Thought I would share a piece on detecting ETL duration anomalies using Simple Linear Regression. This post will give you a brief overview of what simple linear regression is and how you can use it to your advantage with testing. In this post I will be demonstrating how to use Simple Linear Regression to detect ETL duration Anomalies.

What happens with ETLs is that they normally run for a set amount of time, give or take a few minutes every time. Then all of a sudden it starts running extremely long. If you have nothing in place to check this, other than looking at it manually each day, then this could be your solution.

Let me begin by explaining what Simple Linear Regression is.

The Simple Linear Regression model is used in statistics, where a straight line is plotted through a set of points on a graph. It is plotted in such a way that makes the sum of squared residuals of the model as small as possible.

In order to plot the line on the graph you need to know where the line intercepts on the y axis and the slope of the line. You will also need to set the standard deviation to detect when something is in fact an anomaly. See Figure below.

**Step 1:**

To start you will need to create a user-defined data type to accept the values of the X and Y data points.

CREATE TYPE dbo.XYDataPoints AS TABLE
(
GroupID VARCHAR(200) NOT NULL,
X FLOAT NULL,
Y FLOAT NULL
)

**Step 2:**

You need to create a table-valued function which will calculate the simple linear regression of the ETL’s durations.

CREATE FUNCTION [dbo].[fn_GetSimpleLinearRegression] (@MyInput AS XYDataPoints READONLY)
RETURNS @MyOutput TABLE
(
-- Columns returned by the function
GroupID VARCHAR(200)
,Slope FLOAT
,Intercept FLOAT
,StDevError DECIMAL(18,5)
)
AS
BEGIN
;WITH BASE AS -- Check for NULL source
(
SELECT GroupID
,X
,Y
FROM @MyInput
)
,XYBAR AS
(
SELECT GroupID
,Y
,yBar = AVG(Y) OVER(PARTITION BY GroupID ORDER BY X ROWS BETWEEN UNBOUNDED PRECEDING and UNBOUNDED FOLLOWING)
,X
,xBar = AVG(X) OVER(PARTITION BY GroupID ORDER BY X ROWS BETWEEN UNBOUNDED PRECEDING and UNBOUNDED FOLLOWING)
,xCount = COUNT(X) OVER(PARTITION BY GroupID ORDER BY X ROWS BETWEEN UNBOUNDED PRECEDING and UNBOUNDED FOLLOWING)
FROM BASE
)
,SLOPE AS
(
SELECT GroupID
,Slope = SUM((X - xBar) * (Y - yBar)) / SUM(POWER(X - xBar,2))
,MAX(yBar) AS yBar
,MAX(xBar) AS xBar
,MAX(xCount) AS xCount
FROM XYBAR
GROUP BY GroupID
)
,INTERCEPT AS
(
SELECT GroupID
,Slope
,xBar
,yBar
,xCount
,Intercept = yBar - xBar * Slope
FROM SLOPE
)
INSERT @MyOutput
SELECT INTERCEPT.GroupID
,Slope
,Intercept
,StDevError = STDEV (
ABS(y - ((Slope * (x)) + Intercept))
)
FROM BASE
JOIN INTERCEPT ON BASE.GroupID = INTERCEPT.GroupID
GROUP BY Slope,Intercept, INTERCEPT.GroupID
RETURN
END

**Step 3:**

You need to create a table to contain a history of the duration of ETLs. I chose to create a tests schema and to create all my objects for this detection under the tests schema.

CREATE TABLE [tests].[ETLLogDurationHistory](
[ETLLogDurationHistoryID] [int] IDENTITY(1,1) NOT NULL,
[ETLName] [varchar](250) NOT NULL,
[DateRun] [date] NOT NULL,
[TimeRun] [time](7) NOT NULL,
[Duration] [time](0) NOT NULL,
[DurationInt] [int] NOT NULL,
[ETLOutcome] [varchar](250) NOT NULL,
[IsError] [bit] NULL,
[Sensitivity] [decimal](18, 3) NULL,
[CurrCntSigma] [decimal](18, 5) NULL,
CONSTRAINT [PK_ETLLogDurationHistory] PRIMARY KEY CLUSTERED
(
[ETLLogDurationHistoryID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]

**Step 4:**

You need to create a table to store the error details that were detected for the ETL duration anomalies.

CREATE TABLE [tests].[TestFailureLog](
[TestFailureLogID] [int] IDENTITY(1,1) NOT NULL,
[TestDate] [date] NOT NULL,
[TestTime] [time](7) NOT NULL,
[TestCollection] [varchar](100) NOT NULL,
[TestName] [varchar](300) NOT NULL,
CONSTRAINT [PK_TestFailureLog] PRIMARY KEY CLUSTERED
(
[TestFailureLogID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]

**Step 5:**

Create the proc to detect the ETL duration anomalies. This proc will also insert into the history table to keep track of how long ETLs ran for in order to work out whether there is an anomaly or not.

CREATE PROC [tests].[tst_ETLDurationAnomaly]
AS
BEGIN
SET NOCOUNT ON;
/*----------------------------------------------
* Uncomment for debug
------------------------------------------------*/
--IF OBJECT_ID('tempdb..#PreOp') IS NOT NULL DROP TABLE #PreOp
--IF OBJECT_ID('tempdb..#tReport') IS NOT NULL DROP TABLE #tReport
/*----------------------------------------------
* Tunable parameters
------------------------------------------------*/
DECLARE @nDaysHist SMALLINT = 90, -- Set day count to limit history retention
@nSampleMAX SMALLINT = 30, -- Set maximum history count to evalute using simple linear regression
@nSampleMIN SMALLINT = 3, -- Set minimum history count to evalute using simple linear regression
@STDevSensitivity SMALLINT = 6 -- Set a value to increase or decrease the upper and lower threshold
/*-----------------------------------------------------------------------------------------------------------------------------------
* FLUSH TABLES
* Clear history table of records older than @nDaysHist days or records added on current day to get latest stats
-----------------------------------------------------------------------------------------------------------------------------------*/
DELETE
FROM tests.ETLLogDurationHistory
WHERE DateRun < DATEADD(DAY, -@nDaysHist, GETDATE()) ;
/*-----------------------------------------------------------------------------------------------------------------------------------
* Get duration for all ETLs * Duration will be recorded per ETL, no matter how many times they have been recorded for that
day already
-----------------------------------------------------------------------------------------------------------------------------------*/
INSERT INTO [tests].[ETLLogDurationHistory] (ETLName,DateRun,TimeRun,Duration,DurationInt,ETLOutcome)
SELECT ETLName = name
,DateRun = CAST(CAST(CONVERT(DATE, CONVERT(VARCHAR(10), run_date)) AS VARCHAR(10)) AS DATE)
,TimeRun = CAST(CAST(CONVERT(VARCHAR(8), DATEADD(SECOND, run_time, ''), 114) AS VARCHAR(10)) AS TIME(0))
,Duration = CAST(CONVERT(CHAR(8), DATEADD(SECOND, run_duration, ''), 114) AS TIME(0))
,DurationInt = run_duration
,ETLOutcome = CASE
WHEN SJH.run_status=0 THEN 'Failed'
WHEN SJH.run_status=1 THEN 'Succeeded'
WHEN SJH.run_status=2 THEN 'Retry'
WHEN SJH.run_status=3 THEN 'Cancelled'
ELSE 'Unknown'
END
FROM MSDB.dbo.sysjobhistory SJH
JOIN MSDB.dbo.sysjobs SJ ON SJH.job_id = SJ.job_id
WHERE step_id = 0
AND name NOT IN (
'collection_set_1_noncached_collect_and_upload'
,'collection_set_2_upload'
,'collection_set_3_upload'
,'mdw_purge_data_[BI_MDW]'
,'SSIS Server Maintenance Job'
,'sysutility_get_cache_tables_data_into_aggregate_tables_hourly'
,'sysutility_get_views_data_into_cache_tables'
,'syspolicy_purge_history'
,'sysutility_get_cache_tables_data_into_aggregate_tables_daily'
)
AND CAST(CONVERT(DATE, CONVERT(VARCHAR(10), run_date)) AS VARCHAR(10)) + ' '
+ CAST(CONVERT(VARCHAR(8), DATEADD(SECOND, run_time, ''), 114) AS VARCHAR(10)) >= DATEADD(D,-1,GetDate())
ORDER BY name,run_date,run_time
/*-----------------------------------------------------------------------------------------------------------------------------------
* MAGIC
* Using Simple Linear Regression, issue an estimation for what the Duration per ETL should be "today"
* Based on the regression line, define thresholds that will determine alert
*/-----------------------------------------------------------------------------------------------------------------------------------
SELECT ETLName
,X = DATEDIFF(DAY, MIN(DateRun) OVER (PARTITION BY ETLName), DateRun) + 1
,DateRun
,Y = DurationInt
,SampleOrdinal = ROW_NUMBER() OVER (PARTITION BY ETLName ORDER BY DateRun DESC)
,MeasurementsPerTable = COUNT(*) OVER (PARTITION BY ETLName)
INTO #PreOp
FROM
(
SELECT ETLLogDurationHistoryID
,ETLName
,DateRun
,TimeRun
,Duration
,DurationInt
,ETLOutcome
,RecentPerDay = ROW_NUMBER() OVER (PARTITION BY ETLName, DateRun ORDER BY TimeRun DESC)
FROM tests.ETLLogDurationHistory EDH
WHERE EDH.DateRun < CAST(GETDATE() AS DATE)
)DT
WHERE RecentPerDay = 1
DECLARE @tXYData XYDataPoints
INSERT INTO @tXYData(GroupID,X,Y)
SELECT ETLName
,X
,Y
FROM #PreOp
WHERE SampleOrdinal <= @nSampleMAX AND MeasurementsPerTable >= @nSampleMIN
/*-----------------------------------------------
* Table to use for updating the error log
-----------------------------------------------*/
DECLARE @ErrorOutput TABLE (
FullTableName VARCHAR(200) NOT NULL
)
;WITH Pruned AS
(
SELECT ETLName
,X
,DateRun
,Y
,SampleOrdinal
,MeasurementsPerTable
FROM #PreOp pO
WHERE EXISTS (
SELECT *
FROM @tXYData tD
WHERE tD.GroupID = pO.ETLName
)
)
,FNResponse AS
(
SELECT GroupID
,Slope
,Intercept
,StDevError
FROM dbo.fn_GetSimpleLinearRegression(@tXYData)
)
,TodayXCTE AS
(
SELECT ETLName
,X
,DateRun
,Y
,SampleOrdinal
,MeasurementsPerTable
,GroupID
,Slope
,Intercept
,StDevError
,PredictedY = ( Slope * (
-- TodayX
DATEDIFF(DAY, MIN(DateRun) OVER (PARTITION BY ETLName), GETDATE()) + 1
)
) + Intercept
FROM Pruned P
JOIN FNResponse F ON P.ETLName = F.GroupID
)
,ThresholdCTE AS
(
SELECT DISTINCT
ETLName
,PredictedY
,Y
,UpperThreshold = PredictedY + (@STDevSensitivity * STDevError)
,LowerThreshold = PredictedY - (@STDevSensitivity * STDevError)
,StDevError
FROM TodayXCTE
WHERE SampleOrdinal = 1
)
,TblETLDurHistCTE AS
(
SELECT ETLName
,DateRun
,TimeRun
,Duration
,DurationInt
,ETLOutcome
,IsError
,Sensitivity
,CurrCntSigma
,RecentPerDay = ROW_NUMBER() OVER (PARTITION BY ETLName, DateRun ORDER BY TimeRun DESC)
FROM tests.ETLLogDurationHistory EDH
)
/*-----------------------------------------------
* Update only most recent record in history
table
-----------------------------------------------*/
UPDATE EDH
SET IsError = 1
,Sensitivity = @STDevSensitivity
,CurrCntSigma = CEILING(ABS(EDH.DurationInt - ths.PredictedY) / NULLIF(ths.StDevError,0))
/*-----------------------------------------------
* Output updated values to table variable
for later use
-----------------------------------------------*/
OUTPUT INSERTED.ETLName
INTO @ErrorOutput
FROM TblETLDurHistCTE EDH
LEFT
JOIN ThresholdCTE ths ON EDH.ETLName = ths.ETLName
WHERE EDH.RecentPerDay = 1
AND EDH.DateRun = CAST(GETDATE() AS DATE)
AND EDH.IsError IS NULL
AND (
(EDH.DurationInt NOT BETWEEN ths.LowerThreshold AND ths.UpperThreshold)
OR EDH.DurationInt = 0
)
/*-----------------------------------------------
* Log entry to failure log
-----------------------------------------------*/
INSERT INTO tests.TestFailureLog (TestDate, TestTime, TestCollection, TestName)
SELECT TestDate = CAST(GETDATE() AS DATE)
,TestTime = CAST(GETDATE() AS TIME)
,TestCollection = 'ETLDuration'
,FullTableName
FROM @ErrorOutput
END

You can download the script file here.

Hope you are able to find this as useful as I do. Feel free to ask any questions in the comment section below!