diff options
Diffstat (limited to 'docs/cpta/methodology/index.rst')
| -rw-r--r-- | docs/cpta/methodology/index.rst | 52 |
1 files changed, 25 insertions, 27 deletions
diff --git a/docs/cpta/methodology/index.rst b/docs/cpta/methodology/index.rst index 8bff734e4a..35c438d8b6 100644 --- a/docs/cpta/methodology/index.rst +++ b/docs/cpta/methodology/index.rst @@ -94,16 +94,16 @@ over the rolling window of last <N> sets of historical measurement data: Outlier Detection ````````````````` -Outlier evaluation of test result of value <X> follows the definition -from previous section: +Outlier evaluation of test result of value :math:`X_n` follows the +definition from previous section: -+----------------------------+----------------------+ -| Outlier Evaluation Formula | Evaluation Result | -+============================+======================+ -| X < (Q1 - 1.5 * IQR) | Outlier | -+----------------------------+----------------------+ -| X >= (Q1 - 1.5 * IQR) | Valid (For Trending) | -+----------------------------+----------------------+ ++--------------------------------------------+----------------------+ +| Outlier Evaluation Formula | Evaluation Result | ++============================================+======================+ +| :math:`X_n < \left( Q1 - 1.5 IQR \right)` | Outlier | ++--------------------------------------------+----------------------+ +| :math:`X_n >= \left( Q1 - 1.5 IQR \right)` | Valid (For Trending) | ++--------------------------------------------+----------------------+ Anomaly Detection ````````````````` @@ -112,16 +112,15 @@ To verify compliance of test result of valid value <X> against defined trend metrics and detect anomalies, three simple evaluation formulas are used: -+-------------------------------------------+------------------+-------------+ -| Anomaly | Compliance | Evaluation | -| Evaluation Formula | Confidence Level | Result | -+===========================================+==================+=============+ -| (TMM - 3 * TMSD) <= X <= (TMM + 3 * TMSD) | 99.73% | Normal | -+-------------------------------------------+------------------+-------------+ -| X < (TMM - 3 * TMSD) | Anomaly | Regression | -+-------------------------------------------+------------------+-------------+ -| X > (TMM + 3 * TMSD) | Anomaly | Progression | -+-------------------------------------------+------------------+-------------+ ++---------------------------------------------------------------------------+-----------------------------+-------------------+ +| Anomaly Evaluation Formula | Compliance Confidence Level | Evaluation Result | ++===========================================================================+=============================+===================+ +| :math:`\left( TMM - 3 TMSD \right) <= X_n <= \left( TMM + 3 TMSD \right)` | 99.73% | Normal | ++---------------------------------------------------------------------------+-----------------------------+-------------------+ +| :math:`X_n < \left( TMM - 3 TMSD \right)` | Anomaly | Regression | ++---------------------------------------------------------------------------+-----------------------------+-------------------+ +| :math:`X_n > \left( TMM + 3 TMSD \right)` | Anomaly | Progression | ++---------------------------------------------------------------------------+-----------------------------+-------------------+ TMM is used for the central trend reference point instead of TMA as it is more robust to anomalies. @@ -136,14 +135,13 @@ ago, TMM[last - 1week] and to the maximum of trend values over last quarter except last week, max(TMM[(last - 3mths)..(last - 1week)]), respectively. This results in following trend compliance calculations: -+-------------------+----------------+-----------+------------------------------------------+ -| Trend | | | | -| Compliance Metric | Change Formula | V(alue) | R(eference) | -+===================+================+===========+==========================================+ -| Short-Term Change | ((V - R) / R) | TMM[last] | TMM[last - 1week] | -+-------------------+----------------+-----------+------------------------------------------+ -| Long-Term Change | ((V - R) / R) | TMM[last] | max(TMM[(last - 3mths)..(last - 1week)]) | -+-------------------+----------------+-----------+------------------------------------------+ ++-------------------------+---------------------------------------------+--------------------------------+------------------------------------------------------------------------------------------------------------+ +| Trend Compliance Metric | Change Formula | Value | Reference | ++=========================+=============================================+================================+============================================================================================================+ +| Short-Term Change | :math:`\frac{Value - Reference}{Reference}` | :math:`TMM \left[ last \right] | :math:`TMM \left[ last - 1 week \right]` | ++-------------------------+---------------------------------------------+--------------------------------+------------------------------------------------------------------------------------------------------------+ +| Long-Term Change | :math:`\frac{Value - Reference}{Reference}` | :math:`TMM \left[ last \right] | :math:`max \left( TMM \left[ \left( last - 3 mths \right) .. \left( last - 1 week \right) \right] \right)` | ++-------------------------+---------------------------------------------+--------------------------------+------------------------------------------------------------------------------------------------------------+ Trend Presentation ------------------ |