监控系统的异常检测算法调研

Contact me

或者用邮件交流 jacky.wucheng@foxmail.com

开源系统

• Anode: graphite -> anode -> stream_output
• Heka, it’s data pipeline inspired anode’s architecture
• etsy skyline
• Graphite
• open-falcon judge

Anode

异常检测算法

• 3-sigma

Heka

异常检测算法

• roc (rate of change algorithm)
• Mann-Whitney-Wilcoxon tests (MWW)

Skyline

异常检测算法

• stddev_from_average
• first_hour_average
• stddev_from_moving_average
• moving_average
• simple_moving_average
• exp_weighted_moving_average
• mean_subtraction_cumulation
• least_squares
• grubbs
• histogram_bins
• ks_test
• median_absolute_deviation

Graphite

参考源码目录下的 webapp/graphite/render/functions.py文件, 里面包含了非常丰富的算法. 参考 这里

Open-falcon Judege

参考源代码目录下的store/func.go,

• All
• Avg
• Diff
• PDiff
• Max
• Min
• Sum

参考

• Using Go for Anomaly Detection
• Simple Math for Anomaly Detection from Monitorama PDX 2014
• Etsy 的 Kale 系统 skyline 的过滤算法
• Skyline timeseries异常判定算法