</span> <span class="token keyword">from</span> root<span class="token punctuation">.</span>test<span class="token punctuation">.</span>d1 <span class="token keyword">where</span> <span class="token keyword">time</span> <span class="token operator">&lt;=</span> <span class="token number">2020</span><span class="token operator">-</span><span class="token number">01</span><span class="token operator">-</span><span class="token number">01</span> <span class="token number">00</span>:<span class="token number">00</span>:<span class="token number">30</span>
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><p>Output series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+---------------------------------+
|Time                         |ksigma(root.test.d1.s1,&quot;k&quot;=&quot;3.0&quot;)|
+-----------------------------+---------------------------------+
|2020-01-01T00:00:02.000+08:00|                              0.0|
|2020-01-01T00:00:03.000+08:00|                             50.0|
|2020-01-01T00:00:26.000+08:00|                             50.0|
|2020-01-01T00:00:28.000+08:00|                              0.0|
+-----------------------------+---------------------------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h2 id="lof" tabindex="-1"><a class="header-anchor" href="#lof"><span>LOF</span></a></h2><h3 id="usage-2" tabindex="-1"><a class="header-anchor" href="#usage-2"><span>Usage</span></a></h3><p>This function is used to detect density anomaly of time series. According to k-th distance calculation parameter and local outlier factor (lof) threshold, the function judges if a set of input values is an density anomaly, and a bool mark of anomaly values will be output.</p><p><strong>Name:</strong> LOF</p><p><strong>Input Series:</strong> Multiple input series. The type is INT32 / INT64 / FLOAT / DOUBLE.</p><ul><li><code>method</code>:assign a detection method. The default value is &quot;default&quot;, when input data has multiple dimensions. The alternative is &quot;series&quot;, when a input series will be transformed to high dimension.</li><li><code>k</code>:use the k-th distance to calculate lof. Default value is 3.</li><li><code>window</code>: size of window to split origin data points. Default value is 10000.</li><li><code>windowsize</code>:dimension that will be transformed into when method is &quot;series&quot;. The default value is 5.</li></ul><p><strong>Output Series:</strong> Output a single series. The type is DOUBLE.</p><p><strong>Note:</strong> Incomplete rows will be ignored. They are neither calculated nor marked as anomaly.</p><h3 id="examples-2" tabindex="-1"><a class="header-anchor" href="#examples-2"><span>Examples</span></a></h3><h4 id="using-default-parameters" tabindex="-1"><a class="header-anchor" href="#using-default-parameters"><span>Using default parameters</span></a></h4><p>Input series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+---------------+---------------+
|                         Time|root.test.d1.s1|root.test.d1.s2|
+-----------------------------+---------------+---------------+
|1970-01-01T08:00:00.100+08:00|            0.0|            0.0|
|1970-01-01T08:00:00.200+08:00|            0.0|            1.0|
|1970-01-01T08:00:00.300+08:00|            1.0|            1.0|
|1970-01-01T08:00:00.400+08:00|            1.0|            0.0|
|1970-01-01T08:00:00.500+08:00|            0.0|           -1.0|
|1970-01-01T08:00:00.600+08:00|           -1.0|           -1.0|
|1970-01-01T08:00:00.700+08:00|           -1.0|            0.0|
|1970-01-01T08:00:00.800+08:00|            2.0|            2.0|
|1970-01-01T08:00:00.900+08:00|            0.0|           null|
+-----------------------------+---------------+---------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><p>SQL for query:</p><div class="language-sql line-numbers-mode" data-ext="sql" data-title="sql"><pre class="language-sql"><code><span class="token keyword">select</span> lof<span class="token punctuation">(</span>s1<span class="token punctuation">,</span>s2<span class="token punctuation">)</span> <span class="token keyword">from</span> root<span class="token punctuation">.</span>test<span class="token punctuation">.</span>d1 <span class="token keyword">where</span> <span class="token keyword">time</span><span class="token operator">&lt;</span><span class="token number">1000</span>
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><p>Output series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+-------------------------------------+
|                         Time|lof(root.test.d1.s1, root.test.d1.s2)|
+-----------------------------+-------------------------------------+
|1970-01-01T08:00:00.100+08:00|                   3.8274824267668244|
|1970-01-01T08:00:00.200+08:00|                   3.0117631741126156|
|1970-01-01T08:00:00.300+08:00|                    2.838155437762879|
|1970-01-01T08:00:00.400+08:00|                   3.0117631741126156|
|1970-01-01T08:00:00.500+08:00|                     2.73518261244453|
|1970-01-01T08:00:00.600+08:00|                    2.371440975708148|
|1970-01-01T08:00:00.700+08:00|                     2.73518261244453|
|1970-01-01T08:00:00.800+08:00|                   1.7561416374270742|
+-----------------------------+-------------------------------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="diagnosing-1d-timeseries" tabindex="-1"><a class="header-anchor" href="#diagnosing-1d-timeseries"><span>Diagnosing 1d timeseries</span></a></h4><p>Input series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+---------------+
|                         Time|root.test.d1.s1|
+-----------------------------+---------------+
|1970-01-01T08:00:00.100+08:00|            1.0|
|1970-01-01T08:00:00.200+08:00|            2.0|
|1970-01-01T08:00:00.300+08:00|            3.0|
|1970-01-01T08:00:00.400+08:00|            4.0|
|1970-01-01T08:00:00.500+08:00|            5.0|
|1970-01-01T08:00:00.600+08:00|            6.0|
|1970-01-01T08:00:00.700+08:00|            7.0|
|1970-01-01T08:00:00.800+08:00|            8.0|
|1970-01-01T08:00:00.900+08:00|            9.0|
|1970-01-01T08:00:01.000+08:00|           10.0|
|1970-01-01T08:00:01.100+08:00|           11.0|
|1970-01-01T08:00:01.200+08:00|           12.0|
|1970-01-01T08:00:01.300+08:00|           13.0|
|1970-01-01T08:00:01.400+08:00|           14.0|
|1970-01-01T08:00:01.500+08:00|           15.0|
|1970-01-01T08:00:01.600+08:00|           16.0|
|1970-01-01T08:00:01.700+08:00|           17.0|
|1970-01-01T08:00:01.800+08:00|           18.0|
|1970-01-01T08:00:01.900+08:00|           19.0|
|1970-01-01T08:00:02.000+08:00|           20.0|
+-----------------------------+---------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><p>SQL for query:</p><div class="language-sql line-numbers-mode" data-ext="sql" data-title="sql"><pre class="language-sql"><code><span class="token keyword">select</span> lof<span class="token punctuation">(</span>s1<span class="token punctuation">,</span> <span class="token string">&quot;method&quot;</span><span class="token operator">=</span><span class="token string">&quot;series&quot;</span><span class="token punctuation">)</span> <span class="token keyword">from</span> root<span class="token punctuation">.</span>test<span class="token punctuation">.</span>d1 <span class="token keyword">where</span> <span class="token keyword">time</span><span class="token operator">&lt;</span><span class="token number">1000</span>
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><p>Output series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+--------------------+
|                         Time|lof(root.test.d1.s1)|
+-----------------------------+--------------------+
|1970-01-01T08:00:00.100+08:00|    3.77777777777778|
|1970-01-01T08:00:00.200+08:00|    4.32727272727273|
|1970-01-01T08:00:00.300+08:00|    4.85714285714286|
|1970-01-01T08:00:00.400+08:00|    5.40909090909091|
|1970-01-01T08:00:00.500+08:00|    5.94999999999999|
|1970-01-01T08:00:00.600+08:00|    6.43243243243243|
|1970-01-01T08:00:00.700+08:00|    6.79999999999999|
|1970-01-01T08:00:00.800+08:00|                 7.0|
|1970-01-01T08:00:00.900+08:00|                 7.0|
|1970-01-01T08:00:01.000+08:00|    6.79999999999999|
|1970-01-01T08:00:01.100+08:00|    6.43243243243243|
|1970-01-01T08:00:01.200+08:00|    5.94999999999999|
|1970-01-01T08:00:01.300+08:00|    5.40909090909091|
|1970-01-01T08:00:01.400+08:00|    4.85714285714286|
|1970-01-01T08:00:01.500+08:00|    4.32727272727273|
|1970-01-01T08:00:01.600+08:00|    3.77777777777778|
+-----------------------------+--------------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h2 id="missdetect" tabindex="-1"><a class="header-anchor" href="#missdetect"><span>MissDetect</span></a></h2><h3 id="usage-3" tabindex="-1"><a class="header-anchor" href="#usage-3"><span>Usage</span></a></h3><p>This function is used to detect missing anomalies.<br> In some datasets, missing values are filled by linear interpolation.<br> Thus, there are several long perfect linear segments.<br> By discovering these perfect linear segments,<br> missing anomalies are detected.</p><p><strong>Name:</strong> MISSDETECT</p><p><strong>Input Series:</strong> Only support a single input series. The data type is INT32 / INT64 / FLOAT / DOUBLE.</p><p><strong>Parameter:</strong></p><p><code>error</code>: The minimum length of the detected missing anomalies, which is an integer greater than or equal to 10. By default, it is 10.</p><p><strong>Output Series:</strong> Output a single series. The type is BOOLEAN. Each data point which is miss anomaly will be labeled as true.</p><h3 id="examples-3" tabindex="-1"><a class="header-anchor" href="#examples-3"><span>Examples</span></a></h3><p>Input series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+---------------+
|                         Time|root.test.d2.s2|
+-----------------------------+---------------+
|2021-07-01T12:00:00.000+08:00|            0.0|
|2021-07-01T12:00:01.000+08:00|            1.0|
|2021-07-01T12:00:02.000+08:00|            0.0|
|2021-07-01T12:00:03.000+08:00|            1.0|
|2021-07-01T12:00:04.000+08:00|            0.0|
|2021-07-01T12:00:05.000+08:00|            0.0|
|2021-07-01T12:00:06.000+08:00|            0.0|
|2021-07-01T12:00:07.000+08:00|            0.0|
|2021-07-01T12:00:08.000+08:00|            0.0|
|2021-07-01T12:00:09.000+08:00|            0.0|
|2021-07-01T12:00:10.000+08:00|            0.0|
|2021-07-01T12:00:11.000+08:00|            0.0|
|2021-07-01T12:00:12.000+08:00|            0.0|
|2021-07-01T12:00:13.000+08:00|            0.0|
|2021-07-01T12:00:14.000+08:00|            0.0|
|2021-07-01T12:00:15.000+08:00|            0.0|
|2021-07-01T12:00:16.000+08:00|            1.0|
|2021-07-01T12:00:17.000+08:00|            0.0|
|2021-07-01T12:00:18.000+08:00|            1.0|
|2021-07-01T12:00:19.000+08:00|            0.0|
|2021-07-01T12:00:20.000+08:00|            1.0|
+-----------------------------+---------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><p>SQL for query:</p><div class="language-sql line-numbers-mode" data-ext="sql" data-title="sql"><pre class="language-sql"><code><span class="token keyword">select</span> missdetect<span class="token punctuation">(</span>s2<span class="token punctuation">,</span><span class="token string">&#39;minlen&#39;</span><span class="token operator">=</span><span class="token string">&#39;10&#39;</span><span class="token punctuation">)</span> <span class="token keyword">from</span> root<span class="token punctuation">.</span>test<span class="token punctuation">.</span>d2
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><p>Output series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+------------------------------------------+
|                         Time|missdetect(root.test.d2.s2, &quot;minlen&quot;=&quot;10&quot;)|
+-----------------------------+------------------------------------------+
|2021-07-01T12:00:00.000+08:00|                                     false|
|2021-07-01T12:00:01.000+08:00|                                     false|
|2021-07-01T12:00:02.000+08:00|                                     false|
|2021-07-01T12:00:03.000+08:00|                                     false|
|2021-07-01T12:00:04.000+08:00|                                      true|
|2021-07-01T12:00:05.000+08:00|                                      true|
|2021-07-01T12:00:06.000+08:00|                                      true|
|2021-07-01T12:00:07.000+08:00|                                      true|
|2021-07-01T12:00:08.000+08:00|                                      true|
|2021-07-01T12:00:09.000+08:00|                                      true|
|2021-07-01T12:00:10.000+08:00|                                      true|
|2021-07-01T12:00:11.000+08:00|                                      true|
|2021-07-01T12:00:12.000+08:00|                                      true|
|2021-07-01T12:00:13.000+08:00|                                      true|
|2021-07-01T12:00:14.000+08:00|                                      true|
|2021-07-01T12:00:15.000+08:00|                                      true|
|2021-07-01T12:00:16.000+08:00|                                     false|
|2021-07-01T12:00:17.000+08:00|                                     false|
|2021-07-01T12:00:18.000+08:00|                                     false|
|2021-07-01T12:00:19.000+08:00|                                     false|
|2021-07-01T12:00:20.000+08:00|                                     false|
+-----------------------------+------------------------------------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h2 id="range" tabindex="-1"><a class="header-anchor" href="#range"><span>Range</span></a></h2><h3 id="usage-4" tabindex="-1"><a class="header-anchor" href="#usage-4"><span>Usage</span></a></h3><p>This function is used to detect range anomaly of time series. According to upper bound and lower bound parameters, the function judges if a input value is beyond range, aka range anomaly, and a new time series of anomaly will be output.</p><p><strong>Name:</strong> RANGE</p><p><strong>Input Series:</strong> Only support a single input series. The type is INT32 / INT64 / FLOAT / DOUBLE.</p><ul><li><code>lower_bound</code>:lower bound of range anomaly detection.</li><li><code>upper_bound</code>:upper bound of range anomaly detection.</li></ul><p><strong>Output Series:</strong> Output a single series. The type is the same as the input.</p><p><strong>Note:</strong> Only when <code>upper_bound</code> is larger than <code>lower_bound</code>, the anomaly detection will be performed. Otherwise, nothing will be output.</p><h3 id="examples-4" tabindex="-1"><a class="header-anchor" href="#examples-4"><span>Examples</span></a></h3><h4 id="assigning-lower-and-upper-bound" tabindex="-1"><a class="header-anchor" href="#assigning-lower-and-upper-bound"><span>Assigning Lower and Upper Bound</span></a></h4><p>Input series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+---------------+
|                         Time|root.test.d1.s1|
+-----------------------------+---------------+
|2020-01-01T00:00:02.000+08:00|          100.0|
|2020-01-01T00:00:03.000+08:00|          101.0|
|2020-01-01T00:00:04.000+08:00|          102.0|
|2020-01-01T00:00:06.000+08:00|          104.0|
|2020-01-01T00:00:08.000+08:00|          126.0|
|2020-01-01T00:00:10.000+08:00|          108.0|
|2020-01-01T00:00:14.000+08:00|          112.0|
|2020-01-01T00:00:15.000+08:00|          113.0|
|2020-01-01T00:00:16.000+08:00|          114.0|
|2020-01-01T00:00:18.000+08:00|          116.0|
|2020-01-01T00:00:20.000+08:00|          118.0|
|2020-01-01T00:00:22.000+08:00|          120.0|
|2020-01-01T00:00:26.000+08:00|          124.0|
|2020-01-01T00:00:28.000+08:00|          126.0|
|2020-01-01T00:00:30.000+08:00|            NaN|
+-----------------------------+---------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><p>SQL for query:</p><div class="language-sql line-numbers-mode" data-ext="sql" data-title="sql"><pre class="language-sql"><code><span class="token keyword">select</span> range<span class="token punctuation">(</span>s1<span class="token punctuation">,</span><span class="token string">&quot;lower_bound&quot;</span><span class="token operator">=</span><span class="token string">&quot;101.0&quot;</span><span class="token punctuation">,</span><span class="token string">&quot;upper_bound&quot;</span><span class="token operator">=</span><span class="token string">&quot;125.0&quot;</span><span class="token punctuation">)</span> <span class="token keyword">from</span> root<span class="token punctuation">.</span>test<span class="token punctuation">.</span>d1 <span class="token keyword">where</span> <span class="token keyword">time</span> <span class="token operator">&lt;=</span> <span class="token number">2020</span><span class="token operator">-</span><span class="token number">01</span><span class="token operator">-</span><span class="token number">01</span> <span class="token number">00</span>:<span class="token number">00</span>:<span class="token number">30</span>
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><p>Output series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+------------------------------------------------------------------+
|Time                         |range(root.test.d1.s1,&quot;lower_bound&quot;=&quot;101.0&quot;,&quot;upper_bound&quot;=&quot;125.0&quot;)|
+-----------------------------+------------------------------------------------------------------+
|2020-01-01T00:00:02.000+08:00|                                                             100.0|
|2020-01-01T00:00:28.000+08:00|                                                             126.0|
+-----------------------------+------------------------------------------------------------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h2 id="twosidedfilter" tabindex="-1"><a class="header-anchor" href="#twosidedfilter"><span>TwoSidedFilter</span></a></h2><h3 id="usage-5" tabindex="-1"><a class="header-anchor" href="#usage-5"><span>Usage</span></a></h3><p>The function is used to filter anomalies of a numeric time series based on two-sided window detection.</p><p><strong>Name:</strong> TWOSIDEDFILTER</p><p><strong>Input Series:</strong> Only support a single input series. The data type is INT32 / INT64 / FLOAT / DOUBLE</p><p><strong>Output Series:</strong> Output a single series. The type is the same as the input. It is the input without anomalies.</p><p><strong>Parameter:</strong></p><ul><li><p><code>len</code>: The size of the window, which is a positive integer. By default, it&#39;s 5. When <code>len</code>=3, the algorithm detects forward window and backward window with length 3 and calculates the outlierness of the current point.</p></li><li><p><code>threshold</code>: The threshold of outlierness, which is a floating number in (0,1). By default, it&#39;s 0.3. The strict standard of detecting anomalies is in proportion to the threshold.</p></li></ul><h3 id="examples-5" tabindex="-1"><a class="header-anchor" href="#examples-5"><span>Examples</span></a></h3><p>Input series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+------------+
|                         Time|root.test.s0|
+-----------------------------+------------+
|1970-01-01T08:00:00.000+08:00|      2002.0|
|1970-01-01T08:00:01.000+08:00|      1946.0|
|1970-01-01T08:00:02.000+08:00|      1958.0|
|1970-01-01T08:00:03.000+08:00|      2012.0|
|1970-01-01T08:00:04.000+08:00|      2051.0|
|1970-01-01T08:00:05.000+08:00|      1898.0|
|1970-01-01T08:00:06.000+08:00|      2014.0|
|1970-01-01T08:00:07.000+08:00|      2052.0|
|1970-01-01T08:00:08.000+08:00|      1935.0|
|1970-01-01T08:00:09.000+08:00|      1901.0|
|1970-01-01T08:00:10.000+08:00|      1972.0|
|1970-01-01T08:00:11.000+08:00|      1969.0|
|1970-01-01T08:00:12.000+08:00|      1984.0|
|1970-01-01T08:00:13.000+08:00|      2018.0|
|1970-01-01T08:00:37.000+08:00|      1484.0|
|1970-01-01T08:00:38.000+08:00|      1055.0|
|1970-01-01T08:00:39.000+08:00|      1050.0|
|1970-01-01T08:01:05.000+08:00|      1023.0|
|1970-01-01T08:01:06.000+08:00|      1056.0|
|1970-01-01T08:01:07.000+08:00|       978.0|
|1970-01-01T08:01:08.000+08:00|      1050.0|
|1970-01-01T08:01:09.000+08:00|      1123.0|
|1970-01-01T08:01:10.000+08:00|      1150.0|
|1970-01-01T08:01:11.000+08:00|      1034.0|
|1970-01-01T08:01:12.000+08:00|       950.0|
|1970-01-01T08:01:13.000+08:00|      1059.0|
+-----------------------------+------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><p>SQL for query:</p><div class="language-sql line-numbers-mode" data-ext="sql" data-title="sql"><pre class="language-sql"><code><span class="token keyword">select</span> TwoSidedFilter<span class="token punctuation">(</span>s0<span class="token punctuation">,</span> <span class="token string">&#39;len&#39;</span><span class="token operator">=</span><span class="token string">&#39;5&#39;</span><span class="token punctuation">,</span> <span class="token string">&#39;threshold&#39;</span><span class="token operator">=</span><span class="token string">&#39;0.3&#39;</span><span class="token punctuation">)</span> <span class="token keyword">from</span> root<span class="token punctuation">.</span>test
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><p>Output series:</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+------------+
|                         Time|root.test.s0|
+-----------------------------+------------+
|1970-01-01T08:00:00.000+08:00|      2002.0|
|1970-01-01T08:00:01.000+08:00|      1946.0|
|1970-01-01T08:00:02.000+08:00|      1958.0|
|1970-01-01T08:00:03.000+08:00|      2012.0|
|1970-01-01T08:00:04.000+08:00|      2051.0|
|1970-01-01T08:00:05.000+08:00|      1898.0|
|1970-01-01T08:00:06.000+08:00|      2014.0|
|1970-01-01T08:00:07.000+08:00|      2052.0|
|1970-01-01T08:00:08.000+08:00|      1935.0|
|1970-01-01T08:00:09.000+08:00|      1901.0|
|1970-01-01T08:00:10.000+08:00|      1972.0|
|1970-01-01T08:00:11.000+08:00|      1969.0|
|1970-01-01T08:00:12.000+08:00|      1984.0|
|1970-01-01T08:00:13.000+08:00|      2018.0|
|1970-01-01T08:01:05.000+08:00|      1023.0|
|1970-01-01T08:01:06.000+08:00|      1056.0|
|1970-01-01T08:01:07.000+08:00|       978.0|
|1970-01-01T08:01:08.000+08:00|      1050.0|
|1970-01-01T08:01:09.000+08:00|      1123.0|
|1970-01-01T08:01:10.000+08:00|      1150.0|
|1970-01-01T08:01:11.000+08:00|      1034.0|
|1970-01-01T08:01:12.000+08:00|       950.0|
|1970-01-01T08:01:13.000+08:00|      1059.0|
+-----------------------------+------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div></div><!--[--><!----><!--]--><footer class="vp-page-meta"><div class="vp-meta-item edit-link"><a href="https://github.com/apache/iotdb-docs/edit/main/src/UserGuide/V0.13.x/UDF-Library/Anomaly-Detection.md" rel="noopener noreferrer" target="_blank" aria-label="Found Error? Edit this page on GitHub" class="nav-link vp-meta-label"><!--[--><svg xmlns="http://www.w3.org/2000/svg" class="icon edit-icon" viewBox="0 0 1024 1024" fill="currentColor" aria-label="edit icon"><path d="M430.818 653.65a60.46 60.46 0 0 1-50.96-93.281l71.69-114.012 7.773-10.365L816.038 80.138A60.46 60.46 0 0 1 859.225 62a60.46 60.46 0 0 1 43.186 18.138l43.186 43.186a60.46 60.46 0 0 1 0 86.373L588.879 565.55l-8.637 8.637-117.466 68.234a60.46 60.46 0 0 1-31.958 11.229z"></path><path d="M728.802 962H252.891A190.883 190.883 0 0 1 62.008 771.98V296.934a190.883 190.883 0 0 1 190.883-192.61h267.754a60.46 60.46 0 0 1 0 120.92H252.891a69.962 69.962 0 0 0-69.098 69.099V771.98a69.962 69.962 0 0 0 69.098 69.098h475.911A69.962 69.962 0 0 0 797.9 771.98V503.363a60.46 60.46 0 1 1 120.922 0V771.98A190.883 190.883 0 0 1 728.802 962z"></path></svg><!--]-->Found Error? Edit this page on GitHub<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">open in new window</span></span><!----></a></div><div class="vp-meta-item git-info"><div class="update-time"><span class="vp-meta-label">Last update: </span><!----></div><!----></div></footer><nav class="vp-page-nav"><a class="route-link nav-link prev" href="/UserGuide/V0.13.x/UDF-Library/Data-Profiling.html" aria-label="Data Profiling"><div class="hint"><span class="arrow start"></span>Prev</div><div class="link"><!---->Data Profiling</div></a><a class="route-link nav-link next" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html" aria-label="Data Matching"><div class="hint">Next<span class="arrow end"></span></div><div class="link">Data Matching<!----></div></a></nav><!----><!--[--><!----><!--]--><!--]--></main><!--]--><footer style="padding-bottom:2rem;"><span id="doc-version" style="display:none;">rel/0.13</span><p style="text-align:center;color:#909399;font-size:12px;margin:0 30px;">Copyright © 2024 The Apache Software Foundation.<br> Apache and the Apache feather logo are trademarks of The Apache Software Foundation</p><p style="text-align:center;margin-top:10px;color:#909399;font-size:12px;margin:0 30px;"><strong>Have a question?</strong> Connect with us on QQ, WeChat, or Slack. <a href="https://github.com/apache/iotdb/issues/1995">Join the community</a> now.</p></footer></div><!--]--><!--]--><!--[--><!----><!--]--><!--]--></div>
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