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March 05, 2004

Deep Variances

Deep Variances
M. Bowen
August 2001
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Abstract
Deep Variances are high level indicators of problems at a deeper level of hierarchy. It can reveal fudge factors and other low lying problems which might not otherwise be noticed at a high level. The effect is that it quantifies problems in a manner suggestive of the *breadth* of a particular problem in contrast to the *severity* of that same problem. Severity errors propagate normally up a dimensional hierarchy when they are sufficient, but a breadth indicator such a Deep Variance can give an early warning even when certain high level balances seen ok.

Example
For example, imagine a high level of variance volatility at a low level of a dimensional hierarchy. There are high negative and high positive variances. These 'balance out' in aggregation. So an individual considering overall progress might not think to look into the detail.

Tech Details
In Essbase, make the Deep Variance another member of the Scenario dimension, but don't code the formula into the member. The forumula needs to be calculated by script because there are two passes. The first pass is implemnted by the custom script. The normal 'rack and stack' aggregation of a 'calc all' is sufficient to create the high level numbers. These high level numbers will thus represent a *count* of deep variances as defined by the variance trigger. In this case, the trigger is (actual-plan < -2).

fix (@LEVMBRS(item,0))
"Deep Var"
(if (actual-plan < -2 )
1;
else
0;
endif)
endfix

Note that in this case, 'Item' is the only sparse dimension. I don't know what might be the case for multiple dimensions.

Posted by mbowen at March 5, 2004 11:14 AM

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