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Add Holt-Winters to moving_avg aggregation #11043

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merged 1 commit into from May 27, 2015

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polyfractal commented May 7, 2015

Adds Holt-Winters model (aka triple exponential) to moving_avg aggregation. Holt-Winters has some finicky properties, so there were general changes to the agg to help make life easier:

  • Better settings hash parsing, such that proper SearchParsePhaseExceptions are thrown if the datatype is wrong, out of bounds, etc
  • Models can now implement hasNext() to determine if the model is capable of producing a new value. This is important for HW, which has a "cold start" phase at the beginning where it is incapable of producing values.
  • Simplified logic in the actual reduce() method
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colings86 May 11, 2015

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@polyfractal left some comments but it looks pretty good

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colings86 commented May 11, 2015

@polyfractal left some comments but it looks pretty good

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polyfractal May 15, 2015

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@colings86 All tidied up :)

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polyfractal commented May 15, 2015

@colings86 All tidied up :)

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colings86 May 18, 2015

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LGTM

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colings86 commented May 18, 2015

LGTM

polyfractal added a commit that referenced this pull request May 27, 2015

Merge pull request #11043 from polyfractal/feature/aggs_holtwinters
Aggregations: Add Holt-Winters model to `moving_avg` pipeline aggregation

@polyfractal polyfractal merged commit 5acb40c into elastic:master May 27, 2015

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@kevinkluge kevinkluge removed the review label May 27, 2015

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