ACF

ACF (autocorrelation function) calculates the correlation between a sequence and a shifted copy of itself, as a function of shift. Shift is also referred to as lag or delay.

Parameters

• The k parameter specifies the number of lags to return autocorrelation for. By default k is 40.
• The fft parameter specifies whether ACF is computed via Fast Fourier Transform (FFT). By default fft is False.
• The conf_interval parameter specifies the confidence interval in percentage to return. By default conf_interval is set to 95.

Syntax

fit ACF <field> [k=<int>] [fft=true|false] [conf_interval=<int>]

Example

The following example uses ACF (autocorrelation function) on a test set.

... | fit ACF logins k=50 fft=true conf_interval=90

Local availability Permalink to this section#

• Local class: ACF
• Source file: Splunk_ML_Toolkit/bin/algos/ACF.py (in-repo path Splunk_ML_Toolkit/bin/algos/ACF.py)
• algos.conf stanza: [ACF]
• Class bases: BaseAlgo

Class docstring Permalink to this section#

Compute autocorrelation function.

Source Permalink to this section#

Adapted from the Splunk AI Toolkit 5.6.4 documentation at /en/splunk-cloud-platform/apply-machine-learning/use-ai-toolkit/5.6.4/algorithms-and-scoring-metrics-in-the-ai-toolkit/algorithms-in-the-ai-toolkit (section: preprocessor).