83 lines
2.3 KiB
JavaScript
83 lines
2.3 KiB
JavaScript
/**
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* Rolling z-score helpers for anomaly retrain / hybrid detection.
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*/
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/**
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* @param {number[]} values
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* @returns {{ mean: number, stdev: number, n: number }}
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*/
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export function stats(values) {
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const xs = values.filter((v) => v != null && Number.isFinite(v))
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const n = xs.length
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if (!n) return { mean: 0, stdev: 0, n: 0 }
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const mean = xs.reduce((a, b) => a + b, 0) / n
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if (n < 2) return { mean, stdev: 0, n }
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let sumSq = 0
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for (const v of xs) sumSq += (v - mean) ** 2
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const stdev = Math.sqrt(sumSq / (n - 1))
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return { mean, stdev, n }
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}
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/**
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* @param {number} value
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* @param {number} mean
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* @param {number} stdev
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*/
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export function zScore(value, mean, stdev) {
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if (!Number.isFinite(value) || !Number.isFinite(mean)) return 0
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if (!stdev || stdev < 1e-9) return value === mean ? 0 : value > mean ? 3 : -3
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return (value - mean) / stdev
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}
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/**
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* Derive warn/crit absolute thresholds from baseline + z multipliers.
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* For `>` comparator: warn = mean + warnZ*stdev, crit = mean + critZ*stdev
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* For `<` comparator: warn = mean - warnZ*stdev, crit = mean - critZ*stdev
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*
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* @param {{ mean: number, stdev: number }} s
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* @param {string} comparator
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* @param {{ warnZ?: number, critZ?: number, minStdev?: number }} [opts]
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*/
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export function thresholdsFromStats(s, comparator, opts = {}) {
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const warnZ = opts.warnZ ?? 2
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const critZ = opts.critZ ?? 3
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const minStdev = opts.minStdev ?? 0.01
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const stdev = Math.max(s.stdev, minStdev)
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const op = comparator || '>'
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if (op === '<' || op === '<=') {
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return {
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warn: s.mean - warnZ * stdev,
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crit: s.mean - critZ * stdev,
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mean: s.mean,
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stdev,
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}
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}
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return {
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warn: s.mean + warnZ * stdev,
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crit: s.mean + critZ * stdev,
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mean: s.mean,
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stdev,
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}
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}
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/**
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* Extract numeric dimension series from MetricStore points.
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* @param {import('./store.js').MetricStore} store
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* @param {string} chart
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* @param {string} dimension
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* @param {number} [maxPoints]
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* @returns {number[]}
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*/
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export function seriesFromStore(store, chart, dimension, maxPoints = 300) {
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const entry = store.series?.get?.(chart)
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const points = entry?.points || []
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const slice = points.slice(-maxPoints)
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/** @type {number[]} */
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const out = []
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for (const p of slice) {
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const v = p.values?.[dimension]
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if (v != null && Number.isFinite(v)) out.push(v)
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}
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return out
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}
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