Approximate percentiles

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TimescaleDB uses approximation algorithms to calculate a percentile without requiring all of the data. This also makes them more compatible with continuous aggregates.

By default, TimescaleDB Toolkit uses uddsketch, but you can also choose to use tdigest. For more information about these algorithms, see the advanced aggregation methods documentation.

Run an approximate percentage query

In this procedure, we use an example table called response_times that contains information about how long a server takes to respond to API calls.

Running an approximate percentage query

At the psql prompt, create a continuous aggregate that computes the daily aggregates:


CREATE MATERIALIZED VIEW response_times_daily
WITH (timescaledb.continuous)
AS SELECT
  time_bucket('1 day'::interval, ts) as bucket,
  percentile_agg(response_time_ms)
FROM response_times
GROUP BY 1;

Re-aggregate the aggregate to get the last 30 days, and look for the ninety-fifth percentile:


SELECT approx_percentile(0.95, percentile_agg) as threshold
FROM response_times_daily
WHERE bucket >= time_bucket('1 day'::interval, now() - '30 days'::interval);

You can also create an alert:


WITH t as (SELECT approx_percentile(0.95, percentile_agg(percentile_agg)) as threshold
FROM response_times_daily
WHERE bucket >= time_bucket('1 day'::interval, now() - '30 days'::interval))

SELECT count(*)
FROM response_times
WHERE ts > now()- '1 minute'::interval
AND response_time_ms > (SELECT threshold FROM t);

For more information about percentile approximation API calls, see the hyperfunction API documentation.

Approximate percentiles

Run an approximate percentage query

Running an approximate percentage query

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