library/src/main/java/com/datatorrent/lib/statistics/StandardDeviation.java

/**
 * Licensed to the Apache Software Foundation (ASF) under one
 * or more contributor license agreements.  See the NOTICE file
 * distributed with this work for additional information
 * regarding copyright ownership.  The ASF licenses this file
 * to you under the Apache License, Version 2.0 (the
 * "License"); you may not use this file except in compliance
 * with the License.  You may obtain a copy of the License at
 *
 *   http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing,
 * software distributed under the License is distributed on an
 * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
 * KIND, either express or implied.  See the License for the
 * specific language governing permissions and limitations
 * under the License.
 */
package com.datatorrent.lib.statistics;

import java.util.ArrayList;

import com.datatorrent.api.DefaultInputPort;
import com.datatorrent.api.DefaultOutputPort;
import com.datatorrent.api.annotation.OperatorAnnotation;
import com.datatorrent.api.annotation.OutputPortFieldAnnotation;
import com.datatorrent.common.util.BaseOperator;

/**
 * An implementation of BaseOperator that computes variance and standard deviation over incoming data. <br>
 * <p>
 * <b>Input Port(s) : </b><br>
 * <b>data : </b> Data values input port. <br>
 * <br>
 * <b>Output Port(s) : </b> <br>
 * <b>variance : </b>Variance value output port. <br>
 * <b>standardDeviatin : </b>Variance value output port. <br>
 * <br>
 * <b>StateFull : Yes</b>, value are aggregated over application window. <br>
 * <b>Partitions : No</b>, no will yield wrong results. <br>
 * <br>
 * @displayName Standard Deviation
 * @category Stats and Aggregations
 * @tags numeric, math, calculation, sum, count
 * @since 0.3.4
 */
@OperatorAnnotation(partitionable = false)
public class StandardDeviation extends BaseOperator
{
  private ArrayList<Double> values = new ArrayList<Double>();

  /**
   * Input data port that takes in a number.
   */
  public final transient DefaultInputPort<Number> data = new DefaultInputPort<Number>()
  {
    /**
     * Computes sum and count with each tuple
     */
    @Override
    public void process(Number tuple)
    {
      values.add(tuple.doubleValue());
    }
  };

  /**
   * Variance output port.
   */
  @OutputPortFieldAnnotation(optional = true)
  public final transient DefaultOutputPort<Number> variance = new DefaultOutputPort<Number>();

  /**
   * Standard deviation output port.
   */
  public final transient DefaultOutputPort<Number> standardDeviation = new DefaultOutputPort<Number>();

  /**
   * End window.
   */
  @Override
  public void endWindow()
  {
    // no values.
    if (values.size() == 0) {
      return;
    }

    // get mean first.
    double mean = 0.0;
    for (Double value : values) {
      mean += value;
    }
    mean = mean / values.size();

    // get variance
    double outVal = 0.0;
    for (Double value : values) {
      outVal += (value - mean) * (value - mean);
    }
    outVal = outVal / values.size();
    if (variance.isConnected()) {
      variance.emit(outVal);
    }

    // get standard deviation
    standardDeviation.emit(Math.sqrt(outVal));

    values = new ArrayList<Double>();
  }
}