2015-04-16 09:07:40 -04:00
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[[search-aggregations-reducer-derivative-aggregation]]
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=== Derivative Aggregation
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A parent reducer aggregation which calculates the derivative of a specified metric in a parent histogram (or date_histogram)
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2015-04-30 08:55:34 -04:00
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aggregation. The specified metric must be numeric and the enclosing histogram must have `min_doc_count` set to `0` (default
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for `histogram` aggregations).
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2015-04-16 09:07:40 -04:00
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2015-05-01 16:04:55 -04:00
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==== Syntax
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A `derivative` aggregation looks like this in isolation:
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[source,js]
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--------------------------------------------------
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{
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"derivative": {
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"buckets_path": "the_sum"
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}
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}
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--------------------------------------------------
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.`derivative` Parameters
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|===
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|Parameter Name |Description |Required |Default Value
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|`buckets_path` |The path to the buckets we wish to find the derivative for (see <<bucket-path-syntax>> for more
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details) |Required |
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|`gap_policy` |The policy to apply when gaps are found in the data (see <<gap-policy>> for more
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details)|Optional, defaults to `skip` |
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|`format` |format to apply to the output value of this aggregation |Optional, defaults to `null` |
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2015-05-01 16:04:55 -04:00
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|===
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==== First Order Derivative
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2015-04-16 09:07:40 -04:00
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The following snippet calculates the derivative of the total monthly `sales`:
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[source,js]
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--------------------------------------------------
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{
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"aggs" : {
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"sales_per_month" : {
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"date_histogram" : {
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"field" : "date",
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"interval" : "month"
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},
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"aggs": {
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"sales": {
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"sum": {
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"field": "price"
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}
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},
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"sales_deriv": {
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"derivative": {
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"buckets_paths": "sales" <1>
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}
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}
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}
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}
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}
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}
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--------------------------------------------------
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<1> `bucket_paths` instructs this derivative aggregation to use the output of the `sales` aggregation for the derivative
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And the following may be the response:
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[source,js]
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--------------------------------------------------
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{
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"aggregations": {
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"sales_per_month": {
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"buckets": [
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{
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"key_as_string": "2015/01/01 00:00:00",
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"key": 1420070400000,
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"doc_count": 3,
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"sales": {
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"value": 550
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} <1>
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},
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{
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"key_as_string": "2015/02/01 00:00:00",
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"key": 1422748800000,
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"doc_count": 2,
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"sales": {
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"value": 60
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},
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"sales_deriv": {
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"value": -490 <2>
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}
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},
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{
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"key_as_string": "2015/03/01 00:00:00",
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"key": 1425168000000,
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"doc_count": 2, <3>
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"sales": {
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"value": 375
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},
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"sales_deriv": {
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"value": 315
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}
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}
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]
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}
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}
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}
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--------------------------------------------------
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<1> No derivative for the first bucket since we need at least 2 data points to calculate the derivative
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<2> Derivative value units are implicitly defined by the `sales` aggregation and the parent histogram so in this case the units
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would be $/month assuming the `price` field has units of $.
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<3> The number of documents in the bucket are represented by the `doc_count` f
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==== Second Order Derivative
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A second order derivative can be calculated by chaining the derivative reducer aggregation onto the result of another derivative
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reducer aggregation as in the following example which will calculate both the first and the second order derivative of the total
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monthly sales:
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[source,js]
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--------------------------------------------------
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{
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"aggs" : {
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"sales_per_month" : {
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"date_histogram" : {
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"field" : "date",
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"interval" : "month"
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},
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"aggs": {
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"sales": {
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"sum": {
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"field": "price"
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}
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},
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"sales_deriv": {
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"derivative": {
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"buckets_paths": "sales"
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}
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},
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"sales_2nd_deriv": {
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"derivative": {
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"buckets_paths": "sales_deriv" <1>
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}
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}
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}
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}
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}
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}
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--------------------------------------------------
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<1> `bucket_paths` for the second derivative points to the name of the first derivative
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And the following may be the response:
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[source,js]
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--------------------------------------------------
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{
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"aggregations": {
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"sales_per_month": {
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"buckets": [
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{
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"key_as_string": "2015/01/01 00:00:00",
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"key": 1420070400000,
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"doc_count": 3,
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"sales": {
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"value": 550
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} <1>
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},
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{
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"key_as_string": "2015/02/01 00:00:00",
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"key": 1422748800000,
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"doc_count": 2,
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"sales": {
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"value": 60
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},
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"sales_deriv": {
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"value": -490
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} <1>
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},
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{
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"key_as_string": "2015/03/01 00:00:00",
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"key": 1425168000000,
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"doc_count": 2,
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"sales": {
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"value": 375
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},
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"sales_deriv": {
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"value": 315
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},
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"sales_2nd_deriv": {
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"value": 805
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}
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}
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]
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}
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}
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}
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--------------------------------------------------
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<1> No second derivative for the first two buckets since we need at least 2 data points from the first derivative to calculate the
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second derivative
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2015-04-21 10:05:02 -04:00
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==== Units
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The derivative aggregation allows the units of the derivative values to be specified. This returns an extra field in the response
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`normalized_value` which reports the derivative value in the desired x-axis units. In the below example we calculate the derivative
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of the total sales per month but ask for the derivative of the sales as in the units of sales per day:
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[source,js]
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--------------------------------------------------
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{
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"aggs" : {
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"sales_per_month" : {
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"date_histogram" : {
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"field" : "date",
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"interval" : "month"
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},
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"aggs": {
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"sales": {
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"sum": {
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"field": "price"
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}
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},
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"sales_deriv": {
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"derivative": {
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"buckets_paths": "sales",
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"unit": "day" <1>
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}
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}
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}
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}
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}
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}
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--------------------------------------------------
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<1> `unit` specifies what unit to use for the x-axis of the derivative calculation
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And the following may be the response:
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[source,js]
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--------------------------------------------------
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{
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"aggregations": {
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"sales_per_month": {
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"buckets": [
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{
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"key_as_string": "2015/01/01 00:00:00",
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"key": 1420070400000,
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"doc_count": 3,
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"sales": {
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"value": 550
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} <1>
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},
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{
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"key_as_string": "2015/02/01 00:00:00",
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"key": 1422748800000,
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"doc_count": 2,
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"sales": {
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"value": 60
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},
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"sales_deriv": {
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"value": -490, <1>
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"normalized_value": -17.5 <2>
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}
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},
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{
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"key_as_string": "2015/03/01 00:00:00",
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"key": 1425168000000,
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"doc_count": 2,
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"sales": {
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"value": 375
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},
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"sales_deriv": {
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"value": 315,
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"normalized_value": 10.16129032258065
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}
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}
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]
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}
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}
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}
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--------------------------------------------------
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<1> `value` is reported in the original units of 'per month'
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<2> `normalized_value` is reported in the desired units of 'per day'
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