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Signed-off-by: Zakhar Bessarab <z.bessarab@victoriametrics.com>
(cherry picked from commit 7961479900
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232 lines
8.6 KiB
Markdown
232 lines
8.6 KiB
Markdown
---
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sort: 11
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weight: 11
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title: vmanomaly
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menu:
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docs:
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parent: "victoriametrics"
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weight: 11
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aliases:
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- /vmanomaly.html
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---
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# vmanomaly
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**_vmanomaly is a part of [enterprise package](https://docs.victoriametrics.com/enterprise.html).
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Please [contact us](https://victoriametrics.com/contact-us/) to find out more._**
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## About
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**VictoriaMetrics Anomaly Detection** is a service that continuously scans Victoria Metrics time
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series and detects unexpected changes within data patterns in real-time. It does so by utilizing
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user-configurable machine learning models.
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It periodically queries user-specified metrics, computes an “anomaly score” for them, based on how
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well they fit a predicted distribution, taking into account periodical data patterns with trends,
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and pushes back the computed “anomaly score” to Victoria Metrics. Then, users can enable alerting
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rules based on the “anomaly score”.
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Compared to classical alerting rules, anomaly detection is more “hands-off” i.e. it allows users to
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avoid setting up manual alerting rules set up and catching anomalies that were not expected to happen.
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In other words, by setting up alerting rules, a user must know what to look for, ahead of time,
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while anomaly detection looks for any deviations from past behavior.
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In addition to that, setting up alerting rules manually has been proven to be tedious and
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error-prone, while anomaly detection can be easier to set up, and use the same model for different
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metrics.
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## How?
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Victoria Metrics Anomaly Detection service (**vmanomaly**) allows you to apply several built-in
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anomaly detection algorithms. You can also plug in your own detection models, code doesn’t make any
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distinction between built-in models or external ones.
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All the service parameters (model, schedule, input-output) are defined in a config file.
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Single config file supports only one model, but it’s totally OK to run multiple **vmanomaly**
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processes in parallel, each using its own config.
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## Models
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Currently, vmanomaly ships with a few common models:
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1. **ZScore**
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_(useful for testing)_
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Simplistic model, that detects outliers as all the points that lie farther than a certain amount
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from time-series mean (straight line). Keeps only two model parameters internally:
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`mean` and `std` (standard deviation).
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1. **Prophet**
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_(simplest in configuration, recommended for getting starting)_
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Uses Facebook Prophet for forecasting. The _anomaly score_ is computed of how close the actual time
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series values follow the forecasted values (_yhat_), and whether it’s within forecasted bounds
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(_yhat_lower_, _yhat_upper_). The _anomaly score_ reaches 1.0 if the actual data values
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are equal to
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_yhat_lower_ or _yhat_upper_. The _anomaly score_ is above 1.0 if the actual data values are
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outside
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the _yhat_lower_/_yhat_upper_ bounds.
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See [Prophet documentation](https://facebook.github.io/prophet/)
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1. **Holt-Winters**
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Very popular forecasting algorithm. See [statsmodels.org documentation](
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https://www.statsmodels.org/stable/generated/statsmodels.tsa.holtwinters.ExponentialSmoothing.html)
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for Holt-Winters exponential smoothing.
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1. **Seasonal-Trend Decomposition**
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Extracts three components: season, trend, and residual, that can be plotted individually for
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easier debugging. Uses LOESS (locally estimated scatterplot smoothing).
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See [statsmodels.org documentation](https://www.statsmodels.org/dev/examples/notebooks/generated/stl_decomposition.html)
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for LOESS STD.
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1. **ARIMA**
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Commonly used forecasting model. See [statsmodels.org documentation](https://www.statsmodels.org/stable/generated/statsmodels.tsa.arima.model.ARIMA.html) for ARIMA.
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1. **Rolling Quantile**
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A simple moving window of quantiles. Easy to use, easy to understand, but not as powerful as
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other models.
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### Examples
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For example, here’s how Prophet predictions could look like on a real-data example
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(Prophet auto-detected seasonality interval):
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<img alt="propher-example" src="vmanomaly-prophet-example.png">
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And here’s what Holt-Winters predictions real-world data could look like (seasonality manually
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set to 1 week). Notice that it predicts anomalies in
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different places than Prophet because the model noticed there are usually spikes on Friday
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morning, so it accounted for that:
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<img alt="holtwinters-example" src="vmanomaly-holtwinters-example.png">
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## Process
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Upon starting, vmanomaly queries the initial range of data, and trains its model (“fit” by convention).
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Then, reads new data from VictoriaMetrics, according to schedule, and invokes its model to compute
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“anomaly score” for each data point. The anomaly score ranges from 0 to positive infinity.
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Values less than 1.0 are considered “not an anomaly”, values greater or equal than 1.0 are
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considered “anomalous”, with greater values corresponding to larger anomaly.
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Then, VMAnomaly pushes the metric to vminsert (under the user-configured metric name,
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optionally preserving labels).
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## Usage
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The vmanomaly accepts only one parameter -- config file path:
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```sh
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python3 vmanomaly.py config_zscore.yaml
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```
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or
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```sh
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python3 -m vmanomaly config_zscore.yaml
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```
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It is also possible to split up config into multiple files, just list them all in the command line:
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```sh
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python3 -m vmanomaly model_prophet.yaml io_csv.yaml scheduler_oneoff.yaml
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```
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### Monitoring
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vmanomaly can be monitored by using push or pull approach.
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It can push metrics to VictoriaMetrics or expose metrics in Prometheus exposition format.
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#### Push approach
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vmanomaly can push metrics to VictoriaMetrics single-node or cluster version.
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In order to enable push approach, specify `push` section in config file:
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```yaml
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monitoring:
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push:
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url: "http://victoriametrics:8428/"
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extra_labels:
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job: "vmanomaly-push"
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```
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#### Pull approach
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vmanomaly can export internal metrics in Prometheus exposition format at `/metrics` page.
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These metrics can be scraped via [vmagent](https://docs.victoriametrics.com/vmagent.html) or Prometheus.
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In order to enable pull approach, specify `pull` section in config file:
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```yaml
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monitoring:
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pull:
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enable: true
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port: 8080
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```
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This will expose metrics at `http://0.0.0.0:8080/metrics` page.
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### Licensing
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Starting from v1.5.0 vmanomaly requires a license key to run. You can obtain a trial license
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key [here](https://victoriametrics.com/products/enterprise/trial/).
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The license key can be passed via the following command-line flags:
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```
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--license LICENSE See https://victoriametrics.com/products/enterprise/
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for trial license
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--license-file LICENSE_FILE
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See https://victoriametrics.com/products/enterprise/
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for trial license
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--license-verify-offline {true,false}
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Force offline verification of license code. License is
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verified online by default. This flag runs license
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verification offline.
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```
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Usage example:
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```
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python3 -m vmanomaly --license-file /path/to/license_file.yaml config.yaml
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```
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In order to make it easier to monitor the license expiration date, the following metrics are exposed(see
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[Monitoring](#monitoring) section for details on how to scrape them):
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```
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# HELP vm_license_expires_at When the license expires as a Unix timestamp in seconds
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# TYPE vm_license_expires_at gauge
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vm_license_expires_at 1.6963776e+09
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# HELP vm_license_expires_in_seconds Amount of seconds until the license expires
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# TYPE vm_license_expires_in_seconds gauge
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vm_license_expires_in_seconds 4.886608e+06
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```
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You can find example alerts for [vmalert](https://docs.victoriametrics.com/vmalert.html):
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```yaml
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groups:
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- name: vm-license
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# note the `job` filter and update accordingly to your setup
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rules:
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- alert: LicenseExpiresInLessThan30Days
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expr: vm_license_expires_in_seconds < 30 * 24 * 3600
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labels:
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severity: warning
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annotations:
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summary: "{{ $labels.job }} instance {{ $labels.instance }} license expires in less than 30 days"
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description: "{{ $labels.instance }} of job {{ $labels.job }} license expires in {{ $value | humanizeDuration }}.
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Please make sure to update the license before it expires."
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- alert: LicenseExpiresInLessThan7Days
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expr: vm_license_expires_in_seconds < 7 * 24 * 3600
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labels:
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severity: critical
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annotations:
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summary: "{{ $labels.job }} instance {{ $labels.instance }} license expires in less than 7 days"
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description: "{{ $labels.instance }} of job {{ $labels.job }} license expires in {{ $value | humanizeDuration }}.
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Please make sure to update the license before it expires."
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```
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