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Fix various issues with holtWinters* functions #781

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merged 5 commits into from
Jul 11, 2023
Merged

Fix various issues with holtWinters* functions #781

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bf72b8f
Parse and use seasonality argument in holtWinters* functions
carrieedwards Jun 8, 2023
a9007c3
Add tests including seasonality and boostrapInterval
carrieedwards Jun 8, 2023
8903783
Use constants for bootstrapInterval and seasonality
carrieedwards Jun 9, 2023
2c42e88
Fix holtWintersAberration fetching and processing of data (#160)
carrieedwards Jun 13, 2023
8815b78
Add testing for holtWintersForecast function (#161)
carrieedwards Jun 13, 2023
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46 changes: 31 additions & 15 deletions expr/functions/holtWintersAberration/function.go
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Original file line number Diff line number Diff line change
Expand Up @@ -31,44 +31,60 @@ func New(configFile string) []interfaces.FunctionMetadata {
}

func (f *holtWintersAberration) Do(ctx context.Context, e parser.Expr, from, until int64, values map[parser.MetricRequest][]*types.MetricData) ([]*types.MetricData, error) {
bootstrapInterval, err := e.GetIntervalNamedOrPosArgDefault("bootstrapInterval", 2, 1, 7*86400)
bootstrapInterval, err := e.GetIntervalNamedOrPosArgDefault("bootstrapInterval", 2, 1, holtwinters.DefaultBootstrapInterval)
if err != nil {
return nil, err
}

args, err := helper.GetSeriesArg(ctx, e.Arg(0), from-bootstrapInterval, until, values)
args, err := helper.GetSeriesArg(ctx, e.Arg(0), from, until, values)
if err != nil {
return nil, err
}

// Note: additional fetch requests are added with an adjusted start time in expr.Metrics() (in
// pkg/parser/parser.go) so that the appropriate data corresponding to the adjusted start time
// can be pre-fetched.
adjustedStartArgs, err := helper.GetSeriesArg(ctx, e.Arg(0), from-bootstrapInterval, until, values)
if err != nil {
return nil, err
}

adjustedStartSeries := make(map[string]*types.MetricData)
for _, serie := range adjustedStartArgs {
adjustedStartSeries[serie.Name] = serie
}

delta, err := e.GetFloatNamedOrPosArgDefault("delta", 1, 3)
if err != nil {
return nil, err
}

seasonality, err := e.GetIntervalNamedOrPosArgDefault("seasonality", 3, 1, holtwinters.DefaultSeasonality)
if err != nil {
return nil, err
}

results := make([]*types.MetricData, 0, len(args))
for _, arg := range args {
var (
aberration []float64
series []float64
)

stepTime := arg.StepTime

lowerBand, upperBand := holtwinters.HoltWintersConfidenceBands(arg.Values, stepTime, delta, bootstrapInterval/86400)

windowPoints := int(bootstrapInterval / stepTime)
if len(arg.Values) > windowPoints {
series = arg.Values[windowPoints:]
if v, ok := adjustedStartSeries[arg.Name]; !ok || v == nil {
continue
}

for i := range series {
if math.IsNaN(series[i]) {
lowerBand, upperBand := holtwinters.HoltWintersConfidenceBands(adjustedStartSeries[arg.Name].Values, stepTime, delta, bootstrapInterval, seasonality)

for i, v := range arg.Values {
if math.IsNaN(v) {
aberration = append(aberration, 0)
} else if !math.IsNaN(upperBand[i]) && series[i] > upperBand[i] {
aberration = append(aberration, series[i]-upperBand[i])
} else if !math.IsNaN(lowerBand[i]) && series[i] < lowerBand[i] {
aberration = append(aberration, series[i]-lowerBand[i])
} else if !math.IsNaN(upperBand[i]) && v > upperBand[i] {
aberration = append(aberration, v-upperBand[i])
} else if !math.IsNaN(lowerBand[i]) && v < lowerBand[i] {
aberration = append(aberration, v-lowerBand[i])
} else {
aberration = append(aberration, 0)
}
Expand All @@ -80,7 +96,7 @@ func (f *holtWintersAberration) Do(ctx context.Context, e parser.Expr, from, unt
Name: name,
Values: aberration,
StepTime: arg.StepTime,
StartTime: arg.StartTime + bootstrapInterval,
StartTime: arg.StartTime,
StopTime: arg.StopTime,
PathExpression: name,
ConsolidationFunc: arg.ConsolidationFunc,
Expand Down
126 changes: 126 additions & 0 deletions expr/functions/holtWintersAberration/function_test.go
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Original file line number Diff line number Diff line change
@@ -0,0 +1,126 @@
package holtWintersAberration

import (
"github.com/go-graphite/carbonapi/expr/holtwinters"
"testing"

"github.com/go-graphite/carbonapi/expr/helper"
"github.com/go-graphite/carbonapi/expr/metadata"
"github.com/go-graphite/carbonapi/expr/types"
"github.com/go-graphite/carbonapi/pkg/parser"
th "github.com/go-graphite/carbonapi/tests"
)

func init() {
md := New("")
evaluator := th.EvaluatorFromFunc(md[0].F)
metadata.SetEvaluator(evaluator)
helper.SetEvaluator(evaluator)
for _, m := range md {
metadata.RegisterFunction(m.Name, m.F)
}
}

func TestHoltWintersAberration(t *testing.T) {
var startTime int64 = 2678400
var step int64 = 600
var points int64 = 10
var seconds int64 = 86400

tests := []th.EvalTestItemWithRange{
{
Target: "holtWintersAberration(metric*)",
M: map[parser.MetricRequest][]*types.MetricData{
{"metric*", startTime, startTime + step*points}: {
types.MakeMetricData("metric1", generateHwRange(0, points*step, step, 0), step, startTime),
types.MakeMetricData("metric2", generateHwRange(0, points*step, step, 10), step, startTime),
},
{"metric*", startTime - holtwinters.DefaultBootstrapInterval, startTime + step*points}: {
types.MakeMetricData("metric1", generateHwRange(0, ((holtwinters.DefaultBootstrapInterval/step)+points)*step, step, 0), step, startTime-holtwinters.DefaultBootstrapInterval),
types.MakeMetricData("metric2", generateHwRange(0, ((holtwinters.DefaultBootstrapInterval/step)+points)*step, step, 10), step, startTime-holtwinters.DefaultBootstrapInterval),
},
},
Want: []*types.MetricData{
types.MakeMetricData("holtWintersAberration(metric1)", []float64{-0.2841206166091448, -0.05810270987744115, 0, 0, 0, 0, 0, 0, 0, 0}, step, startTime).SetTag("holtWintersAberration", "1"),
types.MakeMetricData("holtWintersAberration(metric2)", []float64{-0.284120616609151, -0.05810270987744737, 0, 0, 0, 0, 0, 0, 0, 0}, step, startTime).SetTag("holtWintersAberration", "1"),
},
From: startTime,
Until: startTime + step*points,
},
{
Target: "holtWintersAberration(metric*,4,'4d')",
M: map[parser.MetricRequest][]*types.MetricData{
{"metric*", startTime, startTime + step*points}: {
types.MakeMetricData("metric1", generateHwRange(0, points*step, step, 0), step, startTime),
types.MakeMetricData("metric2", generateHwRange(0, points*step, step, 10), step, startTime),
},
{"metric*", startTime - 4*seconds, startTime + step*points}: {
types.MakeMetricData("metric1", generateHwRange(0, ((4*seconds/step)+points)*step, step, 0), step, startTime-4*seconds),
types.MakeMetricData("metric2", generateHwRange(0, ((4*seconds/step)+points)*step, step, 10), step, startTime-4*seconds),
},
},
Want: []*types.MetricData{
types.MakeMetricData("holtWintersAberration(metric1)", []float64{-1.4410544085511923, -0.5199507849641569, 0, 0, 0, 0, 0, 0, 0, 0.09386319244056907}, step, startTime).SetTag("holtWintersAberration", "1"),
types.MakeMetricData("holtWintersAberration(metric2)", []float64{-1.4410544085511923, -0.5199507849641609, 0, 0, 0, 0, 0, 0, 0, 0.09386319244056551}, step, startTime).SetTag("holtWintersAberration", "1"),
},
From: startTime,
Until: startTime + step*points,
},
{
Target: "holtWintersAberration(metric*,4,'1d','2d')",
M: map[parser.MetricRequest][]*types.MetricData{
{"metric*", startTime, startTime + step*points}: {
types.MakeMetricData("metric1", generateHwRange(0, points*step, step, 0), step, startTime),
types.MakeMetricData("metric2", generateHwRange(0, points*step, step, 10), step, startTime),
},
{"metric*", startTime - seconds, startTime + step*points}: {
types.MakeMetricData("metric1", generateHwRange(0, ((seconds/step)+points)*step, step, 0), step, startTime-seconds),
types.MakeMetricData("metric2", generateHwRange(0, ((seconds/step)+points)*step, step, 10), step, startTime-seconds),
},
},
Want: []*types.MetricData{
types.MakeMetricData("holtWintersAberration(metric1)", []float64{-4.106587168490873, -2.8357974803355406, -1.5645896296885762, -0.4213549577359168, 0, 0, 0, 0.5073914761326588, 2.4432248533746543, 4.186719764193769}, step, startTime).SetTag("holtWintersAberration", "1"),
types.MakeMetricData("holtWintersAberration(metric2)", []float64{-4.1065871684908775, -2.8357974803355486, -1.5645896296885837, -0.42135495773592346, 0, 0, 0, 0.5073914761326499, 2.4432248533746446, 4.186719764193759}, step, startTime).SetTag("holtWintersAberration", "1"),
},
From: startTime,
Until: startTime + step*points,
},
{
Target: "holtWintersAberration(metric*)",
M: map[parser.MetricRequest][]*types.MetricData{
{"metric*", startTime, startTime + step*points}: {
types.MakeMetricData("metric1", generateHwRange(0, points*step, step, 0), step, startTime),
types.MakeMetricData("metric2", generateHwRange(0, points*step, step, 10), step, startTime),
},
{"metric*", startTime - holtwinters.DefaultBootstrapInterval, startTime + step*points}: {
types.MakeMetricData("metric1", generateHwRange(0, ((holtwinters.DefaultBootstrapInterval/step)+points)*step, step, 0), step, startTime-holtwinters.DefaultBootstrapInterval),
types.MakeMetricData("metric2", generateHwRange(0, ((holtwinters.DefaultBootstrapInterval/step)+points)*step, step, 10), step, startTime-holtwinters.DefaultBootstrapInterval),
types.MakeMetricData("metric3", generateHwRange(0, ((holtwinters.DefaultBootstrapInterval/step)+points)*step, step, 20), step, startTime-holtwinters.DefaultBootstrapInterval), // Verify that metrics that don't match those fetched with the unadjusted start time are not included in the results
},
},
Want: []*types.MetricData{
types.MakeMetricData("holtWintersAberration(metric1)", []float64{-0.2841206166091448, -0.05810270987744115, 0, 0, 0, 0, 0, 0, 0, 0}, step, startTime).SetTag("holtWintersAberration", "1"),
types.MakeMetricData("holtWintersAberration(metric2)", []float64{-0.284120616609151, -0.05810270987744737, 0, 0, 0, 0, 0, 0, 0, 0}, step, startTime).SetTag("holtWintersAberration", "1"),
},
From: startTime,
Until: startTime + step*points,
},
}

for _, tt := range tests {
testName := tt.Target
t.Run(testName, func(t *testing.T) {
th.TestEvalExprWithRange(t, &tt)
})
}
}

func generateHwRange(x, y, jump, t int64) []float64 {
var valuesList []float64
for x < y {
val := float64(t + (x/jump)%10)
valuesList = append(valuesList, val)
x += jump
}
return valuesList
}
17 changes: 11 additions & 6 deletions expr/functions/holtWintersConfidenceArea/function_cairo.go
View file
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Original file line number Diff line number Diff line change
Expand Up @@ -34,7 +34,7 @@ func New(configFile string) []interfaces.FunctionMetadata {
}

func (f *holtWintersConfidenceArea) Do(ctx context.Context, e parser.Expr, from, until int64, values map[parser.MetricRequest][]*types.MetricData) ([]*types.MetricData, error) {
bootstrapInterval, err := e.GetIntervalNamedOrPosArgDefault("bootstrapInterval", 2, 1, 7*86400)
bootstrapInterval, err := e.GetIntervalNamedOrPosArgDefault("bootstrapInterval", 2, 1, holtwinters.DefaultBootstrapInterval)
if err != nil {
return nil, err
}
Expand All @@ -49,22 +49,27 @@ func (f *holtWintersConfidenceArea) Do(ctx context.Context, e parser.Expr, from,
return nil, err
}

seasonality, err := e.GetIntervalNamedOrPosArgDefault("seasonality", 3, 1, holtwinters.DefaultSeasonality)
if err != nil {
return nil, err
}

results := make([]*types.MetricData, 0, len(args)*2)
for _, arg := range args {
stepTime := arg.StepTime

lowerBand, upperBand := holtwinters.HoltWintersConfidenceBands(arg.Values, stepTime, delta, bootstrapInterval/86400)
lowerBand, upperBand := holtwinters.HoltWintersConfidenceBands(arg.Values, stepTime, delta, bootstrapInterval, seasonality)

lowerSeries := types.MetricData{
FetchResponse: pb.FetchResponse{
Name: fmt.Sprintf("holtWintersConfidenceLower(%s)", arg.Name),
Name: fmt.Sprintf("holtWintersConfidenceArea(%s)", arg.Name),
Values: lowerBand,
StepTime: arg.StepTime,
StartTime: arg.StartTime + bootstrapInterval,
StopTime: arg.StopTime,
ConsolidationFunc: arg.ConsolidationFunc,
XFilesFactor: arg.XFilesFactor,
PathExpression: fmt.Sprintf("holtWintersConfidenceLower(%s)", arg.Name),
PathExpression: fmt.Sprintf("holtWintersConfidenceArea(%s)", arg.Name),
},
Tags: helper.CopyTags(arg),
GraphOptions: types.GraphOptions{
Expand All @@ -77,14 +82,14 @@ func (f *holtWintersConfidenceArea) Do(ctx context.Context, e parser.Expr, from,

upperSeries := types.MetricData{
FetchResponse: pb.FetchResponse{
Name: fmt.Sprintf("holtWintersConfidenceUpper(%s)", arg.Name),
Name: fmt.Sprintf("holtWintersConfidenceArea(%s)", arg.Name),
Values: upperBand,
StepTime: arg.StepTime,
StartTime: arg.StartTime + bootstrapInterval,
StopTime: arg.StopTime,
ConsolidationFunc: arg.ConsolidationFunc,
XFilesFactor: arg.XFilesFactor,
PathExpression: fmt.Sprintf("holtWintersConfidenceLower(%s)", arg.Name),
PathExpression: fmt.Sprintf("holtWintersConfidenceArea(%s)", arg.Name),
},
Tags: helper.CopyTags(arg),
GraphOptions: types.GraphOptions{
Expand Down
34 changes: 28 additions & 6 deletions expr/functions/holtWintersConfidenceArea/function_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@
package holtWintersConfidenceArea

import (
"github.com/go-graphite/carbonapi/expr/holtwinters"
"testing"

"github.com/go-graphite/carbonapi/expr/helper"
Expand All @@ -27,19 +28,40 @@ func TestHoltWintersConfidenceArea(t *testing.T) {
var startTime int64 = 2678400
var step int64 = 600
var points int64 = 10
var weekSeconds int64 = 7 * 86400

seriesValues := generateHwRange(0, ((weekSeconds/step)+points)*step, step)

tests := []th.EvalTestItemWithRange{
{
Target: "holtWintersConfidenceArea(metric1)",
M: map[parser.MetricRequest][]*types.MetricData{
{"metric1", startTime - weekSeconds, startTime + step*points}: {types.MakeMetricData("metric1", seriesValues, step, startTime-weekSeconds)},
{"metric1", startTime - holtwinters.DefaultBootstrapInterval, startTime + step*points}: {types.MakeMetricData("metric1", generateHwRange(0, ((holtwinters.DefaultBootstrapInterval/step)+points)*step, step), step, startTime-holtwinters.DefaultBootstrapInterval)},
},
Want: []*types.MetricData{
types.MakeMetricData("holtWintersConfidenceArea(metric1)", []float64{0.2841206166091448, 1.0581027098774411, 0.3338172102994683, 0.5116859493263242, -0.18199175514936972, 0.2366173792019426, -1.2941554508809152, -0.513426806531049, -0.7970905542723132, 0.09868900726536012}, step, startTime).SetTag("holtWintersConfidenceArea", "1"),
types.MakeMetricData("holtWintersConfidenceArea(metric1)", []float64{8.424944558327624, 9.409422251880809, 10.607070189221787, 10.288439865038768, 9.491556863132963, 9.474595784593738, 8.572310478053845, 8.897670449095346, 8.941566968508148, 9.409728797779282}, step, startTime).SetTag("holtWintersConfidenceArea", "1"),
},
From: startTime,
Until: startTime + step*points,
},
{
Target: "holtWintersConfidenceArea(metric1,4,'6d')",
M: map[parser.MetricRequest][]*types.MetricData{
{"metric1", startTime - 6*holtwinters.SecondsPerDay, startTime + step*points}: {types.MakeMetricData("metric1", generateHwRange(0, ((6*holtwinters.SecondsPerDay/step)+points)*step, step), step, startTime-6*holtwinters.SecondsPerDay)},
},
Want: []*types.MetricData{
types.MakeMetricData("holtWintersConfidenceArea(metric1)", []float64{-0.6535362793382391, -0.26554972418633316, -1.1060549683277792, -0.5788026852576289, -1.4594446935142829, -0.6933311085203409, -1.6566119269969288, -1.251651025511391, -1.7938581852717226, -1.1791817117029604}, step, startTime).SetTag("holtWintersConfidenceArea", "1"),
types.MakeMetricData("holtWintersConfidenceArea(metric1)", []float64{8.166528156512886, 8.759008839563066, 9.250962452510654, 9.994110161265208, 10.511931730022393, 11.34313475259535, 12.639554646464758, 11.972601342482212, 10.920216551100442, 10.618692557967133}, step, startTime).SetTag("holtWintersConfidenceArea", "1"),
},
From: startTime,
Until: startTime + step*points,
},
{
Target: "holtWintersConfidenceArea(metric1,4,'1d','2d')",
M: map[parser.MetricRequest][]*types.MetricData{
{"metric1", startTime - holtwinters.SecondsPerDay, startTime + step*points}: {types.MakeMetricData("metric1", generateHwRange(0, ((holtwinters.SecondsPerDay/step)+points)*step, step), step, startTime-holtwinters.SecondsPerDay)},
},
Want: []*types.MetricData{
types.MakeMetricData("holtWintersConfidenceLower(metric1)", []float64{0.2841206166091448, 1.0581027098774411, 0.3338172102994683, 0.5116859493263242, -0.18199175514936972, 0.2366173792019426, -1.2941554508809152, -0.513426806531049, -0.7970905542723132, 0.09868900726536012}, step, startTime).SetTag("holtWintersConfidenceArea", "1"),
types.MakeMetricData("holtWintersConfidenceUpper(metric1)", []float64{8.424944558327624, 9.409422251880809, 10.607070189221787, 10.288439865038768, 9.491556863132963, 9.474595784593738, 8.572310478053845, 8.897670449095346, 8.941566968508148, 9.409728797779282}, step, startTime).SetTag("holtWintersConfidenceArea", "1"),
types.MakeMetricData("holtWintersConfidenceArea(metric1)", []float64{4.106587168490873, 3.8357974803355406, 3.564589629688576, 3.421354957735917, 3.393696278743315, 3.470415673952413, 3.2748850646377368, 3.3539750816574316, 3.5243322056965765, 3.7771201010598134}, step, startTime).SetTag("holtWintersConfidenceArea", "1"),
types.MakeMetricData("holtWintersConfidenceArea(metric1)", []float64{4.24870339314537, 4.501056063000946, 4.956252698437961, 5.466294981886822, 6.0258698337471355, 6.630178145979606, 7.6413984841547204, 6.492608523867341, 5.556775146625346, 4.813280235806231}, step, startTime).SetTag("holtWintersConfidenceArea", "1"),
},
From: startTime,
Until: startTime + step*points,
Expand Down
10 changes: 7 additions & 3 deletions expr/functions/holtWintersConfidenceBands/function.go
View file
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Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,6 @@ package holtWintersConfidenceBands

import (
"context"

"github.com/go-graphite/carbonapi/expr/helper"
"github.com/go-graphite/carbonapi/expr/holtwinters"
"github.com/go-graphite/carbonapi/expr/interfaces"
Expand Down Expand Up @@ -30,7 +29,7 @@ func New(configFile string) []interfaces.FunctionMetadata {
}

func (f *holtWintersConfidenceBands) Do(ctx context.Context, e parser.Expr, from, until int64, values map[parser.MetricRequest][]*types.MetricData) ([]*types.MetricData, error) {
bootstrapInterval, err := e.GetIntervalNamedOrPosArgDefault("bootstrapInterval", 2, 1, 7*86400)
bootstrapInterval, err := e.GetIntervalNamedOrPosArgDefault("bootstrapInterval", 2, 1, holtwinters.DefaultBootstrapInterval)
if err != nil {
return nil, err
}
Expand All @@ -45,11 +44,16 @@ func (f *holtWintersConfidenceBands) Do(ctx context.Context, e parser.Expr, from
return nil, err
}

seasonality, err := e.GetIntervalNamedOrPosArgDefault("seasonality", 3, 1, holtwinters.DefaultSeasonality)
if err != nil {
return nil, err
}

results := make([]*types.MetricData, 0, len(args)*2)
for _, arg := range args {
stepTime := arg.StepTime

lowerBand, upperBand := holtwinters.HoltWintersConfidenceBands(arg.Values, stepTime, delta, bootstrapInterval/86400)
lowerBand, upperBand := holtwinters.HoltWintersConfidenceBands(arg.Values, stepTime, delta, bootstrapInterval, seasonality)

name := "holtWintersConfidenceLower(" + arg.Name + ")"
lowerSeries := &types.MetricData{
Expand Down
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