KPIs outlier detector

tests/kpis_product_metrics_outlier_detection.sql

@@ -0,0 +1,77 @@
+{% set metric_names = (
+    "created_guest_journeys_not_cancelled",
+    "started_guest_journeys_not_cancelled",
+    "completed_guest_journeys_not_cancelled",
+    "created_guest_journeys",
+    "started_guest_journeys",
+    "completed_guest_journeys",
+    "total_csat_score_count",
+    "average_csat_score",
+    "deposit_fees_in_gbp",
+    "waiver_payments_in_gbp",
+    "checkin_cover_fees_in_gbp",
+    "total_guest_payments_in_gbp",
+    "py_created_guest_journeys_not_cancelled",
+    "py_started_guest_journeys_not_cancelled",
+    "py_completed_guest_journeys_not_cancelled",
+    "py_created_guest_journeys",
+    "py_started_guest_journeys",
+    "py_completed_guest_journeys",
+    "py_total_csat_score_count",
+    "py_average_csat_score",
+    "py_deposit_fees_in_gbp",
+    "py_waiver_payments_in_gbp",
+    "py_checkin_cover_fees_in_gbp",
+    "py_total_guest_payments_in_gbp",
+) %}
+{% set sigma_threshold = var("sigma_threshold", 3) %}
+{% set days_to_consider = 14 %}
+{% set yesterday = "(current_date - interval '1 day')" %}
+
+with
+    recent_data as (
+        select *
+        from {{ ref("kpis__product_guest_daily_metrics") }}
+        where
+            date_day
+            between {{ yesterday }}
+            - interval '{{ days_to_consider }} "days"' and {{ yesterday }}
+    ),
+    metrics_recent_data as (
+        select
+            {% for metric in metric_names %}
+                avg({{ metric }}) as avg_{{ metric }},
+                stddev({{ metric }}) as stddev_{{ metric }}
+                {% if not loop.last %},{% endif %}
+            {% endfor %}
+        from recent_data
+    ),
+    outliers as (
+        select
+            rd.date_day,
+            {% for metric in metric_names %}
+                case
+                    when
+                        abs(rd.{{ metric }} - metrics_recent_data.avg_{{ metric }}) > (
+                            metrics_recent_data.stddev_{{ metric }}
+                            * {{ sigma_threshold }}
+                        )
+                    then 1
+                    else 0
+                end as is_outlier_{{ metric }}
+                {% if not loop.last %},{% endif %}
+            {% endfor %}
+        from recent_data rd
+        cross join metrics_recent_data
+        where rd.date_day = {{ yesterday }}
+    )
+select
+    {% for metric in metric_names %}
+        sum(is_outlier_{{ metric }}) as outlier_count_{{ metric }}
+        {% if not loop.last %},{% endif %}
+    {% endfor %}
+from outliers
+having
+    {% for metric in metric_names %}
+        sum(is_outlier_{{ metric }}) > 0 {% if not loop.last %} or {% endif %}
+    {% endfor %}