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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>)

Usage

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

Last modified on 22 July, 2020
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This documentation applies to the following versions of Splunk® Enterprise: 7.0.0, 7.0.2, 7.0.3, 7.0.4, 7.0.5, 7.0.6, 7.0.7, 7.0.8, 7.0.9, 7.0.10, 7.0.11, 7.0.13, 7.1.0, 7.1.1, 7.1.2, 7.1.3, 7.1.4, 7.1.5, 7.1.6, 7.1.7, 7.1.8, 7.1.9, 7.1.10, 7.2.0, 7.2.2, 7.2.3, 7.2.4, 7.2.5, 7.2.6, 7.2.7, 7.2.8, 7.2.9, 7.2.10, 7.3.0, 7.3.1, 7.3.2, 7.3.3, 7.3.4, 7.3.5, 7.3.6, 7.3.7, 7.3.8, 7.3.9, 8.0.0, 8.0.1, 8.0.2, 8.0.3, 8.0.5, 8.0.10, 7.2.1, 7.0.1, 8.0.4, 8.0.9, 8.1.0, 8.1.1, 8.1.2, 8.1.3, 8.1.4, 8.1.5, 8.1.6, 8.1.7, 8.1.8, 8.1.9, 8.1.10, 8.1.11, 8.1.12, 8.1.13, 8.1.14, 8.2.0, 8.2.1, 8.2.2, 8.2.3, 8.2.4, 8.2.5, 8.2.6, 8.2.7, 8.2.8, 8.2.9, 8.2.10, 8.2.11, 8.2.12, 9.0.0, 9.0.1, 9.0.2, 9.0.3, 9.0.4, 9.0.5, 9.0.6, 9.0.7, 9.0.8, 9.1.0, 9.1.1, 9.1.2, 9.1.3, 9.2.0, 8.0.6, 8.0.7, 8.0.8


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