Time series metric data modeling and prediction

Abstract

A system that utilizes a plurality of time series of metric data to more accurately detect anomalies and model and predict metric values. Streams of time series metric data are processed to generate a set of independent metrics. In some instances, the present system may automatically analyze thousands of real-time streams. Advanced machine learning and statistical techniques are used to automatically find anomalies and outliers from the independent metrics by learning latent and hidden patterns in the metrics. The trends of each metric may also be analyzed and the trends for each characteristic may be learned. The system can automatically detect latent and hidden patterns of metrics including weekly, daily, holiday and other application specific patterns. Anomaly detection is important to maintaining system health and predicted values are important for customers to monitor and make planning and decisions in a principled and quantitative way.