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class="vp-toc-header">此页内容<button type="button" class="print-button" title="打印"><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="#异常检测">异常检测</a></li><li><ul class="vp-toc-list"><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#iqr">IQR</a></li><!----><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#ksigma">KSigma</a></li><!----><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#lof">LOF</a></li><!----><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#missdetect">MissDetect</a></li><!----><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#range">Range</a></li><!----><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#twosidedfilter">TwoSidedFilter</a></li><!----><!--]--><!--[--><li class="vp-toc-item"><a class="route-link vp-toc-link level3" href="#outlier">Outlier</a></li><!----><!--]--></ul></li><!--]--></ul><div class="vp-toc-marker" style="top:-1.7rem;"></div></div><!--[--><!----><!--]--></aside></div><!--[--><!----><!--]--><div class="theme-hope-content"><h2 id="异常检测" tabindex="-1"><a class="header-anchor" href="#异常检测"><span>异常检测</span></a></h2><h3 id="iqr" tabindex="-1"><a class="header-anchor" href="#iqr"><span>IQR</span></a></h3><h4 id="函数简介" tabindex="-1"><a class="header-anchor" href="#函数简介"><span>函数简介</span></a></h4><p>本函数用于检验超出上下四分位数1.5倍IQR的数据分布异常。</p><p><strong>函数名：</strong> IQR</p><p><strong>输入序列：</strong> 仅支持单个输入序列，类型为 INT32 / INT64 / FLOAT / DOUBLE。</p><p><strong>参数：</strong></p><ul><li><code>method</code>：若设置为 &quot;batch&quot;，则将数据全部读入后检测；若设置为 &quot;stream&quot;，则需用户提供上下四分位数进行流式检测。默认为 &quot;batch&quot;。</li><li><code>q1</code>：使用流式计算时的下四分位数。</li><li><code>q3</code>：使用流式计算时的上四分位数。</li></ul><p><strong>输出序列</strong>：输出单个序列，类型为 DOUBLE。</p><p><strong>说明</strong>：$IQR=Q_3-Q_1$</p><h4 id="使用示例" tabindex="-1"><a class="header-anchor" href="#使用示例"><span>使用示例</span></a></h4><h5 id="全数据计算" tabindex="-1"><a class="header-anchor" href="#全数据计算"><span>全数据计算</span></a></h5><p>输入序列：</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>用于查询的 SQL 语句：</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>输出序列：</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><h3 id="ksigma" tabindex="-1"><a class="header-anchor" href="#ksigma"><span>KSigma</span></a></h3><h4 id="函数简介-1" tabindex="-1"><a class="header-anchor" href="#函数简介-1"><span>函数简介</span></a></h4><p>本函数利用动态 K-Sigma 算法进行异常检测。在一个窗口内，与平均值的差距超过k倍标准差的数据将被视作异常并输出。</p><p><strong>函数名：</strong> KSIGMA</p><p><strong>输入序列：</strong> 仅支持单个输入序列，类型为 INT32 / INT64 / FLOAT / DOUBLE</p><p><strong>参数：</strong></p><ul><li><code>k</code>：在动态 K-Sigma 算法中，分布异常的标准差倍数阈值，默认值为 3。</li><li><code>window</code>：动态 K-Sigma 算法的滑动窗口大小，默认值为 10000。</li></ul><p><strong>输出序列：</strong> 输出单个序列，类型与输入序列相同。</p><p><strong>提示：</strong> k 应大于 0，否则将不做输出。</p><h4 id="使用示例-1" tabindex="-1"><a class="header-anchor" href="#使用示例-1"><span>使用示例</span></a></h4><h5 id="指定k" tabindex="-1"><a class="header-anchor" href="#指定k"><span>指定k</span></a></h5><p>输入序列：</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>用于查询的 SQL 语句：</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>输出序列：</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><h3 id="lof" tabindex="-1"><a class="header-anchor" href="#lof"><span>LOF</span></a></h3><h4 id="函数简介-2" tabindex="-1"><a class="header-anchor" href="#函数简介-2"><span>函数简介</span></a></h4><p>本函数使用局部离群点检测方法用于查找序列的密度异常。将根据提供的第k距离数及局部离群点因子(lof)阈值，判断输入数据是否为离群点，即异常，并输出各点的 LOF 值。</p><p><strong>函数名：</strong> LOF</p><p><strong>输入序列：</strong> 多个输入序列，类型为 INT32 / INT64 / FLOAT / DOUBLE</p><p><strong>参数：</strong></p><ul><li><code>method</code>:使用的检测方法。默认为 default，以高维数据计算。设置为 series，将一维时间序列转换为高维数据计算。</li><li><code>k</code>:使用第k距离计算局部离群点因子.默认为 3。</li><li><code>window</code>:每次读取数据的窗口长度。默认为 10000.</li><li><code>windowsize</code>:使用series方法时，转化高维数据的维数，即单个窗口的大小。默认为 5。</li></ul><p><strong>输出序列：</strong> 输出单时间序列，类型为DOUBLE。</p><p><strong>提示：</strong> 不完整的数据行会被忽略，不参与计算，也不标记为离群点。</p><h4 id="使用示例-2" tabindex="-1"><a class="header-anchor" href="#使用示例-2"><span>使用示例</span></a></h4><h5 id="默认参数" tabindex="-1"><a class="header-anchor" href="#默认参数"><span>默认参数</span></a></h5><p>输入序列：</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>用于查询的 SQL 语句：</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>输出序列：</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><h5 id="诊断一维时间序列" tabindex="-1"><a class="header-anchor" href="#诊断一维时间序列"><span>诊断一维时间序列</span></a></h5><p>输入序列：</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>用于查询的 SQL 语句：</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>输出序列：</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><h3 id="missdetect" tabindex="-1"><a class="header-anchor" href="#missdetect"><span>MissDetect</span></a></h3><h4 id="函数简介-3" tabindex="-1"><a class="header-anchor" href="#函数简介-3"><span>函数简介</span></a></h4><p>本函数用于检测数据中的缺失异常。在一些数据中，缺失数据会被线性插值填补，在数据中出现完美的线性片段，且这些片段往往长度较大。本函数通过在数据中发现这些完美线性片段来检测缺失异常。</p><p><strong>函数名：</strong> MISSDETECT</p><p><strong>输入序列：</strong> 仅支持单个输入序列，类型为 INT32 / INT64 / FLOAT / DOUBLE。</p><p><strong>参数：</strong></p><ul><li><code>minlen</code>：被标记为异常的完美线性片段的最小长度，是一个大于等于 10 的整数，默认值为 10。</li></ul><p><strong>输出序列：</strong> 输出单个序列，类型为 BOOLEAN，即该数据点是否为缺失异常。</p><p><strong>提示：</strong> 数据中的<code>NaN</code>将会被忽略。</p><h4 id="使用示例-3" tabindex="-1"><a class="header-anchor" href="#使用示例-3"><span>使用示例</span></a></h4><p>输入序列：</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>用于查询的SQL语句：</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>输出序列：</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><h3 id="range" tabindex="-1"><a class="header-anchor" href="#range"><span>Range</span></a></h3><h4 id="函数简介-4" tabindex="-1"><a class="header-anchor" href="#函数简介-4"><span>函数简介</span></a></h4><p>本函数用于查找时间序列的范围异常。将根据提供的上界与下界，判断输入数据是否越界，即异常，并输出所有异常点为新的时间序列。</p><p><strong>函数名：</strong> RANGE</p><p><strong>输入序列：</strong> 仅支持单个输入序列，类型为 INT32 / INT64 / FLOAT / DOUBLE</p><p><strong>参数：</strong></p><ul><li><code>lower_bound</code>:范围异常检测的下界。</li><li><code>upper_bound</code>:范围异常检测的上界。</li></ul><p><strong>输出序列：</strong> 输出单个序列，类型与输入序列相同。</p><p><strong>提示：</strong> 应满足<code>upper_bound</code>大于<code>lower_bound</code>，否则将不做输出。</p><h4 id="使用示例-4" tabindex="-1"><a class="header-anchor" href="#使用示例-4"><span>使用示例</span></a></h4><h5 id="指定上界与下界" tabindex="-1"><a class="header-anchor" href="#指定上界与下界"><span>指定上界与下界</span></a></h5><p>输入序列：</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>用于查询的 SQL 语句：</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>输出序列：</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><h3 id="twosidedfilter" tabindex="-1"><a class="header-anchor" href="#twosidedfilter"><span>TwoSidedFilter</span></a></h3><h4 id="函数简介-5" tabindex="-1"><a class="header-anchor" href="#函数简介-5"><span>函数简介</span></a></h4><p>本函数基于双边窗口检测法对输入序列中的异常点进行过滤。</p><p><strong>函数名：</strong> TWOSIDEDFILTER</p><p><strong>输出序列：</strong> 仅支持单个输入序列，类型为 INT32 / INT64 / FLOAT / DOUBLE</p><p><strong>输出序列：</strong> 输出单个序列，类型与输入相同，是输入序列去除异常点后的结果。</p><p><strong>参数：</strong></p><ul><li><code>len</code>：双边窗口检测法中的窗口大小，取值范围为正整数，默认值为 5.如当<code>len</code>=3 时，算法向前、向后各取长度为3的窗口，在窗口中计算异常度。</li><li><code>threshold</code>：异常度的阈值，取值范围为(0,1)，默认值为 0.3。阈值越高，函数对于异常度的判定标准越严格。</li></ul><h4 id="使用示例-5" tabindex="-1"><a class="header-anchor" href="#使用示例-5"><span>使用示例</span></a></h4><p>输入序列：</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>用于查询的 SQL 语句：</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>输出序列：</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><h3 id="outlier" tabindex="-1"><a class="header-anchor" href="#outlier"><span>Outlier</span></a></h3><h4 id="函数简介-6" tabindex="-1"><a class="header-anchor" href="#函数简介-6"><span>函数简介</span></a></h4><p>本函数用于检测基于距离的异常点。在当前窗口中，如果一个点距离阈值范围内的邻居数量（包括它自己）少于密度阈值，则该点是异常点。</p><p><strong>函数名：</strong> OUTLIER</p><p><strong>输入序列：</strong> 仅支持单个输入序列，类型为 INT32 / INT64 / FLOAT / DOUBLE。</p><p><strong>参数：</strong></p><ul><li><code>r</code>：基于距离异常检测中的距离阈值。</li><li><code>k</code>：基于距离异常检测中的密度阈值。</li><li><code>w</code>：用于指定滑动窗口的大小。</li><li><code>s</code>：用于指定滑动窗口的步长。</li></ul><p><strong>输出序列</strong>：输出单个序列，类型与输入序列相同。</p><h4 id="使用示例-6" tabindex="-1"><a class="header-anchor" href="#使用示例-6"><span>使用示例</span></a></h4><h5 id="指定查询参数" tabindex="-1"><a class="header-anchor" href="#指定查询参数"><span>指定查询参数</span></a></h5><p>输入序列：</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+------------+
|                         Time|root.test.s1|
+-----------------------------+------------+
|2020-01-04T23:59:55.000+08:00|        56.0|
|2020-01-04T23:59:56.000+08:00|        55.1|
|2020-01-04T23:59:57.000+08:00|        54.2|
|2020-01-04T23:59:58.000+08:00|        56.3|
|2020-01-04T23:59:59.000+08:00|        59.0|
|2020-01-05T00:00:00.000+08:00|        60.0|
|2020-01-05T00:00:01.000+08:00|        60.5|
|2020-01-05T00:00:02.000+08:00|        64.5|
|2020-01-05T00:00:03.000+08:00|        69.0|
|2020-01-05T00:00:04.000+08:00|        64.2|
|2020-01-05T00:00:05.000+08:00|        62.3|
|2020-01-05T00:00:06.000+08:00|        58.0|
|2020-01-05T00:00:07.000+08:00|        58.9|
|2020-01-05T00:00:08.000+08:00|        52.0|
|2020-01-05T00:00:09.000+08:00|        62.3|
|2020-01-05T00:00:10.000+08:00|        61.0|
|2020-01-05T00:00:11.000+08:00|        64.2|
|2020-01-05T00:00:12.000+08:00|        61.8|
|2020-01-05T00:00:13.000+08:00|        64.0|
|2020-01-05T00:00:14.000+08:00|        63.0|
+-----------------------------+------------+
</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>用于查询的 SQL 语句：</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> outlier<span class="token punctuation">(</span>s1<span class="token punctuation">,</span><span class="token string">&quot;r&quot;</span><span class="token operator">=</span><span class="token string">&quot;5.0&quot;</span><span class="token punctuation">,</span><span class="token string">&quot;k&quot;</span><span class="token operator">=</span><span class="token string">&quot;4&quot;</span><span class="token punctuation">,</span><span class="token string">&quot;w&quot;</span><span class="token operator">=</span><span class="token string">&quot;10&quot;</span><span class="token punctuation">,</span><span class="token string">&quot;s&quot;</span><span class="token operator">=</span><span class="token string">&quot;5&quot;</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>输出序列：</p><div class="language-text line-numbers-mode" data-ext="text" data-title="text"><pre class="language-text"><code>+-----------------------------+--------------------------------------------------------+
|                         Time|outlier(root.test.s1,&quot;r&quot;=&quot;5.0&quot;,&quot;k&quot;=&quot;4&quot;,&quot;w&quot;=&quot;10&quot;,&quot;s&quot;=&quot;5&quot;)|
+-----------------------------+--------------------------------------------------------+
|2020-01-05T00:00:03.000+08:00|                                                    69.0|
+-----------------------------+--------------------------------------------------------+
|2020-01-05T00:00:08.000+08:00|                                                    52.0|
+-----------------------------+--------------------------------------------------------+
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