QuantileFilterStat
Streaming quantile-threshold anomaly detector. Tracks the input distribution via a DDSketchStat and exposes the q-quantile as a threshold; the result's score(x) helper flags x > threshold as a binary anomaly.
The threshold adapts with the stream: as new observations arrive, the quantile drifts, so the same input value may flip between anomalous and normal as the distribution shifts. Use QuantileFilterStat when you want a non-parametric alternative to GaussianScorerStat (no Gaussianity assumption) or when the metric of interest is "is x in the tail of what we've seen?".
Memory: O(1 / relativeError); backed by a single-probability DDSketch.
Update: O(1) per observation (one striped bin increment).
Concurrency: Inherits DDSketchStat's additive-mode striped counters; lock-free under every Concurrency level.
Constructors
Properties
The thread-safety contract this stat was constructed with. Each stat picks the cell-encoding and lock strategy that honours this contract for its mathematical structure:
Probability in (0, 1) at which the threshold is evaluated.
Relative-error guarantee passed to the underlying DDSketch.
Functions
Spawn a fresh accumulator with the same configuration. Optionally override the Concurrency; useful for materialising a wire spec at a different concurrency level than the source.
Merge is unsupported: QuantileFilterResult only carries the threshold scalar, not the underlying DDSketch bin layout, so two snapshots cannot be combined into a faithful joint distribution. Anomaly detectors are not typically sharded across streams; if you need a distributed quantile, merge a DDSketchStat directly and project here.
Materialise the current state as an immutable Result. Reads never mutate, so the caller can read as often as it likes without affecting the stream.
Reset the stat to its prior-seeded baseline. Equivalent to constructing a fresh stat with the same configuration, but in place; keeps the same Concurrency and any per-stat tunables.
Record an observation with the given weight, stamped at the current time.
Record an observation at timestampNanos with the given weight. Stats that consume time (rates, decay, windowing) use this as the ordering signal; pass a monotonic stamp when feeding from a replay log.
QuantileFilterStat
concurrency
The thread-safety contract this stat was constructed with. Each stat picks the cell-encoding and lock strategy that honours this contract for its mathematical structure:
Concurrency.None: single-threaded; no synchronisation. Cheapest path.
Concurrency.Relaxed: lock-free best-effort. Multi-cell stats (Welford-style MeanStat, VarianceStat, MomentsStat) may drift under contention but never throw.
Concurrency.Strict: serialised when needed for full correctness across coupled cells. Sketches always self-serialise; Welford stats lock per update.
Concurrency.HighWrite: optimised for many concurrent writers; JVM uses striped adders for naively additive stats.
Picked at construction; immutable after.
create
Spawn a fresh accumulator with the same configuration. Optionally override the Concurrency; useful for materialising a wire spec at a different concurrency level than the source.
The returned stat is independent: its state starts at the configured baseline, not at the source's current state. Each modality subtype narrows the return type so chaining doesn't lose the modality.
merge
Merge is unsupported: QuantileFilterResult only carries the threshold scalar, not the underlying DDSketch bin layout, so two snapshots cannot be combined into a faithful joint distribution. Anomaly detectors are not typically sharded across streams; if you need a distributed quantile, merge a DDSketchStat directly and project here.
probability
Probability in (0, 1) at which the threshold is evaluated.
read
Materialise the current state as an immutable Result. Reads never mutate, so the caller can read as often as it likes without affecting the stream.
Snapshot consistency depends on the configured Concurrency. Under Concurrency.Strict / Concurrency.HighWrite a read locks against writers so coupled cells stay consistent. Under Concurrency.Relaxed the cells race and the snapshot may drift by ULPs of the workload under heavy contention; the drift is bounded and the read never throws.
timestampNanos is the read timestamp. Stats that don't care about time silently drop it; stats that do (rates, decay families, recency, windowed wrappers) use it as the ordering signal.
relativeError
Relative-error guarantee passed to the underlying DDSketch.
reset
Reset the stat to its prior-seeded baseline. Equivalent to constructing a fresh stat with the same configuration, but in place; keeps the same Concurrency and any per-stat tunables.