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| <h1 id="stats-aggregator">Stats aggregator</h1> |
| |
| <p>Includes stat-related aggregators, including variance and standard deviations, etc. Make sure to <a href="../../operations/including-extensions.html">include</a> <code>druid-stats</code> as an extension.</p> |
| |
| <h2 id="variance-aggregator">Variance aggregator</h2> |
| |
| <p>Algorithm of the aggregator is the same with that of apache hive. This is the description in GenericUDAFVariance in hive.</p> |
| |
| <p>Evaluate the variance using the algorithm described by Chan, Golub, and LeVeque in |
| "Algorithms for computing the sample variance: analysis and recommendations" |
| The American Statistician, 37 (1983) pp. 242--247.</p> |
| |
| <p>variance = variance1 + variance2 + n/(m*(m+n)) * pow(((m/n)*t1 - t2),2)</p> |
| |
| <p>where: - variance is sum(x-avg^2) (this is actually n times the variance) |
| and is updated at every step. - n is the count of elements in chunk1 - m is |
| the count of elements in chunk2 - t1 = sum of elements in chunk1, t2 = |
| sum of elements in chunk2.</p> |
| |
| <p>This algorithm was proven to be numerically stable by J.L. Barlow in |
| "Error analysis of a pairwise summation algorithm to compute sample variance" |
| Numer. Math, 58 (1991) pp. 583--590</p> |
| |
| <h3 id="pre-aggregating-variance-at-ingestion-time">Pre-aggregating variance at ingestion time</h3> |
| |
| <p>To use this feature, an "variance" aggregator must be included at indexing time. |
| The ingestion aggregator can only apply to numeric values. If you use "variance" |
| then any input rows missing the value will be considered to have a value of 0.</p> |
| |
| <p>User can specify expected input type as one of "float", "long", "variance" for ingestion, which is by default "float".</p> |
| <div class="highlight"><pre><code class="language-json" data-lang="json"><span></span><span class="p">{</span> |
| <span class="nt">"type"</span> <span class="p">:</span> <span class="s2">"variance"</span><span class="p">,</span> |
| <span class="nt">"name"</span> <span class="p">:</span> <span class="err"><output_name></span><span class="p">,</span> |
| <span class="nt">"fieldName"</span> <span class="p">:</span> <span class="err"><metric_name></span><span class="p">,</span> |
| <span class="nt">"inputType"</span> <span class="p">:</span> <span class="err"><input_type></span><span class="p">,</span> |
| <span class="nt">"estimator"</span> <span class="p">:</span> <span class="err"><string></span> |
| <span class="p">}</span> |
| </code></pre></div> |
| <p>To query for results, "variance" aggregator with "variance" input type or simply a "varianceFold" aggregator must be included in the query.</p> |
| <div class="highlight"><pre><code class="language-json" data-lang="json"><span></span><span class="p">{</span> |
| <span class="nt">"type"</span> <span class="p">:</span> <span class="s2">"varianceFold"</span><span class="p">,</span> |
| <span class="nt">"name"</span> <span class="p">:</span> <span class="err"><output_name></span><span class="p">,</span> |
| <span class="nt">"fieldName"</span> <span class="p">:</span> <span class="err"><metric_name></span><span class="p">,</span> |
| <span class="nt">"estimator"</span> <span class="p">:</span> <span class="err"><string></span> |
| <span class="p">}</span> |
| </code></pre></div> |
| <table><thead> |
| <tr> |
| <th>Property</th> |
| <th>Description</th> |
| <th>Default</th> |
| </tr> |
| </thead><tbody> |
| <tr> |
| <td><code>estimator</code></td> |
| <td>Set "population" to get variance_pop rather than variance_sample, which is default.</td> |
| <td>null</td> |
| </tr> |
| </tbody></table> |
| |
| <h3 id="standard-deviation-post-aggregator">Standard Deviation post-aggregator</h3> |
| |
| <p>To acquire standard deviation from variance, user can use "stddev" post aggregator.</p> |
| <div class="highlight"><pre><code class="language-json" data-lang="json"><span></span><span class="p">{</span> |
| <span class="nt">"type"</span><span class="p">:</span> <span class="s2">"stddev"</span><span class="p">,</span> |
| <span class="nt">"name"</span><span class="p">:</span> <span class="s2">"<output_name>"</span><span class="p">,</span> |
| <span class="nt">"fieldName"</span><span class="p">:</span> <span class="s2">"<aggregator_name>"</span><span class="p">,</span> |
| <span class="nt">"estimator"</span><span class="p">:</span> <span class="err"><string></span> |
| <span class="p">}</span> |
| </code></pre></div> |
| <h2 id="query-examples">Query Examples:</h2> |
| |
| <h3 id="timeseries-query">Timeseries Query</h3> |
| <div class="highlight"><pre><code class="language-json" data-lang="json"><span></span><span class="p">{</span> |
| <span class="nt">"queryType"</span><span class="p">:</span> <span class="s2">"timeseries"</span><span class="p">,</span> |
| <span class="nt">"dataSource"</span><span class="p">:</span> <span class="s2">"testing"</span><span class="p">,</span> |
| <span class="nt">"granularity"</span><span class="p">:</span> <span class="s2">"day"</span><span class="p">,</span> |
| <span class="nt">"aggregations"</span><span class="p">:</span> <span class="p">[</span> |
| <span class="p">{</span> |
| <span class="nt">"type"</span><span class="p">:</span> <span class="s2">"variance"</span><span class="p">,</span> |
| <span class="nt">"name"</span><span class="p">:</span> <span class="s2">"index_var"</span><span class="p">,</span> |
| <span class="nt">"fieldName"</span><span class="p">:</span> <span class="s2">"index_var"</span> |
| <span class="p">}</span> |
| <span class="p">],</span> |
| <span class="nt">"intervals"</span><span class="p">:</span> <span class="p">[</span> |
| <span class="s2">"2016-03-01T00:00:00.000/2013-03-20T00:00:00.000"</span> |
| <span class="p">]</span> |
| <span class="p">}</span> |
| </code></pre></div> |
| <h3 id="topn-query">TopN Query</h3> |
| <div class="highlight"><pre><code class="language-json" data-lang="json"><span></span><span class="p">{</span> |
| <span class="nt">"queryType"</span><span class="p">:</span> <span class="s2">"topN"</span><span class="p">,</span> |
| <span class="nt">"dataSource"</span><span class="p">:</span> <span class="s2">"testing"</span><span class="p">,</span> |
| <span class="nt">"dimensions"</span><span class="p">:</span> <span class="p">[</span><span class="s2">"alias"</span><span class="p">],</span> |
| <span class="nt">"threshold"</span><span class="p">:</span> <span class="mi">5</span><span class="p">,</span> |
| <span class="nt">"granularity"</span><span class="p">:</span> <span class="s2">"all"</span><span class="p">,</span> |
| <span class="nt">"aggregations"</span><span class="p">:</span> <span class="p">[</span> |
| <span class="p">{</span> |
| <span class="nt">"type"</span><span class="p">:</span> <span class="s2">"variance"</span><span class="p">,</span> |
| <span class="nt">"name"</span><span class="p">:</span> <span class="s2">"index_var"</span><span class="p">,</span> |
| <span class="nt">"fieldName"</span><span class="p">:</span> <span class="s2">"index"</span> |
| <span class="p">}</span> |
| <span class="p">],</span> |
| <span class="nt">"postAggregations"</span><span class="p">:</span> <span class="p">[</span> |
| <span class="p">{</span> |
| <span class="nt">"type"</span><span class="p">:</span> <span class="s2">"stddev"</span><span class="p">,</span> |
| <span class="nt">"name"</span><span class="p">:</span> <span class="s2">"index_stddev"</span><span class="p">,</span> |
| <span class="nt">"fieldName"</span><span class="p">:</span> <span class="s2">"index_var"</span> |
| <span class="p">}</span> |
| <span class="p">],</span> |
| <span class="nt">"intervals"</span><span class="p">:</span> <span class="p">[</span> |
| <span class="s2">"2016-03-06T00:00:00/2016-03-06T23:59:59"</span> |
| <span class="p">]</span> |
| <span class="p">}</span> |
| </code></pre></div> |
| <h3 id="groupby-query">GroupBy Query</h3> |
| <div class="highlight"><pre><code class="language-json" data-lang="json"><span></span><span class="p">{</span> |
| <span class="nt">"queryType"</span><span class="p">:</span> <span class="s2">"groupBy"</span><span class="p">,</span> |
| <span class="nt">"dataSource"</span><span class="p">:</span> <span class="s2">"testing"</span><span class="p">,</span> |
| <span class="nt">"dimensions"</span><span class="p">:</span> <span class="p">[</span><span class="s2">"alias"</span><span class="p">],</span> |
| <span class="nt">"granularity"</span><span class="p">:</span> <span class="s2">"all"</span><span class="p">,</span> |
| <span class="nt">"aggregations"</span><span class="p">:</span> <span class="p">[</span> |
| <span class="p">{</span> |
| <span class="nt">"type"</span><span class="p">:</span> <span class="s2">"variance"</span><span class="p">,</span> |
| <span class="nt">"name"</span><span class="p">:</span> <span class="s2">"index_var"</span><span class="p">,</span> |
| <span class="nt">"fieldName"</span><span class="p">:</span> <span class="s2">"index"</span> |
| <span class="p">}</span> |
| <span class="p">],</span> |
| <span class="nt">"postAggregations"</span><span class="p">:</span> <span class="p">[</span> |
| <span class="p">{</span> |
| <span class="nt">"type"</span><span class="p">:</span> <span class="s2">"stddev"</span><span class="p">,</span> |
| <span class="nt">"name"</span><span class="p">:</span> <span class="s2">"index_stddev"</span><span class="p">,</span> |
| <span class="nt">"fieldName"</span><span class="p">:</span> <span class="s2">"index_var"</span> |
| <span class="p">}</span> |
| <span class="p">],</span> |
| <span class="nt">"intervals"</span><span class="p">:</span> <span class="p">[</span> |
| <span class="s2">"2016-03-06T00:00:00/2016-03-06T23:59:59"</span> |
| <span class="p">]</span> |
| <span class="p">}</span> |
| </code></pre></div> |
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