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Friday, January 25, 2013

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Charlie

What is the bug # that you filed with the graphite devs?

Abe Hassan

I haven't, yet. It seems like it would break existing use to make this change, even if it is to fix it. (Maybe people have come to expect derivative to be a delta between data points.) But maybe I should let them make that decision?

Kevin G.

Have you looked into the way graphite calculates the 90th percentile? I suspect they're doing that wrong too. I've been thinking about that recently hard enough to strain a muscle, and I'm pretty sure you can't calculate percentiles from aggregated time periods. You need either the raw original data or a big enough random sampling of the original data where the confidence interval for the number of things in that top 10% is acceptable.

So if in the first time period you have the values 1..100, and in the second time period you have the values 1..30, the 90th percentile over the combined time period should be 87. But if you've aggregated away all the values and saved only something like the Five Number Summary, I don't think you're going to be able to come up with that.

This is much as I've been able to puzzle out from studying the Cartoon Guide to Statistics anyway.

> Algebra.

Calculus, actually ;-)

Abe Hassan

Yes, you're totally right. You need more information than the Five Number Summary. You can turn two averages into an average if you have the number of original data points; and you can turn two stddevs into one if you have the averages and number of data points. But percentiles are a whole 'nother story.

My suspicion is that Graphite's concept of percentiles is related to the data points it has stored. So it's not the 90th percentile *at that point*, but rather the 90th percentile of the data in the metric. To get 90th percentile at a given point in time, I would use statsd, which can calculate that and emit it to Graphite.

So there's a percentile at a point in time, and then a percentile across all time (or across the last X data points). I suspect Graphite is doing the latter. Technically valid, but super duper confusing.

Greg

If you want per second data, use scaleToSecond() rather than derivative().

If you want percentile you probably need data that Graphite do not store at all, smaller than one sample. Use Statsd in addition to Graphite and take its upper_90 metric.

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