series_periods_validate()

Checks whether a time series contains periodic patterns of given lengths.

Often a metric measuring the traffic of an application is characterized by a weekly or daily period. This period can be confirmed by running series_periods_validate() that checks for a weekly and daily period.

The function takes as input a column that contains a dynamic array of time series (typically the resulting output of make-series operator), and one or more real numbers that define the lengths of the periods to validate.

The function outputs two columns:

• periods: A dynamic array that contains the periods to validate (supplied in the input).
• scores: A dynamic array that contains a score between 0 and 1. The score shows the significance of a period in its respective position in the periods array.

Syntax

series_periods_validate(x, period1 [ , period2 , . . . ] )

Arguments

• x: Dynamic array scalar expression that is an array of numeric values, typically the resulting output of make-series or make_list operators.
• period1, period2, and so on: real numbers specifying the periods to validate, in units of the bin size. For example, if the series is in 1h bins, a weekly period is 168 bins.

Important

• The minimal value for each of the period arguments is 4 and the maximal is half of the length of the input series. For a period argument outside these bounds, the output score will be 0.

• The input time series must be regular, that is, aggregated in constant bins, and is always the case if it has been created using make-series. Otherwise, the output is meaningless.

• The function accepts up to 16 periods to validate.

Example

The following query embeds a snapshot of a month of an application’s traffic, aggregated twice a day (the bin size is 12 hours).

print y=dynamic([80,139,87,110,68,54,50,51,53,133,86,141,97,156,94,149,95,140,77,61,50,54,47,133,72,152,94,148,105,162,101,160,87,63,53,55,54,151,103,189,108,183,113,175,113,178,90,71,62,62,65,165,109,181,115,182,121,178,114,170])
| project x=range(1, array_length(y), 1), y  
| render linechart 

If you run series_periods_validate() on this series to validate a weekly period (14 points long) it results in a high score, and with a 0 score when you validate a five-day period (10 points long).

print y=dynamic([80,139,87,110,68,54,50,51,53,133,86,141,97,156,94,149,95,140,77,61,50,54,47,133,72,152,94,148,105,162,101,160,87,63,53,55,54,151,103,189,108,183,113,175,113,178,90,71,62,62,65,165,109,181,115,182,121,178,114,170])
| project x=range(1, array_length(y), 1), y  
| project series_periods_validate(y, 14.0, 10.0)

series_periods_validate_y_periods	series_periods_validate_y_scores
[14.0, 10.0]	[0.84,0.0]