Clustering For Anomaly Detection

Mar 14, 2008

Hi,

I have been trying to use the Clustering algorithm for Anomaly Detection, but it has been quite difficult to get correct results for PredictCaseLikelihood.
Using a very large number of clusters helped, but there are other problems.
The algorithm does not take into account all the columns in my nested table, but only uses Exists/Not Exists for the nested table key column. In my case the nested table contains also a column with a count of key attribute.

I am about to abandon the Sql Data Mining.

Does anyone have more insights into tuning the Clustering algorithm for anomaly detection?

Thanks

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Real Time Anomaly Detection

Jan 20, 2008



Hi,
I'm would like know if the analysis service data mining enables to detect anomalies from "normal" behavior/patterns of data (1), and alert about such anomalies when detected (2). both above sql server relational DB (3).

Thanks,
Eyal

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I've sure I have a problem that hasn't been addressed on the forum exactly. I have a SQL 2000 database that the SSIS designer sees, meaning it is a member of the 'Server Explorer' group. I am trying to update my SQL 2005 database based on values from a SQL 2000 database table using an OLE DB Command data flow transformation. I use a SELECT query in the OLE DB Source control to get the required columns. I use an UPDATE statement to identify where to place the columns retrieved from the source. I get an error that tells me that the update statement fails because it can't identify the SQL 2000 database I am trying to use. The highlighted part of the error is something I haven't seen in the similar posts I've read. And, it's ironic because the server is actually 'linked'.

Error 1
Validation error. Import Moving Averages and Open Interest Data: OLE DB Command [3411]: An OLE DB error has occurred. Error code: 0x80040E14. An OLE DB record is available. Source: "Microsoft SQL Native Client" Hresult: 0x80040E14 Description: "Statement(s) could not be prepared.". An OLE DB record is available. Source: "Microsoft SQL Native Client" Hresult: 0x80040E14 Description: "Could not find server 'SIR-Research' in sysservers. Execute sp_addlinkedserver to add the server to sysservers.". Prices_MA_OI.dtsx 0 0

Here is the SELECT statement:
SELECT
Equity_Moving_Averages.m_d_y,
Equity_Moving_Averages.Ticker_symbol,
Equity_Moving_Averages.MA_10, Equity_Moving_Averages.MA_20, Equity_Moving_Averages.MA_30, Equity_Moving_Averages.MA_40,
Equity_Moving_Averages.MA_50, Equity_Moving_Averages.MA_80, Equity_Moving_Averages.MA_100, Equity_Moving_Averages.MA_160,
Equity_Moving_Averages.MA_200, OI_Data.OI_Call, OI_Data.OI_Call_Pricewgt, OI_Data.OI_Put, OI_Data.OI_Put_Pricewgt, OI_Data.PCRatio,
OI_Data.pcratio_pricewgt, OI_Data.PctRank365, OI_Data.PC_Diff
FROM Equity_Moving_Averages INNER JOIN
OI_Data ON Equity_Moving_Averages.m_d_y = OI_Data.m_d_y AND Equity_Moving_Averages.Ticker_symbol = OI_Data.Ticker_Symbol
--

Here is the UPDATE statement:
UPDATE [dbo].[Equity_Price_DIM]
SET [10day_moving_average] = [SIR-Research].internet.dbo.Equity_Moving_Averages.MA_10
, [100day_moving_average] = [SIR-Research].internet.dbo.Equity_Moving_Averages.MA_100
, [160day_moving_average] = [SIR-Research].internet.dbo.Equity_Moving_Averages.MA_160
, [20day_moving_average] = [SIR-Research].internet.dbo.Equity_Moving_Averages.MA_20
, [200day_moving_average] = [SIR-Research].internet.dbo.Equity_Moving_Averages.MA_200
, [30day_moving_average] = [SIR-Research].internet.dbo.Equity_Moving_Averages.MA_30
, [40day_moving_average] = [SIR-Research].internet.dbo.Equity_Moving_Averages.MA_40
, [50day_moving_average] = [SIR-Research].internet.dbo.Equity_Moving_Averages.MA_50
, [80day_moving_average] = [SIR-Research].internet.dbo.Equity_Moving_Averages.MA_80
, open_interest_call = [SIR-Research].internet.dbo.OI_Data.OI_Call
, oi_call_priceweight = [SIR-Research].internet.dbo.OI_Data.OI_Call_Pricewgt
, open_interest_put = [SIR-Research].internet.dbo.OI_Data.OI_Put
, oi_put_priceweight = [SIR-Research].internet.dbo.OI_Data.OI_Put_Pricewgt
, oi_put_call_difference = [SIR-Research].internet.dbo.OI_Data.PC_Diff
, oi_put_call_ratio = [SIR-Research].internet.dbo.OI_Data.PCRatio
, oi_pcratio_priceweight = [SIR-Research].internet.dbo.OI_Data.pcratio_pricewgt
, oi_percent_rank365 = [SIR-Research].internet.dbo.OI_Data.PctRank365
FROM [dbo].[Equity_Price_DIM] INNER JOIN [SIR-Research].internet.dbo.Equity_Moving_Averages
ON [dbo].[Equity_Price_DIM].prices_market_date = [SIR-Research].internet.dbo.Equity_Moving_Averages.m_d_y
AND [dbo].[Equity_Price_DIM].prices_ticker_symbol = [SIR-Research].internet.dbo.Equity_Moving_Averages.Ticker_symbol
LEFT OUTER JOIN [SIR-Research].internet.dbo.OI_Data
ON [dbo].[Equity_Price_DIM].prices_market_date = [SIR-Research].internet.dbo.OI_Data.m_d_y
AND [dbo].[Equity_Price_DIM].prices_ticker_symbol = [SIR-Research].internet.dbo.OI_Data.Ticker_Symbol
--

Any help will be greatly appreciated.

Dave W.

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Only starts to behave when I set the number of seconds I am adding from -1 to -31.

Time of date is unimportant: as storing all dates as midday (any data type which ONLY supports date? not interested in the time really).


Subtracting one minute from midnight works fine, but that said: I am curious to understand why I am getting the funny behaviour above.

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Two questions from this:

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log type
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Hi. I'm very new to SQL Server and would greatly appreciate any advice with regard to my two questions below.

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All three maintenace plans had the following elements configured, in the following order:
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with the exception that Plan 1 doesn't have a 'Shrink Database' task (because, I'm told, its data is pretty static), but none had a Maintenance Cleanup Task, so I added one to each plan specifying 14 days of old backups to be kept in all cases except Plan 1, where I limited it to 2 days, the database being over 7 GB in size. All links between tasks in all plans are AND constraints, value 'Completion'. All .BAKs are written to tape by Symantec Backup Exec as part of the daily backup.

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Since I added a Maintenance Cleanup Task to each plan, the only task shown in the Task Name column is Cleanup History (set to 'Older than 7 days'), and the duration is 00:00:00, where previously all tasks were shown and the overall duration was over a minute.

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Why does there appear to be an anomaly between the 'View History' display and the SQL Server Log and application log? Should I be worried, or is what I can see in the SQL Server Logs and application log sufficient grounds for a good night's sleep?

Thanks,

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