How to run a custom anomaly detection algorithm on Elasticseach and visualize the time series in Kibana?

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I went through the definitive guide published by O'Reilly and I couldn't solve my problem. I have also found a similar questions regarding this, but I haven't understand quite well how it is possible to do so.

Let's assume I am running an instance of the ELK on VM inside a node of my cluster (so in this case there is no distributed architecture). I was wondering whether it is possible to implement – let's say – the current state-of-the-art unsupervised real-time anomaly detection algorithm on time series (assuming I have a simple flow of log data). Would I then be able to visualise the time-series and the outliers in Kibana in some sort of way?

Now, I would like to run the instance of ELK on a distributed architecture (assuming I have more elasticsearch instances and many nodes) and do the same implementation as mentioned above. Will it run in a distributed way? Would still be resource and time efficient like the ML-Anomaly Detection included in the X-pack?

If so, in at least one of the cases, could you point me to the right source (books, blogs, etc) in order to learn how to do perform such task?

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Elastic ML is the state-of-the-art unsupervised real-time anomaly detection algorithm on time series :wink:

In all seriousness - there are probably more than 100 "person-years" of research and development of the codebase that is Elastic ML. And, it is not just the anomaly detection algorithms/techniques. It is also all of the other logistical details:

  • How to leverage both historical and real-time data
  • How to persist model state and "pick up where you left off" in the case of a node/cluster restart
  • How to both deal with raw and/or aggregated data
  • How to snapshot/restore those models to an earlier version in case there was a problem
  • How to filter out data you don't want analyzed that is mixed in with data that you do want to be analyzed
  • How to automatically split analysis across instances for parallel analysis
  • How to ignore results that have special meaning in one's domain
  • How to ignore time-frames that are known to be problematic
  • How to provide guardrails against excessive memory consumption that could cripple a node
  • How to deal with sparse data
  • How to manage the scheduling and throttling of querying for data to analyze and not overburden a cluster
  • How to format and publish results that are useful for UIs or API calls
  • How to clean up/maintain information that is no longer needed
  • ...and many other details

These are all details that Elastic ML does for you. I'm not saying that one couldn't manage to implement some of these things on your own, but you should know what you're getting into!

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