Added ndpi_find_outliers() API call using Z-Score

3 files changed, 76 insertions, 0 deletions

diff --git a/example/ndpiReader.c b/example/ndpiReader.c
index b957989e2..2b02a75db 100644
--- a/example/ndpiReader.c
+++ b/example/ndpiReader.c
@@ -5398,6 +5398,24 @@ void compressedBitmapUnitTest() {
 
 /* *********************************************** */
 
+void zscoreUnitTest() {
+  u_int32_t values[] = { 1, 3, 3, 4, 5, 2, 6, 7, 30, 16 };
+  u_int32_t i;
+  u_int32_t num_outliers, num = sizeof(values) / sizeof(u_int32_t);
+  bool outliers[num], do_trace = false;
+
+  num_outliers = ndpi_find_outliers(values, outliers, num);
+
+  if(do_trace) {
+    printf("outliers: %u\n", num_outliers);
+    
+    for(i=0; i<num; i++)
+      printf("%u %s\n", values[i], outliers[i] ? "OUTLIER" : "OK");
+  }
+}
+
+/* *********************************************** */
+
 /**
    @brief MAIN FUNCTION
 **/
@@ -5441,6 +5459,7 @@ int original_main(int argc, char **argv) {
       exit(0);
 #endif
 
+      zscoreUnitTest();
       sesUnitTest();
       desUnitTest();
 
diff --git a/src/include/ndpi_api.h.in b/src/include/ndpi_api.h.in
index abd67655f..38cd7edc1 100644
--- a/src/include/ndpi_api.h.in
+++ b/src/include/ndpi_api.h.in
@@ -1558,6 +1558,7 @@ extern "C" {
   float ndpi_data_entropy(struct ndpi_analyze_struct *s);
   float ndpi_data_variance(struct ndpi_analyze_struct *s);
   float ndpi_data_stddev(struct ndpi_analyze_struct *s);
+  float ndpi_data_mean(struct ndpi_analyze_struct *s);
   u_int32_t ndpi_data_last(struct ndpi_analyze_struct *s);
   u_int32_t ndpi_data_min(struct ndpi_analyze_struct *s);
   u_int32_t ndpi_data_max(struct ndpi_analyze_struct *s);
@@ -1653,6 +1654,20 @@ extern "C" {
 
   /* ******************************* */
 
+  /*
+   * Finds outliers using Z-score  
+   * Z-Score = (Value - Mean) / StdDev
+   *
+   * @par    values      = pointer to the individual values to be analyzed [in]
+   * @par    outliers    = pointer to a list of outliers identified        [out]
+   * @par    num_values  = lenght of values and outliers that MUST have the same lenght [in]
+   *
+   * @return The number of outliers found
+  */
+  u_int ndpi_find_outliers(u_int32_t *values, bool *outliers, u_int32_t num_values);
+
+  /* ******************************* */
+
   u_int32_t ndpi_quick_16_byte_hash(u_int8_t *in_16_bytes_long);
 
   /* ******************************* */
diff --git a/src/lib/ndpi_analyze.c b/src/lib/ndpi_analyze.c
index beb6ca750..ebb5617ef 100644
--- a/src/lib/ndpi_analyze.c
+++ b/src/lib/ndpi_analyze.c
@@ -161,6 +161,16 @@ float ndpi_data_stddev(struct ndpi_analyze_struct *s) {
 
 /* ********************************************************************************* */
 
+/* 
+   Compute the mean on all values 
+   NOTE: In statistics, there is no difference between the mean and average
+*/
+float ndpi_data_mean(struct ndpi_analyze_struct *s) {
+  return(ndpi_data_average(s));
+}
+
+/* ********************************************************************************* */
+
 /* Compute the average only on the sliding window */
 float ndpi_data_window_average(struct ndpi_analyze_struct *s) {
   if(s->num_values_array_len) {
@@ -1425,3 +1435,35 @@ void ndpi_des_fitting(double *values, u_int32_t num_values, float *ret_alpha, fl
 
   *ret_alpha = best_alpha, *ret_beta = best_beta;
 }
+
+/* *********************************************************** */
+
+/* Z-Score = (Value - Mean) / StdDev */
+u_int ndpi_find_outliers(u_int32_t *values, bool *outliers, u_int32_t num_values) {
+  u_int i, ret = 0;
+  float mean, stddev, low_threshold = -2.5, high_threshold = 2.5;
+  struct ndpi_analyze_struct a;
+  
+  ndpi_init_data_analysis(&a, 3 /* this is the window so we do not need to store values and 3 is enough */);
+
+  /* Add values */
+  for(i=0; i<num_values; i++) 
+    ndpi_data_add_value(&a, values[i]);
+
+  mean    = ndpi_data_mean(&a);
+  stddev  = ndpi_data_stddev(&a);
+  
+  /* Process values */
+  for(i=0; i<num_values; i++) {
+    float z_score = (((float)values[i]) - mean) / stddev;
+    bool is_outlier = ((z_score < low_threshold) || (z_score > high_threshold)) ? true : false;
+
+    if(is_outlier) ret++;
+    outliers[i] = is_outlier;
+  }
+  
+  ndpi_free_data_analysis(&a, 0);
+
+  return(ret);
+}
+