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Moving Average Holt Winters Aggregation Usage

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Moving Average Holt Winters Aggregation Usage

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Fluent DSL example

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a => a
.DateHistogram("projects_started_per_month", dh => dh
    .Field(p => p.StartedOn)
    .Interval(DateInterval.Month)
    .MinimumDocumentCount(0)
    .Aggregations(aa => aa
        .Sum("commits", sm => sm
            .Field(p => p.NumberOfCommits)
        )
        .MovingAverage("commits_moving_avg", mv => mv
            .BucketsPath("commits")
            .Window(4)
            .Model(m => m
                .HoltWinters(hw => hw
                    .Type(HoltWintersType.Multiplicative)
                    .Alpha(0.5f)
                    .Beta(0.5f)
                    .Gamma(0.5f)
                    .Period(2)
                    .Pad(false)
                )
            )
        )
    )
)

Object Initializer syntax example

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new DateHistogramAggregation("projects_started_per_month")
{
    Field = "startedOn",
    Interval = DateInterval.Month,
    MinimumDocumentCount = 0,
    Aggregations =
        new SumAggregation("commits", "numberOfCommits")
        && new MovingAverageAggregation("commits_moving_avg", "commits")
        {
            Window = 4,
            Model = new HoltWintersModel
            {
                Type = HoltWintersType.Multiplicative,
                Alpha = 0.5f,
                Beta = 0.5f,
                Gamma = 0.5f,
                Period = 2,
                Pad = false
            }
        }
}

Example json output.

{
  "projects_started_per_month": {
    "date_histogram": {
      "field": "startedOn",
      "interval": "month",
      "min_doc_count": 0
    },
    "aggs": {
      "commits": {
        "sum": {
          "field": "numberOfCommits"
        }
      },
      "commits_moving_avg": {
        "moving_avg": {
          "buckets_path": "commits",
          "window": 4,
          "model": "holt_winters",
          "settings": {
            "type": "mult",
            "alpha": 0.5,
            "beta": 0.5,
            "gamma": 0.5,
            "period": 2,
            "pad": false
          }
        }
      }
    }
  }
}

Handling Responses

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response.ShouldBeValid();

var projectsPerMonth = response.Aggregations.DateHistogram("projects_started_per_month");
projectsPerMonth.Should().NotBeNull();
projectsPerMonth.Buckets.Should().NotBeNull();
projectsPerMonth.Buckets.Count.Should().BeGreaterThan(0);

var bucketCount = 0;
foreach (var item in projectsPerMonth.Buckets)
{
    bucketCount++;

    var commits = item.Sum("commits");
    commits.Should().NotBeNull();
    commits.Value.Should().BeGreaterThan(0);

    var movingAverage = item.MovingAverage("commits_moving_avg");

    // Moving Average specifies a window of 4 so
    // moving average values should exist from 5th bucket onwards
    if (bucketCount <= 4)
        movingAverage.Should().BeNull();
    else
    {
        movingAverage.Should().NotBeNull();
        movingAverage.Value.Should().HaveValue();
    }
}

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