Time series Forecasting in ES 5.1.1 latest stable version

anil_varghese · January 4, 2017, 3:14pm

Hi All,

I just deployed the latest stable release of ES 5.1.1.
Can i do timeseries forecast with the new version using Timelion.
Or is this a feature yet to be released?

Thanks
Anil Varghese

dadoonet · January 4, 2017, 4:35pm

Moved to kibana

You can probably use holt:

github.com

elastic/kibana/blob/5.1/src/core_plugins/timelion/server/series_functions/holt/index.js

var _ = require('lodash');
var Chainable = require('../../lib/classes/chainable');
var ses = require('./lib/ses');
var des = require('./lib/des');
var tes = require('./lib/tes');
var toMilliseconds = require('../../lib/to_milliseconds');

module.exports = new Chainable('holt', {
  args: [
    {
      name: 'inputSeries',
      types: ['seriesList']
    },
    {
      name: 'alpha',
      types: ['number'],
      help: `
        Smoothing weight from 0 to 1.
        Increasing alpha will make the new series more closely follow the original.
        Lowering it will make the series smoother`

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But as written in the help:

Sample the beginning of a series and use it to forecast what should happen via several optional parameters. In general, like everything, this is crappy at predicting the future. You're much better off using it to predict what should be happening right now, for the purpose of anomaly detection. Note that nulls will be filled with forecasted values. Deal with it.

system · February 1, 2017, 4:35pm

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