36 lines
1.4 KiB
SQL
36 lines
1.4 KiB
SQL
{% test kpis_daily_outlier_detector(
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model, date_column, column_name, sigma_threshold=3, days_to_consider=14
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) %}
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with
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-- Retrieve recent data based on the defined days_to_consider
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recent_data as (
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select {{ date_column }}, {{ column_name }}
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from {{ model }}
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where
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{{ date_column }} between (
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current_date - interval '{{ days_to_consider + 1 }} days'
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) and (current_date - interval '1 day')
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),
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metrics_stats as (
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select
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avg({{ column_name }}) as avg_value,
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stddev({{ column_name }}) as stddev_value
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from recent_data
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),
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outliers as (
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select
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{{ column_name }} as value,
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(abs({{ column_name }} - metrics_stats.avg_value))
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/ (metrics_stats.stddev_value) as absolute_deviation_z_score,
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(abs({{ column_name }} - metrics_stats.avg_value))
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/ (metrics_stats.stddev_value)
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> {{ sigma_threshold }} as is_outlier
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from {{ model }}
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cross join metrics_stats
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where {{ date_column }} = current_date - interval '1 day'
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)
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-- Return failing rows if any values are flagged as outliers
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select *
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from outliers
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where is_outlier = true
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{% endtest %}
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