/*
* Copyright 2016 KairosDB Authors
*
* Licensed 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 org.kairosdb.core.aggregator;
import com.google.inject.Inject;
import org.kairosdb.core.DataPoint;
import org.kairosdb.core.aggregator.annotation.AggregatorName;
import org.kairosdb.core.aggregator.annotation.AggregatorProperty;
import org.kairosdb.core.datapoints.DoubleDataPointFactory;
import java.util.Collections;
import java.util.Iterator;
/**
* Standard Deviation aggregator.
* Can compute without storing all of the data points in memory at the same
* time. This implementation is based upon a
* <a href="http://www.johndcook.com/standard_deviation.html">paper by John
* D. Cook</a>, which itself is based upon a method that goes back to a 1962
* paper by B. P. Welford and is presented in Donald Knuth's Art of
* Computer Programming, Vol 2, page 232, 3rd edition
*
* Converts all longs to double. This will cause a loss of precision for very large long values.
*/
@AggregatorName(
name="dev",
description = "Calculates the standard deviation of the time series.",
properties = {
@AggregatorProperty(name = "sampling", type = "duration"),
@AggregatorProperty(name="align_start_time", type="boolean")
}
)
public class StdAggregator extends RangeAggregator
{
private DoubleDataPointFactory m_dataPointFactory;
@Inject
public StdAggregator(DoubleDataPointFactory dataPointFactory)
{
m_dataPointFactory = dataPointFactory;
}
@Override
public boolean canAggregate(String groupType)
{
return DataPoint.GROUP_NUMBER.equals(groupType);
}
@Override
public String getAggregatedGroupType(String groupType)
{
return m_dataPointFactory.getGroupType();
}
@Override
protected RangeSubAggregator getSubAggregator()
{
return (new StdDataPointAggregator());
}
private class StdDataPointAggregator implements RangeSubAggregator
{
@Override
public Iterable<DataPoint> getNextDataPoints(long returnTime, Iterator<DataPoint> dataPointRange)
{
int count = 0;
double average = 0;
double pwrSumAvg = 0;
double stdDev = 0;
while (dataPointRange.hasNext())
{
count++;
DataPoint dp = dataPointRange.next();
average += (dp.getDoubleValue() - average) / count;
pwrSumAvg += (dp.getDoubleValue() * dp.getDoubleValue() - pwrSumAvg) / count;
stdDev = Math.sqrt((pwrSumAvg * count - count * average * average) / (count - 1));
}
return Collections.singletonList(m_dataPointFactory.createDataPoint(returnTime, Double.isNaN(stdDev) ? 0 : stdDev));
}
}
}