trendline

Description

Computes the moving averages of fields: simple moving average (sma), exponential moving average (ema), and weighted moving average (wma) The output is written to a new field, which you can specify.

SMA and WMA both compute a sum over the period of most recent values. WMA puts more weight on recent values rather than past values. EMA is calculated using the following formula.

EMA(t) = alpha * EMA(t-1) + (1 - alpha) * field(t)

where alpha = 2/(period + 1) and field(t) is the current value of a field.

Syntax

trendline ( <trendtype><period>"("<field>")" [AS <newfield>] )...

Required arguments

trendtype

Syntax: sma | ema | wma

Description: The type of trend to compute. Current supported trend types include simple moving average (sma), exponential moving average (ema), and weighted moving average (wma).

period

Syntax: <num>

Description: The period over which to compute the trend, an integer between 2 and 10000.

<field>

Syntax: "("<field>")"

Description: The name of the field on which to calculate the trend.

Optional arguments

<newfield>

Syntax: <field>

Description: Specify a new field name to write the output to.

Default: <trendtype><period>(<field>)

Examples

Example 1: Computes a five event simple moving average for field 'foo' and writes the result to new field called 'smoothed_foo.' Also, in the same line, computes ten event exponential moving average for field 'bar'. Because no AS clause is specified, writes the result to the field 'ema10(bar)'.

... | trendline sma5(foo) AS smoothed_foo ema10(bar)

Example 2: Overlay a trendline over a chart of events by month.

index="bar" | stats count BY date_month | trendline sma2(count) AS trend | fields * trend

See also

accum, autoregress, delta, streamstats