https://community.splunk.com/t5/Splunk-Search/How-to-calculate-the-linear-regression-coefficients-in-SPlunk/m-p/429286#M169178 <P>@dragut, get <A href="https://splunkbase.splunk.com/app/2890/">Machine Learning Toolkit App</A> from Splunkbase. It has the macro/SPL required to calculate R2 statistics for Forcasting time series.</P> Tue, 29 May 2018 07:52:05 GMT niketn 2018-05-29T07:52:05Z https://community.splunk.com/t5/Splunk-Search/How-to-calculate-the-linear-regression-coefficients-in-SPlunk/m-p/429285#M169177 <P>I have calculated the ten different percentiles of a response time field and want to make a linear regression of the the 10 data values with the 0.1 to 1 interval points. Is there a way to get the intercept and slope values and R2 stats in Splunk? Thanks.</P> Tue, 29 May 2018 05:46:42 GMT https://community.splunk.com/t5/Splunk-Search/How-to-calculate-the-linear-regression-coefficients-in-SPlunk/m-p/429285#M169177 dragut 2018-05-29T05:46:42Z https://community.splunk.com/t5/Splunk-Search/How-to-calculate-the-linear-regression-coefficients-in-SPlunk/m-p/429286#M169178 <P>@dragut, get <A href="https://splunkbase.splunk.com/app/2890/">Machine Learning Toolkit App</A> from Splunkbase. It has the macro/SPL required to calculate R2 statistics for Forcasting time series.</P> Tue, 29 May 2018 07:52:05 GMT https://community.splunk.com/t5/Splunk-Search/How-to-calculate-the-linear-regression-coefficients-in-SPlunk/m-p/429286#M169178 niketn 2018-05-29T07:52:05Z https://community.splunk.com/t5/Splunk-Search/How-to-calculate-the-linear-regression-coefficients-in-SPlunk/m-p/429287#M169179 <P>What about slope and intercept?</P> Mon, 04 Jun 2018 01:30:43 GMT https://community.splunk.com/t5/Splunk-Search/How-to-calculate-the-linear-regression-coefficients-in-SPlunk/m-p/429287#M169179 dragut 2018-06-04T01:30:43Z https://community.splunk.com/t5/Splunk-Search/How-to-calculate-the-linear-regression-coefficients-in-SPlunk/m-p/429288#M169180 <P>Please check out <A href="https://splunkbase.splunk.com/app/2890">Splunk Machine Learning Toolkit App</A> (MLTK). With current release 3.2 it has 30 algorithms implemented for 8 different categories: <A href="http://docs.splunk.com/Documentation/MLApp/latest/User/Algorithms">http://docs.splunk.com/Documentation/MLApp/latest/User/Algorithms</A><BR /> <A href="https://www.splunk.com/pdfs/solution-guides/machine-learning-quick-ref-guide.pdf">https://www.splunk.com/pdfs/solution-guides/machine-learning-quick-ref-guide.pdf</A></P> <P>MLTK also allows you to import the algorithm of your choice to Splunk using <A href="http://docs.splunk.com/Documentation/MLApp/latest/API/Introduction">Machine Learning API</A>.</P> <P>Once the app is installed, it also has links to several video tutorials related to Machine Learning Toolkit.</P> <P>While you should be using MLTK App for implementing Machine Learning in your Splunk App, you can also refer to following Wiki for Linear Regression implementation using SPL.</P> <P><A href="https://wiki.splunk.com/Community:Plotting_a_linear_trendline">https://wiki.splunk.com/Community:Plotting_a_linear_trendline</A></P> <P>Please try out MLTK, read documentation and go through tutorial videos and confirm!</P> Mon, 04 Jun 2018 04:29:18 GMT https://community.splunk.com/t5/Splunk-Search/How-to-calculate-the-linear-regression-coefficients-in-SPlunk/m-p/429288#M169180 niketn 2018-06-04T04:29:18Z https://community.splunk.com/t5/Splunk-Search/How-to-calculate-the-linear-regression-coefficients-in-SPlunk/m-p/429289#M169181 <P>As @niketnilay mentioned, the best way is to actually install the Splunk MLTK app (remember to install python sdk app as well) and try out the linear regression model. Intercept, R2 are all available features in the Splunk MLTK app.<BR /> My concern is that are you are using 10 samples to make a prediction? If so, your model won't be valid. You need samples size in thousands or at least around 300-500</P> Mon, 04 Jun 2018 08:49:32 GMT https://community.splunk.com/t5/Splunk-Search/How-to-calculate-the-linear-regression-coefficients-in-SPlunk/m-p/429289#M169181 Sukisen1981 2018-06-04T08:49:32Z