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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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s => s
.Size(0)
.Aggregations(a => a
    .DateHistogram("projects_started_per_month", dh => dh
        .Field(p => p.StartedOn)
        .Interval(DateInterval.Month)
        .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 SearchRequest<Project>()
{
    Size = 0,
    Aggregations = new DateHistogramAggregation("projects_started_per_month")
    {
        Field = "startedOn",
        Interval = DateInterval.Month,
        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.

{
  "size": 0,
  "aggs": {
    "projects_started_per_month": {
      "date_histogram": {
        "field": "startedOn",
        "interval": "month"
      },
      "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.Aggs.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().NotBeNull();
    }
}

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