Splunk is one of the most popular log analysis tools to analyze machines generated log files and data to help IT service organization to manage their infrastructure and services better
First of all, we will download and install splunk from https://www.splunk.com/en_us/download/splunk-enterprise/. You are required to create a user id and password at splunk.com which you can use to install add-ons later.
cd /opt
tar zxvf /tmp/splunk-8.0.2.1-f002026bad55-Linux-x86_64.tgz
sudo ln -s /opt/splunk /usr/local/splunk
cd /usr/local/splunk
bin/splunk start
Use "admin" and enter a password
Please enter an administrator username:
WARN: You entered nothing, using the default 'admin' username.
Password must contain at least:
* 8 total printable ASCII character(s).
Once installed, you can point your browser to http://localhost:8000
Login with your id/password created during Splunk installation (admin)
Click on Splunk App and search for "Splunk DB Connect", and clink on "Install"
You will be prompted for user id and password you created when downloading from splunk.com
You will be prompted to "Restart" after the installation 
You will be prompted to "Restart" after the installation
Once restarted, click on "Splunk Apps" on Home page, click on "Spunk DB Connect". The first time you run "Splunk DB Connect",
you would need configure the basic settings
Enter the JVM location: /opt/mysql/enterprise/agent/java
Click on Drivers, you should see MySQL Driver not installed. Install the MySQL driver in Splunk
cd /usr/local/splunk/etc/apps/splunk_app_db_connect
ln -s /opt/mysql-connector-java-8.0.19/mysql-connector-java-8.0.19.jar .
Click of the "Reload"
Still in "Splunk DB Connect" page, click on "Databases"->"Configurations"->"New Connection"
Specify the following MySQL information
Once the MySQL configuration is completed, you should be able to see all the pre-defined Data Input
Pick on one of the data input, for example, "Active Transaction", and click on "Find Events"
Voila!