All Apps and Add-ons

How to filter out outliers in kalman forecast

TylerJVitale
Explorer

I'm running a Kalman LLP5 algorithm within the MLTK to predict application crashes and account for trend and seasonality.
My search is:

| timechart span=1d sum(VOLUME) | predict "sum(VOLUME)" as prediction algorithm="LLP5" future_timespan="365" holdback="0" period=365 lower"95"=lower"95" upper"95"=upper"95" | `forecastviz(365, 0, "sum(VOLUME)", 95)`

However, as you can see, the algorithm predicts clear outliers just because they happened at the same time last year.

Is there a way to filter this out? And additionally, once it is filtered out, can I set an alert to tell me if the trend in the future does not follow this predicted trend or if there are outliers that fall well outside this confidence interval?
alt text

0 Karma

TylerJVitale
Explorer

Additionally, if anyone knows of a better/more accurate way to run this forecast, I'd appreciate any suggestions.

0 Karma
Get Updates on the Splunk Community!

Build Scalable Security While Moving to Cloud - Guide From Clayton Homes

 Clayton Homes faced the increased challenge of strengthening their security posture as they went through ...

Mission Control | Explore the latest release of Splunk Mission Control (2.3)

We’re happy to announce the release of Mission Control 2.3 which includes several new and exciting features ...

Cloud Platform | Migrating your Splunk Cloud deployment to Python 3.7

Python 2.7, the last release of Python 2, reached End of Life back on January 1, 2020. As part of our larger ...