Time Series Functions

Below functions are used for series data analysis.

seriesOutliersDetectTukey

Detects outliers in series data using Tukey Fences .

Syntax

seriesOutliersDetectTukey(series);
seriesOutliersDetectTukey(series, min_percentile, max_percentile, K);

Arguments

series - An array of numeric values.
min_percentile - The minimum percentile to be used to calculate inter-quantile range (IQR) . The value must be in range [0.02,0.98] . The default is 0.25.
max_percentile - The maximum percentile to be used to calculate inter-quantile range (IQR). The value must be in range [0.02,0.98] . The default is 0.75.
K - Non-negative constant value to detect mild or stronger outliers. The default value is 1.5.

At least four data points are required in series to detect outliers.

Returned value

Returns an array of the same length as the input array where each value represents score of possible anomaly of corresponding element in the series. A non-zero score indicates a possible anomaly. Array .

Examples

Query:

SELECT seriesOutliersDetectTukey([-3, 2, 15, 3, 5, 6, 4, 5, 12, 45, 12, 3, 3, 4, 5, 6]) AS print_0;

Result:

┌───────────print_0─────────────────┐
│[0,0,0,0,0,0,0,0,0,27,0,0,0,0,0,0] │
└───────────────────────────────────┘

Query:

SELECT seriesOutliersDetectTukey([-3, 2, 15, 3, 5, 6, 4.50, 5, 12, 45, 12, 3.40, 3, 4, 5, 6], 0.2, 0.8, 1.5) AS print_0;

Result:

┌─print_0──────────────────────────────┐
│ [0,0,0,0,0,0,0,0,0,19.5,0,0,0,0,0,0] │
└──────────────────────────────────────┘

Finds the period of the given series data data using FFT