变点监测和控制图在数据业务监控中的应用

Change Point and Control Charts in Application of Data Monitoring

为实现对数据业务支撑系统的有效监控,通过剖析数据业务特点,提出了用控制图和变点监测发现数据业务中存在的异常。变点监测在处理三种类型的时间序列时存在不足,通过增加控制参数——变化率,对变点检测算法进行了改进,改进后的方法适应性更高,并且误报率大大降低。最后比较了控制图和变点检测方法的优缺点及各自的应用场景。

For the purpose of monitoring the business operations support system,the control charts and change point detection are applied to detect abnormal data.But practice has shown that change point detection existed shortness in dealing with some types of time series.Through increasing three parameters,the original algorithm can be improved.Practice proves that after the improvement,misinformation can be greatly reduced and nearly all the abnormal data can be detected at the same time.