Add moving percentiles pipeline aggregation (#55441) (#56575)

Similar to what the moving function aggregation does, except merging windows of percentiles
sketches together instead of cumulatively merging final metrics

docs/reference/aggregations/pipeline.asciidoc

@@ -287,3 +287,4 @@ include::pipeline/bucket-script-aggregation.asciidoc[]
 include::pipeline/bucket-selector-aggregation.asciidoc[]
 include::pipeline/bucket-sort-aggregation.asciidoc[]
 include::pipeline/serial-diff-aggregation.asciidoc[]
+include::pipeline/moving-percentiles-aggregation.asciidoc[]

docs/reference/aggregations/pipeline/moving-percentiles-aggregation.asciidoc

@@ -0,0 +1,162 @@
+[role="xpack"]
+[testenv="basic"]
+[[search-aggregations-pipeline-moving-percentiles-aggregation]]
+=== Moving Percentiles Aggregation
+
+Given an ordered series of <<search-aggregations-metrics-percentile-aggregation, percentiles>>, the Moving Percentile aggregation
+will slide a window across those percentiles and allow the user to compute the cumulative percentile.
+
+This is conceptually very similar to the <<search-aggregations-pipeline-movfn-aggregation, Moving Function>> pipeline aggregation,
+except it works on the percentiles sketches instead of the actual buckets values.
+
+==== Syntax
+
+A `moving_percentiles` aggregation looks like this in isolation:
+
+[source,js]
+--------------------------------------------------
+{
+    "moving_percentiles": {
+        "buckets_path": "the_percentile",
+        "window": 10
+    }
+}
+--------------------------------------------------
+// NOTCONSOLE
+
+[[moving-percentiles-params]]
+.`moving_percentiles` Parameters
+[options="header"]
+|===
+|Parameter Name |Description |Required |Default Value
+|`buckets_path` |Path to the percentile of interest (see <<buckets-path-syntax, `buckets_path` Syntax>> for more details |Required |
+|`window` |The size of window to "slide" across the histogram. |Required |
+|`shift` |<<shift-parameter, Shift>> of window position. |Optional | 0
+|===
+
+`moving_percentiles` aggregations must be embedded inside of a `histogram` or `date_histogram` aggregation.  They can be
+embedded like any other metric aggregation:
+
+[source,console]
+--------------------------------------------------
+POST /_search
+{
+    "size": 0,
+    "aggs": {
+        "my_date_histo":{                <1>
+            "date_histogram":{
+                "field":"date",
+                "calendar_interval":"1M"
+            },
+            "aggs":{
+                "the_percentile":{        <2>
+                    "percentiles":{
+                      "field": "price",
+                      "percents": [ 1.0, 99.0 ]
+                     }
+                },
+                "the_movperc": {
+                    "moving_percentiles": {
+                        "buckets_path": "the_percentile", <3>
+                        "window": 10
+                    }
+                }
+            }
+        }
+    }
+}
+--------------------------------------------------
+// TEST[setup:sales]
+
+<1> A `date_histogram` named "my_date_histo" is constructed on the "timestamp" field, with one-day intervals
+<2> A `percentile` metric is used to calculate the percentiles of a field.
+<3> Finally, we specify a `moving_percentiles` aggregation which uses "the_percentile" sketch as its input.
+
+Moving percentiles are built by first specifying a `histogram` or `date_histogram` over a field.  You  then add
+a percentile metric inside of that histogram.  Finally, the `moving_percentiles` is embedded inside the histogram.
+The `buckets_path` parameter is then used to "point" at the percentiles aggregation inside of the histogram (see
+<<buckets-path-syntax>> for a description of the syntax for `buckets_path`).
+
+And the following may be the response:
+
+[source,console-result]
+--------------------------------------------------
+{
+   "took": 11,
+   "timed_out": false,
+   "_shards": ...,
+   "hits": ...,
+   "aggregations": {
+      "my_date_histo": {
+         "buckets": [
+             {
+                 "key_as_string": "2015/01/01 00:00:00",
+                 "key": 1420070400000,
+                 "doc_count": 3,
+                 "the_percentile": {
+                     "values": {
+                       "1.0": 150.0,
+                       "99.0": 200.0
+                     }
+                 }
+             },
+             {
+                 "key_as_string": "2015/02/01 00:00:00",
+                 "key": 1422748800000,
+                 "doc_count": 2,
+                 "the_percentile": {
+                     "values": {
+                       "1.0": 10.0,
+                       "99.0": 50.0
+                     }
+                 },
+                 "the_movperc": {
+                   "values": {
+                     "1.0": 150.0,
+                     "99.0": 200.0
+                   }
+                 }
+             },
+             {
+                 "key_as_string": "2015/03/01 00:00:00",
+                 "key": 1425168000000,
+                 "doc_count": 2,
+                 "the_percentile": {
+                    "values": {
+                      "1.0": 175.0,
+                      "99.0": 200.0
+                    }
+                 },
+                 "the_movperc": {
+                    "values": {
+                      "1.0": 10.0,
+                      "99.0": 200.0
+                    }
+                 }
+             }
+         ]
+      }
+   }
+}
+--------------------------------------------------
+// TESTRESPONSE[s/"took": 11/"took": $body.took/]
+// TESTRESPONSE[s/"_shards": \.\.\./"_shards": $body._shards/]
+// TESTRESPONSE[s/"hits": \.\.\./"hits": $body.hits/]
+
+The output format of the `moving_percentiles` aggregation is inherited from the format of the referenced
+<<search-aggregations-metrics-percentile-aggregation,`percentiles`>> aggregation.
+
+Moving percentiles pipeline aggregations always run with `skip` gap policy.
+
+
+[[moving-percentiles-shift-parameter]]
+==== shift parameter
+
+By default (with `shift = 0`), the window that is offered for calculation is the last `n` values excluding the current bucket.
+Increasing `shift` by 1 moves starting window position by `1` to the right.
+
+- To include current bucket to the window, use `shift = 1`.
+- For center alignment (`n / 2` values before and after the current bucket), use `shift = window / 2`.
+- For right alignment (`n` values after the current bucket), use `shift = window`.
+
+If either of window edges moves outside the borders of data series, the window shrinks to include available values only.

server/src/main/java/org/elasticsearch/search/aggregations/metrics/AbstractInternalHDRPercentiles.java

@@ -86,7 +86,7 @@ abstract class AbstractInternalHDRPercentiles extends InternalNumericMetricsAggr
         return value(Double.parseDouble(name));
     }
 
-    DocValueFormat formatter() {
+    public DocValueFormat formatter() {
         return format;
     }
 
@@ -96,10 +96,27 @@ abstract class AbstractInternalHDRPercentiles extends InternalNumericMetricsAggr
         return state.getEstimatedFootprintInBytes();
     }
 
-    DoubleHistogram getState() {
+    /**
+     * Return the internal {@link DoubleHistogram} sketch for this metric.
+     */
+    public DoubleHistogram getState() {
         return state;
     }
 
+    /**
+     * Return the keys (percentiles) requested.
+     */
+    public double[] getKeys() {
+        return keys;
+    }
+
+    /**
+     * Should the output be keyed.
+     */
+    public boolean keyed() {
+        return keyed;
+    }
+
     @Override
     public AbstractInternalHDRPercentiles reduce(List<InternalAggregation> aggregations, ReduceContext reduceContext) {
         DoubleHistogram merged = null;

server/src/main/java/org/elasticsearch/search/aggregations/metrics/AbstractInternalTDigestPercentiles.java

@@ -72,7 +72,7 @@ abstract class AbstractInternalTDigestPercentiles extends InternalNumericMetrics
 
     public abstract double value(double key);
 
-    DocValueFormat formatter() {
+    public DocValueFormat formatter() {
         return format;
     }
 
@@ -80,10 +80,27 @@ abstract class AbstractInternalTDigestPercentiles extends InternalNumericMetrics
         return state.byteSize();
     }
 
-    TDigestState getState() {
+    /**
+     * Return the internal {@link TDigestState} sketch for this metric.
+     */
+    public TDigestState getState() {
         return state;
     }
 
+    /**
+     * Return the keys (percentiles) requested.
+     */
+    public double[] getKeys() {
+        return keys;
+    }
+
+    /**
+     * Should the output be keyed.
+     */
+    public boolean keyed() {
+        return keyed;
+    }
+
     @Override
     public AbstractInternalTDigestPercentiles reduce(List<InternalAggregation> aggregations, ReduceContext reduceContext) {
         TDigestState merged = null;

x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/AnalyticsPlugin.java

@@ -35,8 +35,8 @@ import org.elasticsearch.xpack.analytics.aggregations.metrics.AnalyticsAggregato
 import org.elasticsearch.xpack.analytics.boxplot.BoxplotAggregationBuilder;
 import org.elasticsearch.xpack.analytics.boxplot.InternalBoxplot;
 import org.elasticsearch.xpack.analytics.cumulativecardinality.CumulativeCardinalityPipelineAggregationBuilder;
-import org.elasticsearch.xpack.analytics.cumulativecardinality.CumulativeCardinalityPipelineAggregator;
 import org.elasticsearch.xpack.analytics.mapper.HistogramFieldMapper;
+import org.elasticsearch.xpack.analytics.movingPercentiles.MovingPercentilesPipelineAggregationBuilder;
 import org.elasticsearch.xpack.analytics.stringstats.InternalStringStats;
 import org.elasticsearch.xpack.analytics.stringstats.StringStatsAggregationBuilder;
 import org.elasticsearch.xpack.analytics.topmetrics.InternalTopMetrics;
@@ -73,14 +73,18 @@ public class AnalyticsPlugin extends Plugin implements SearchPlugin, ActionPlugi
 
     @Override
     public List<PipelineAggregationSpec> getPipelineAggregations() {
-        return singletonList(
-            new PipelineAggregationSpec(
-                CumulativeCardinalityPipelineAggregationBuilder.NAME,
-                CumulativeCardinalityPipelineAggregationBuilder::new,
-                CumulativeCardinalityPipelineAggregator::new,
-                usage.track(AnalyticsStatsAction.Item.CUMULATIVE_CARDINALITY,
-                        checkLicense(CumulativeCardinalityPipelineAggregationBuilder.PARSER)))
-        );
+        List<PipelineAggregationSpec> pipelineAggs = new ArrayList<>();
+        pipelineAggs.add(new PipelineAggregationSpec(
+            CumulativeCardinalityPipelineAggregationBuilder.NAME,
+            CumulativeCardinalityPipelineAggregationBuilder::new,
+            usage.track(AnalyticsStatsAction.Item.CUMULATIVE_CARDINALITY,
+                checkLicense(CumulativeCardinalityPipelineAggregationBuilder.PARSER))));
+        pipelineAggs.add(new PipelineAggregationSpec(
+            MovingPercentilesPipelineAggregationBuilder.NAME,
+            MovingPercentilesPipelineAggregationBuilder::new,
+            usage.track(AnalyticsStatsAction.Item.MOVING_PERCENTILES,
+                checkLicense(MovingPercentilesPipelineAggregationBuilder.PARSER))));
+        return pipelineAggs;
     }
 
     @Override

x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/movingPercentiles/MovingPercentilesPipelineAggregationBuilder.java

@@ -0,0 +1,129 @@
+/*
+ * Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
+ * or more contributor license agreements. Licensed under the Elastic License;
+ * you may not use this file except in compliance with the Elastic License.
+ */
+package org.elasticsearch.xpack.analytics.movingPercentiles;
+
+import org.elasticsearch.common.ParseField;
+import org.elasticsearch.common.io.stream.StreamInput;
+import org.elasticsearch.common.io.stream.StreamOutput;
+import org.elasticsearch.common.xcontent.ConstructingObjectParser;
+import org.elasticsearch.common.xcontent.XContentBuilder;
+import org.elasticsearch.search.aggregations.pipeline.AbstractPipelineAggregationBuilder;
+import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+
+import java.io.IOException;
+import java.util.Map;
+import java.util.Objects;
+
+import static org.elasticsearch.common.xcontent.ConstructingObjectParser.constructorArg;
+
+public class MovingPercentilesPipelineAggregationBuilder
+        extends AbstractPipelineAggregationBuilder<MovingPercentilesPipelineAggregationBuilder> {
+    public static final String NAME = "moving_percentiles";
+    private static final ParseField WINDOW = new ParseField("window");
+    private static final ParseField SHIFT = new ParseField("shift");
+
+    public static final ConstructingObjectParser<MovingPercentilesPipelineAggregationBuilder, String> PARSER =
+            new ConstructingObjectParser<>(NAME, false, (args, name) -> {
+                return new MovingPercentilesPipelineAggregationBuilder(name, (String) args[0], (int) args[1]);
+            });
+    static {
+        PARSER.declareString(constructorArg(), BUCKETS_PATH_FIELD);
+        PARSER.declareInt(constructorArg(), WINDOW);
+        PARSER.declareInt(MovingPercentilesPipelineAggregationBuilder::setShift, SHIFT);
+    }
+
+    private final int window;
+    private int shift;
+
+    public MovingPercentilesPipelineAggregationBuilder(String name, String bucketsPath, int window) {
+        super(name, NAME, new String[] { bucketsPath });
+        if (window <= 0) {
+            throw new IllegalArgumentException("[" + WINDOW.getPreferredName() + "] must be a positive, non-zero integer.");
+        }
+        this.window = window;
+    }
+
+    /**
+     * Read from a stream.
+     */
+    public MovingPercentilesPipelineAggregationBuilder(StreamInput in) throws IOException {
+        super(in, NAME);
+        window = in.readVInt();
+        shift = in.readInt();
+    }
+
+    @Override
+    protected final void doWriteTo(StreamOutput out) throws IOException {
+        out.writeVInt(window);
+        out.writeInt(shift);
+    }
+
+    /**
+     * Returns the window size for this aggregation
+     */
+    public int getWindow() {
+        return window;
+    }
+
+    /**
+     * Returns the shift for this aggregation
+     */
+    public int getShift() {
+        return shift;
+    }
+
+    /**
+     * Sets the shift for this aggregation
+     */
+    public void setShift(int shift) {
+        this.shift = shift;
+    }
+
+    @Override
+    protected PipelineAggregator createInternal(Map<String, Object> metaData) {
+        return new MovingPercentilesPipelineAggregator(name, bucketsPaths, getWindow(), getShift(), metaData);
+    }
+
+    @Override
+    protected void validate(ValidationContext context) {
+        if (bucketsPaths.length != 1) {
+            context.addBucketPathValidationError("must contain a single entry for aggregation [" + name + "]");
+        }
+        context.validateParentAggSequentiallyOrdered(NAME, name);
+    }
+
+    @Override
+    protected final XContentBuilder internalXContent(XContentBuilder builder, Params params) throws IOException {
+        builder.field(BUCKETS_PATH_FIELD.getPreferredName(), bucketsPaths[0]);
+        builder.field(WINDOW.getPreferredName(), window);
+        builder.field(SHIFT.getPreferredName(), shift);
+        return builder;
+    }
+
+    @Override
+    public int hashCode() {
+        return Objects.hash(super.hashCode(), window, shift);
+    }
+
+    @Override
+    public boolean equals(Object obj) {
+        if (this == obj) return true;
+        if (obj == null || getClass() != obj.getClass()) return false;
+        if (super.equals(obj) == false) return false;
+        MovingPercentilesPipelineAggregationBuilder other = (MovingPercentilesPipelineAggregationBuilder) obj;
+        return window == other.window && shift == other.shift;
+    }
+
+    @Override
+    public String getWriteableName() {
+        return NAME;
+    }
+
+    @Override
+    protected boolean overrideBucketsPath() {
+        return true;
+    }
+}

x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/movingPercentiles/MovingPercentilesPipelineAggregator.java

@@ -0,0 +1,254 @@
+/*
+ * Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
+ * or more contributor license agreements. Licensed under the Elastic License;
+ * you may not use this file except in compliance with the Elastic License.
+ */
+package org.elasticsearch.xpack.analytics.movingPercentiles;
+
+import org.HdrHistogram.DoubleHistogram;
+import org.elasticsearch.search.DocValueFormat;
+import org.elasticsearch.search.aggregations.AggregationExecutionException;
+import org.elasticsearch.search.aggregations.InternalAggregation;
+import org.elasticsearch.search.aggregations.InternalAggregation.ReduceContext;
+import org.elasticsearch.search.aggregations.InternalAggregations;
+import org.elasticsearch.search.aggregations.InternalMultiBucketAggregation;
+import org.elasticsearch.search.aggregations.bucket.MultiBucketsAggregation;
+import org.elasticsearch.search.aggregations.bucket.MultiBucketsAggregation.Bucket;
+import org.elasticsearch.search.aggregations.bucket.histogram.HistogramFactory;
+import org.elasticsearch.search.aggregations.metrics.InternalHDRPercentiles;
+import org.elasticsearch.search.aggregations.metrics.InternalTDigestPercentiles;
+import org.elasticsearch.search.aggregations.metrics.PercentilesMethod;
+import org.elasticsearch.search.aggregations.metrics.TDigestState;
+import org.elasticsearch.search.aggregations.pipeline.AbstractPipelineAggregationBuilder;
+import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
+import org.elasticsearch.search.aggregations.support.AggregationPath;
+
+import java.util.ArrayList;
+import java.util.List;
+import java.util.Map;
+import java.util.stream.Collectors;
+
+public class MovingPercentilesPipelineAggregator extends PipelineAggregator {
+
+    private final int window;
+    private final int shift;
+
+    MovingPercentilesPipelineAggregator(String name, String[] bucketsPaths, int window, int shift,
+                                        Map<String, Object> metadata) {
+        super(name, bucketsPaths, metadata);
+        this.window = window;
+        this.shift = shift;
+    }
+
+    @Override
+    public InternalAggregation reduce(InternalAggregation aggregation, ReduceContext reduceContext) {
+        InternalMultiBucketAggregation<? extends InternalMultiBucketAggregation, ? extends InternalMultiBucketAggregation.InternalBucket>
+            histo = (InternalMultiBucketAggregation<? extends InternalMultiBucketAggregation, ? extends
+            InternalMultiBucketAggregation.InternalBucket>) aggregation;
+        List<? extends InternalMultiBucketAggregation.InternalBucket> buckets = histo.getBuckets();
+        HistogramFactory factory = (HistogramFactory) histo;
+
+        List<Bucket> newBuckets = new ArrayList<>(buckets.size());
+        if (buckets.size() == 0) {
+            return factory.createAggregation(newBuckets);
+        }
+        PercentileConfig config = resolvePercentileConfig(histo, buckets.get(0), bucketsPaths()[0]);
+        switch (config.method) {
+            case TDIGEST:
+                reduceTDigest(buckets, histo, newBuckets, factory, config);
+                break;
+            case HDR:
+                reduceHDR(buckets, histo, newBuckets, factory, config);
+                break;
+            default:
+                throw new AggregationExecutionException(AbstractPipelineAggregationBuilder.BUCKETS_PATH_FIELD.getPreferredName()
+                    + " references an unknown percentile aggregation method: [" + config.method + "]");
+        }
+        return factory.createAggregation(newBuckets);
+    }
+
+    private void reduceTDigest(List<? extends InternalMultiBucketAggregation.InternalBucket> buckets,
+                                              MultiBucketsAggregation histo,
+                                              List<Bucket> newBuckets,
+                                              HistogramFactory factory,
+                                              PercentileConfig config) {
+
+        List<TDigestState> values = buckets.stream()
+            .map(b -> resolveTDigestBucketValue(histo, b, bucketsPaths()[0]))
+            .filter(v -> v != null)
+            .collect(Collectors.toList());
+
+        int index = 0;
+        for (InternalMultiBucketAggregation.InternalBucket bucket : buckets) {
+
+            // Default is to reuse existing bucket.  Simplifies the rest of the logic,
+            // since we only change newBucket if we can add to it
+            MultiBucketsAggregation.Bucket newBucket = bucket;
+
+            TDigestState state = null;
+            int fromIndex = clamp(index - window + shift, values.size());
+            int toIndex = clamp(index + shift, values.size());
+            for (int i = fromIndex; i < toIndex; i++) {
+                TDigestState bucketState = values.get(i);
+                if (bucketState != null) {
+                    if (state == null) {
+                        // We have to create a new TDigest histogram because otherwise it will alter the
+                        // existing histogram and bucket value
+                        state = new TDigestState(bucketState.compression());
+                    }
+                    state.add(bucketState);
+
+                }
+            }
+
+            if (state != null) {
+                List<InternalAggregation> aggs = bucket.getAggregations().asList().stream()
+                    .map((p) -> (InternalAggregation) p)
+                    .collect(Collectors.toList());
+                aggs.add(new InternalTDigestPercentiles(name(), config.keys, state, config.keyed, config.formatter, metadata()));
+                newBucket = factory.createBucket(factory.getKey(bucket), bucket.getDocCount(), new InternalAggregations(aggs));
+            }
+            newBuckets.add(newBucket);
+            index++;
+        }
+    }
+
+    private void reduceHDR(List<? extends InternalMultiBucketAggregation.InternalBucket> buckets,
+                               MultiBucketsAggregation histo,
+                               List<Bucket> newBuckets,
+                               HistogramFactory factory,
+                               PercentileConfig config) {
+
+        List<DoubleHistogram> values = buckets.stream()
+            .map(b -> resolveHDRBucketValue(histo, b, bucketsPaths()[0]))
+            .filter(v -> v != null)
+            .collect(Collectors.toList());
+
+        int index = 0;
+        for (InternalMultiBucketAggregation.InternalBucket bucket : buckets) {
+            DoubleHistogram state = null;
+
+            // Default is to reuse existing bucket.  Simplifies the rest of the logic,
+            // since we only change newBucket if we can add to it
+            MultiBucketsAggregation.Bucket newBucket = bucket;
+
+            int fromIndex = clamp(index - window + shift, values.size());
+            int toIndex = clamp(index + shift, values.size());
+            for (int i = fromIndex; i < toIndex; i++) {
+                DoubleHistogram bucketState = values.get(i);
+                if (bucketState != null) {
+                    if (state == null) {
+                        // We have to create a new HDR histogram because otherwise it will alter the
+                        // existing histogram and bucket value
+                        state = new DoubleHistogram(bucketState.getNumberOfSignificantValueDigits());
+                    }
+                    state.add(bucketState);
+
+                }
+            }
+
+            if (state != null) {
+                List<InternalAggregation> aggs = bucket.getAggregations().asList().stream()
+                    .map((p) -> (InternalAggregation) p)
+                    .collect(Collectors.toList());
+                aggs.add(new InternalHDRPercentiles(name(), config.keys, state, config.keyed, config.formatter, metadata()));
+                newBucket = factory.createBucket(factory.getKey(bucket), bucket.getDocCount(), new InternalAggregations(aggs));
+            }
+            newBuckets.add(newBucket);
+            index++;
+        }
+    }
+
+    private PercentileConfig resolvePercentileConfig(MultiBucketsAggregation agg,
+                                                 InternalMultiBucketAggregation.InternalBucket bucket,
+                                                 String aggPath) {
+        List<String> aggPathsList = AggregationPath.parse(aggPath).getPathElementsAsStringList();
+        Object propertyValue = bucket.getProperty(agg.getName(), aggPathsList);
+        if (propertyValue == null) {
+            throw buildResolveError(agg, aggPathsList, propertyValue, "percentiles");
+        }
+
+        if (propertyValue instanceof InternalTDigestPercentiles) {
+            InternalTDigestPercentiles internalTDigestPercentiles = ((InternalTDigestPercentiles) propertyValue);
+            return new PercentileConfig(PercentilesMethod.TDIGEST,
+                                        internalTDigestPercentiles.getKeys(),
+                                        internalTDigestPercentiles.keyed(),
+                                        internalTDigestPercentiles.formatter());
+        }
+        if (propertyValue instanceof InternalHDRPercentiles) {
+            InternalHDRPercentiles internalHDRPercentiles = ((InternalHDRPercentiles) propertyValue);
+            return new PercentileConfig(PercentilesMethod.HDR,
+                                        internalHDRPercentiles.getKeys(),
+                                        internalHDRPercentiles.keyed(),
+                                        internalHDRPercentiles.formatter());
+        }
+        throw buildResolveError(agg, aggPathsList, propertyValue, "percentiles");
+    }
+
+    private TDigestState resolveTDigestBucketValue(MultiBucketsAggregation agg,
+                                                   InternalMultiBucketAggregation.InternalBucket bucket,
+                                                   String aggPath) {
+        List<String> aggPathsList = AggregationPath.parse(aggPath).getPathElementsAsStringList();
+        Object propertyValue = bucket.getProperty(agg.getName(), aggPathsList);
+        if (propertyValue == null || (propertyValue instanceof InternalTDigestPercentiles) == false) {
+            throw buildResolveError(agg, aggPathsList, propertyValue, "TDigest");
+        }
+        return ((InternalTDigestPercentiles) propertyValue).getState();
+    }
+
+    private DoubleHistogram resolveHDRBucketValue(MultiBucketsAggregation agg,
+                                                  InternalMultiBucketAggregation.InternalBucket bucket,
+                                                  String aggPath) {
+        List<String> aggPathsList = AggregationPath.parse(aggPath).getPathElementsAsStringList();
+        Object propertyValue = bucket.getProperty(agg.getName(), aggPathsList);
+        if (propertyValue == null || (propertyValue instanceof InternalHDRPercentiles) == false) {
+            throw buildResolveError(agg, aggPathsList, propertyValue, "HDR");
+        }
+        return ((InternalHDRPercentiles) propertyValue).getState();
+    }
+
+    private IllegalArgumentException buildResolveError(MultiBucketsAggregation agg, List<String> aggPathsList,
+                                                       Object propertyValue, String method) {
+        if (propertyValue == null) {
+            return new IllegalArgumentException(AbstractPipelineAggregationBuilder.BUCKETS_PATH_FIELD.getPreferredName()
+                + " must reference a " + method + " percentile aggregation");
+        } else {
+            String currentAggName;
+            if (aggPathsList.isEmpty()) {
+                currentAggName = agg.getName();
+            } else {
+                currentAggName = aggPathsList.get(0);
+            }
+            return new IllegalArgumentException(AbstractPipelineAggregationBuilder.BUCKETS_PATH_FIELD.getPreferredName()
+                + " must reference a " + method + " percentiles aggregation, got: ["
+                + propertyValue.getClass().getSimpleName() + "] at aggregation [" + currentAggName + "]");
+        }
+    }
+
+    private int clamp(int index, int length) {
+        if (index < 0) {
+            return 0;
+        }
+        if (index > length) {
+            return length;
+        }
+        return index;
+    }
+
+    // TODO: replace this with the PercentilesConfig that's used by the percentiles builder.
+    //  The config isn't available through the Internal objects
+    /** helper class to collect the percentile's configuration */
+    private static class PercentileConfig {
+        final double[] keys;
+        final boolean keyed;
+        final PercentilesMethod method;
+        final DocValueFormat formatter;
+
+        PercentileConfig(PercentilesMethod method, double[] keys, boolean keyed, DocValueFormat formatter) {
+            this.method = method;
+            this.keys = keys;
+            this.keyed = keyed;
+            this.formatter = formatter;
+        }
+    }
+}

x-pack/plugin/analytics/src/test/java/org/elasticsearch/xpack/analytics/action/AnalyticsStatsActionNodeResponseTests.java

@@ -43,6 +43,7 @@ public class AnalyticsStatsActionNodeResponseTests extends AbstractWireSerializi
         assertThat(AnalyticsStatsAction.Item.STRING_STATS.ordinal(), equalTo(i++));
         assertThat(AnalyticsStatsAction.Item.TOP_METRICS.ordinal(), equalTo(i++));
         assertThat(AnalyticsStatsAction.Item.T_TEST.ordinal(), equalTo(i++));
+        assertThat(AnalyticsStatsAction.Item.MOVING_PERCENTILES.ordinal(), equalTo(i++));
         // Please add tests for newly added items here
         assertThat(AnalyticsStatsAction.Item.values().length, equalTo(i));
     }

x-pack/plugin/analytics/src/test/java/org/elasticsearch/xpack/analytics/movingPercentiles/MovingPercentilesAbstractAggregatorTests.java

@@ -0,0 +1,92 @@
+/*
+ * Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
+ * or more contributor license agreements. Licensed under the Elastic License;
+ * you may not use this file except in compliance with the Elastic License.
+ */
+package org.elasticsearch.xpack.analytics.movingPercentiles;
+
+
+import org.apache.lucene.search.MatchAllDocsQuery;
+import org.apache.lucene.search.Query;
+import org.elasticsearch.common.time.DateFormatters;
+import org.elasticsearch.index.mapper.DateFieldMapper;
+import org.elasticsearch.search.aggregations.AggregatorTestCase;
+import org.elasticsearch.search.aggregations.bucket.histogram.DateHistogramAggregationBuilder;
+import org.elasticsearch.search.aggregations.bucket.histogram.DateHistogramInterval;
+import org.elasticsearch.search.aggregations.metrics.PercentilesAggregationBuilder;
+import org.elasticsearch.search.aggregations.metrics.PercentilesConfig;
+
+import java.io.IOException;
+import java.util.Arrays;
+import java.util.List;
+
+
+public abstract class MovingPercentilesAbstractAggregatorTests extends AggregatorTestCase {
+
+    protected static final String DATE_FIELD = "date";
+    protected static final String INSTANT_FIELD = "instant";
+    protected static final String VALUE_FIELD = "value_field";
+
+    protected static final List<String> datasetTimes = Arrays.asList(
+        "2017-01-01T01:07:45",
+        "2017-01-02T03:43:34",
+        "2017-01-03T04:11:00",
+        "2017-01-04T05:11:31",
+        "2017-01-05T08:24:05",
+        "2017-01-06T13:09:32",
+        "2017-01-07T13:47:43",
+        "2017-01-08T16:14:34",
+        "2017-01-09T17:09:50",
+        "2017-01-10T22:55:46",
+        "2017-01-11T22:55:46",
+        "2017-01-12T22:55:46",
+        "2017-01-13T22:55:46",
+        "2017-01-14T22:55:46",
+        "2017-01-15T22:55:46",
+        "2017-01-16T22:55:46",
+        "2017-01-17T22:55:46",
+        "2017-01-18T22:55:46",
+        "2017-01-19T22:55:46",
+        "2017-01-20T22:55:46");
+
+
+    public void testMatchAllDocs() throws IOException {
+        check(randomIntBetween(0, 10), randomIntBetween(1, 25));
+    }
+
+    private void check(int shift, int window) throws IOException {
+        MovingPercentilesPipelineAggregationBuilder builder =
+            new MovingPercentilesPipelineAggregationBuilder("MovingPercentiles", "percentiles", window);
+        builder.setShift(shift);
+
+        Query query = new MatchAllDocsQuery();
+        DateHistogramAggregationBuilder aggBuilder = new DateHistogramAggregationBuilder("histo");
+        aggBuilder.calendarInterval(DateHistogramInterval.DAY).field(DATE_FIELD);
+
+        aggBuilder.subAggregation(new PercentilesAggregationBuilder("percentiles").field(VALUE_FIELD)
+            .percentilesConfig(getPercentileConfig()));
+        aggBuilder.subAggregation(builder);
+
+        executeTestCase(window, shift, query, aggBuilder);
+    }
+
+    protected abstract PercentilesConfig getPercentileConfig();
+
+    protected abstract void executeTestCase(int window, int shift, Query query,
+                                 DateHistogramAggregationBuilder aggBuilder) throws IOException;
+
+
+    protected int clamp(int index, int length) {
+        if (index < 0) {
+            return 0;
+        }
+        if (index > length) {
+            return length;
+        }
+        return index;
+    }
+
+    protected static long asLong(String dateTime) {
+        return DateFormatters.from(DateFieldMapper.DEFAULT_DATE_TIME_FORMATTER.parse(dateTime)).toInstant().toEpochMilli();
+    }
+}

x-pack/plugin/analytics/src/test/java/org/elasticsearch/xpack/analytics/movingPercentiles/MovingPercentilesHDRAggregatorTests.java

@@ -0,0 +1,111 @@
+/*
+ * Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
+ * or more contributor license agreements. Licensed under the Elastic License;
+ * you may not use this file except in compliance with the Elastic License.
+ */
+package org.elasticsearch.xpack.analytics.movingPercentiles;
+
+import org.HdrHistogram.DoubleHistogram;
+import org.apache.lucene.document.Document;
+import org.apache.lucene.document.LongPoint;
+import org.apache.lucene.document.NumericDocValuesField;
+import org.apache.lucene.document.SortedNumericDocValuesField;
+import org.apache.lucene.index.DirectoryReader;
+import org.apache.lucene.index.IndexReader;
+import org.apache.lucene.index.RandomIndexWriter;
+import org.apache.lucene.search.IndexSearcher;
+import org.apache.lucene.search.Query;
+import org.apache.lucene.store.Directory;
+import org.apache.lucene.util.NumericUtils;
+import org.elasticsearch.index.mapper.DateFieldMapper;
+import org.elasticsearch.index.mapper.MappedFieldType;
+import org.elasticsearch.index.mapper.NumberFieldMapper;
+import org.elasticsearch.search.aggregations.bucket.histogram.DateHistogramAggregationBuilder;
+import org.elasticsearch.search.aggregations.bucket.histogram.InternalDateHistogram;
+import org.elasticsearch.search.aggregations.metrics.InternalHDRPercentiles;
+import org.elasticsearch.search.aggregations.metrics.PercentilesConfig;
+
+import java.io.IOException;
+
+
+public class MovingPercentilesHDRAggregatorTests extends MovingPercentilesAbstractAggregatorTests {
+
+    @Override
+    protected PercentilesConfig getPercentileConfig() {
+        return new PercentilesConfig.Hdr(1);
+    }
+
+    @Override
+    protected  void executeTestCase(int window, int shift, Query query,
+                                 DateHistogramAggregationBuilder aggBuilder) throws IOException {
+
+        DoubleHistogram[] states = new DoubleHistogram[datasetTimes.size()];
+        try (Directory directory = newDirectory()) {
+            try (RandomIndexWriter indexWriter = new RandomIndexWriter(random(), directory)) {
+                Document document = new Document();
+                int counter = 0;
+                for (String date : datasetTimes) {
+                    states[counter] = new DoubleHistogram(1);
+                    final int numberDocs = randomIntBetween(5, 50);
+                    long instant = asLong(date);
+                    for (int i =0; i < numberDocs; i++) {
+                        if (frequently()) {
+                            indexWriter.commit();
+                        }
+                        double value = randomDoubleBetween(0, 10, true);
+                        states[counter].recordValue(value);
+                        document.add(new SortedNumericDocValuesField(DATE_FIELD, instant));
+                        document.add(new LongPoint(INSTANT_FIELD, instant));
+                        document.add(new NumericDocValuesField(VALUE_FIELD, NumericUtils.doubleToSortableLong(value)));
+                        indexWriter.addDocument(document);
+                        document.clear();
+                    }
+                    counter++;
+                }
+            }
+
+            try (IndexReader indexReader = DirectoryReader.open(directory)) {
+                IndexSearcher indexSearcher = newSearcher(indexReader, true, true);
+
+                DateFieldMapper.Builder builder = new DateFieldMapper.Builder("_name");
+                DateFieldMapper.DateFieldType fieldType = builder.fieldType();
+                fieldType.setHasDocValues(true);
+                fieldType.setName(aggBuilder.field());
+
+                MappedFieldType valueFieldType = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.DOUBLE);
+                valueFieldType.setHasDocValues(true);
+                valueFieldType.setName("value_field");
+
+                InternalDateHistogram histogram;
+                histogram = searchAndReduce(indexSearcher, query, aggBuilder, 1000,
+                    new MappedFieldType[]{fieldType, valueFieldType});
+                for (int i = 0; i < histogram.getBuckets().size(); i++) {
+                    InternalDateHistogram.Bucket bucket = histogram.getBuckets().get(i);
+                    InternalHDRPercentiles values = bucket.getAggregations().get("MovingPercentiles");
+                    DoubleHistogram expected = reduce(i, window, shift, states);
+                    if (values == null) {
+                        assertNull(expected);
+                    } else {
+                        DoubleHistogram agg = values.getState();
+                        assertEquals(expected.getTotalCount(), agg.getTotalCount());
+                        assertEquals(expected.getMaxValue(), agg.getMaxValue(), 0d);
+                        assertEquals(expected.getMinValue(), agg.getMinValue(), 0d);
+                    }
+                }
+            }
+        }
+    }
+
+    private DoubleHistogram reduce(int index, int window, int shift, DoubleHistogram[] buckets) {
+        int fromIndex = clamp(index - window + shift, buckets.length);
+        int toIndex = clamp(index + shift, buckets.length);
+        if (fromIndex == toIndex) {
+            return null;
+        }
+        DoubleHistogram result = new DoubleHistogram(buckets[0].getNumberOfSignificantValueDigits());
+        for (int i = fromIndex; i < toIndex; i++) {
+            result.add(buckets[i]);
+        }
+        return result;
+    }
+}

x-pack/plugin/analytics/src/test/java/org/elasticsearch/xpack/analytics/movingPercentiles/MovingPercentilesTDigestAggregatorTests.java

@@ -0,0 +1,113 @@
+/*
+ * Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
+ * or more contributor license agreements. Licensed under the Elastic License;
+ * you may not use this file except in compliance with the Elastic License.
+ */
+package org.elasticsearch.xpack.analytics.movingPercentiles;
+
+import org.apache.lucene.document.Document;
+import org.apache.lucene.document.LongPoint;
+import org.apache.lucene.document.NumericDocValuesField;
+import org.apache.lucene.document.SortedNumericDocValuesField;
+import org.apache.lucene.index.DirectoryReader;
+import org.apache.lucene.index.IndexReader;
+import org.apache.lucene.index.RandomIndexWriter;
+import org.apache.lucene.search.IndexSearcher;
+import org.apache.lucene.search.Query;
+import org.apache.lucene.store.Directory;
+import org.apache.lucene.util.NumericUtils;
+import org.elasticsearch.index.mapper.DateFieldMapper;
+import org.elasticsearch.index.mapper.MappedFieldType;
+import org.elasticsearch.index.mapper.NumberFieldMapper;
+import org.elasticsearch.search.aggregations.bucket.histogram.DateHistogramAggregationBuilder;
+import org.elasticsearch.search.aggregations.bucket.histogram.InternalDateHistogram;
+import org.elasticsearch.search.aggregations.metrics.InternalTDigestPercentiles;
+import org.elasticsearch.search.aggregations.metrics.PercentilesConfig;
+import org.elasticsearch.search.aggregations.metrics.TDigestState;
+
+
+import java.io.IOException;
+
+
+public class MovingPercentilesTDigestAggregatorTests extends MovingPercentilesAbstractAggregatorTests {
+
+    @Override
+    protected PercentilesConfig getPercentileConfig() {
+        return new PercentilesConfig.TDigest(50);
+    }
+
+    @Override
+    protected void executeTestCase(int window, int shift, Query query,
+                                 DateHistogramAggregationBuilder aggBuilder) throws IOException {
+
+        TDigestState[] states = new TDigestState[datasetTimes.size()];
+        try (Directory directory = newDirectory()) {
+            try (RandomIndexWriter indexWriter = new RandomIndexWriter(random(), directory)) {
+                Document document = new Document();
+                int counter = 0;
+                for (String date : datasetTimes) {
+                    states[counter] = new TDigestState(50);
+                    final int numberDocs = randomIntBetween(5, 50);
+                    long instant = asLong(date);
+                    for (int i =0; i < numberDocs; i++) {
+                        if (frequently()) {
+                            indexWriter.commit();
+                        }
+                        double value = randomDoubleBetween(-1000, 1000, true);
+                        states[counter].add(value);
+                        document.add(new SortedNumericDocValuesField(DATE_FIELD, instant));
+                        document.add(new LongPoint(INSTANT_FIELD, instant));
+                        document.add(new NumericDocValuesField(VALUE_FIELD, NumericUtils.doubleToSortableLong(value)));
+                        indexWriter.addDocument(document);
+                        document.clear();
+                    }
+                    counter++;
+                }
+            }
+
+            try (IndexReader indexReader = DirectoryReader.open(directory)) {
+                IndexSearcher indexSearcher = newSearcher(indexReader, true, true);
+
+                DateFieldMapper.Builder builder = new DateFieldMapper.Builder("_name");
+                DateFieldMapper.DateFieldType fieldType = builder.fieldType();
+                fieldType.setHasDocValues(true);
+                fieldType.setName(aggBuilder.field());
+
+                MappedFieldType valueFieldType = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.DOUBLE);
+                valueFieldType.setHasDocValues(true);
+                valueFieldType.setName("value_field");
+
+                InternalDateHistogram histogram;
+                histogram = searchAndReduce(indexSearcher, query, aggBuilder, 1000,
+                    new MappedFieldType[]{fieldType, valueFieldType});
+                for (int i = 0; i < histogram.getBuckets().size(); i++) {
+                    InternalDateHistogram.Bucket bucket = histogram.getBuckets().get(i);
+                    InternalTDigestPercentiles values = bucket.getAggregations().get("MovingPercentiles");
+                    TDigestState expected = reduce(i, window, shift, states);
+                    if (values == null) {
+                        assertNull(expected);
+                    } else {
+                        TDigestState agg = values.getState();
+                        assertEquals(expected.size(), agg.size());
+                        assertEquals(expected.getMax(), agg.getMax(), 0d);
+                        assertEquals(expected.getMin(), agg.getMin(), 0d);
+                    }
+                }
+            }
+        }
+    }
+
+    private TDigestState reduce(int index, int window, int shift, TDigestState[] buckets) {
+        int fromIndex = clamp(index - window + shift, buckets.length);
+        int toIndex = clamp(index + shift, buckets.length);
+        if (fromIndex == toIndex) {
+            return null;
+        }
+        TDigestState result = new TDigestState(buckets[0].compression());
+        for (int i = fromIndex; i < toIndex; i++) {
+            result.add(buckets[i]);
+        }
+        return result;
+    }
+
+}

x-pack/plugin/analytics/src/test/java/org/elasticsearch/xpack/analytics/movingPercentiles/MovingPercentilesTests.java

@@ -0,0 +1,73 @@
+/*
+ * Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
+ * or more contributor license agreements. Licensed under the Elastic License;
+ * you may not use this file except in compliance with the Elastic License.
+ */
+
+package org.elasticsearch.xpack.analytics.movingPercentiles;
+
+import org.apache.lucene.util.TestUtil;
+import org.elasticsearch.plugins.SearchPlugin;
+import org.elasticsearch.search.aggregations.AggregationBuilder;
+import org.elasticsearch.search.aggregations.BasePipelineAggregationTestCase;
+import org.elasticsearch.search.aggregations.bucket.histogram.AutoDateHistogramAggregationBuilder;
+import org.elasticsearch.search.aggregations.bucket.histogram.DateHistogramAggregationBuilder;
+import org.elasticsearch.search.aggregations.bucket.histogram.HistogramAggregationBuilder;
+
+import java.io.IOException;
+import java.util.List;
+
+import static java.util.Collections.emptyList;
+import static java.util.Collections.singletonList;
+import static org.hamcrest.Matchers.equalTo;
+import static org.hamcrest.Matchers.nullValue;
+import static org.mockito.Mockito.mock;
+import static org.mockito.Mockito.when;
+
+public class MovingPercentilesTests extends BasePipelineAggregationTestCase<MovingPercentilesPipelineAggregationBuilder> {
+    @Override
+    protected List<SearchPlugin> plugins() {
+        return singletonList(new SearchPlugin() {
+            @Override
+            public List<PipelineAggregationSpec> getPipelineAggregations() {
+                return singletonList(new PipelineAggregationSpec(
+                        MovingPercentilesPipelineAggregationBuilder.NAME,
+                        MovingPercentilesPipelineAggregationBuilder::new,
+                        MovingPercentilesPipelineAggregationBuilder.PARSER));
+            }
+        });
+    }
+
+    @Override
+    protected MovingPercentilesPipelineAggregationBuilder createTestAggregatorFactory() {
+        String name = randomAlphaOfLengthBetween(3, 20);
+        String bucketsPath = randomAlphaOfLengthBetween(3, 20);
+        MovingPercentilesPipelineAggregationBuilder builder =
+                new MovingPercentilesPipelineAggregationBuilder(name, bucketsPath, TestUtil.nextInt(random(), 1, 10));
+        if (randomBoolean()) {
+            builder.setShift(randomIntBetween(0, 10));
+        }
+        return builder;
+    }
+
+
+    public void testParentValidations() throws IOException {
+        MovingPercentilesPipelineAggregationBuilder builder =
+                new MovingPercentilesPipelineAggregationBuilder("name", randomAlphaOfLength(5), TestUtil.nextInt(random(), 1, 10));
+
+        assertThat(validate(new HistogramAggregationBuilder("name"), builder), nullValue());
+        assertThat(validate(new DateHistogramAggregationBuilder("name"), builder), nullValue());
+        assertThat(validate(new AutoDateHistogramAggregationBuilder("name"), builder), nullValue());
+
+        // Mocked "test" agg, should fail validation
+        AggregationBuilder stubParent = mock(AggregationBuilder.class);
+        when(stubParent.getName()).thenReturn("name");
+        assertThat(validate(stubParent, builder), equalTo(
+                "Validation Failed: 1: moving_percentiles aggregation [name] must have a histogram, "
+                + "date_histogram or auto_date_histogram as parent;"));
+
+        assertThat(validate(emptyList(), builder), equalTo(
+                "Validation Failed: 1: moving_percentiles aggregation [name] must have a histogram, "
+                + "date_histogram or auto_date_histogram as parent but doesn't have a parent;"));
+    }
+}

x-pack/plugin/core/src/main/java/org/elasticsearch/xpack/core/analytics/action/AnalyticsStatsAction.java

@@ -43,7 +43,8 @@ public class AnalyticsStatsAction extends ActionType<AnalyticsStatsAction.Respon
         CUMULATIVE_CARDINALITY,
         STRING_STATS,
         TOP_METRICS,
-        T_TEST;
+        T_TEST,
+        MOVING_PERCENTILES;
     }
 
     public static class Request extends BaseNodesRequest<Request> implements ToXContentObject {

x-pack/plugin/src/test/resources/rest-api-spec/test/analytics/moving_percentile.yml

@@ -0,0 +1,142 @@
+setup:
+  - skip:
+      features: headers
+  - do:
+      indices.create:
+        index: foo
+        body:
+          mappings:
+            properties:
+              timestamp:
+                type: date
+              histogram:
+                type: histogram
+
+
+  - do:
+      headers:
+        Authorization: "Basic eF9wYWNrX3Jlc3RfdXNlcjp4LXBhY2stdGVzdC1wYXNzd29yZA==" # run as x_pack_rest_user, i.e. the test setup superuser
+      bulk:
+        refresh: true
+        body:
+          - index:
+              _index: "foo"
+          - timestamp: "2017-01-01T05:00:00Z"
+            histogram:
+              values: [0.1, 0.5, 1, 2, 4, 10]
+              counts: [1, 4, 5, 4, 5, 1]
+
+          - index:
+              _index: "foo"
+          - timestamp: "2017-01-01T05:00:00Z"
+            histogram:
+              values: [0.1, 0.5, 1, 2, 4, 10]
+              counts: [1, 4, 5, 4, 5, 1]
+
+          - index:
+              _index: "foo"
+          - timestamp: "2017-01-01T05:00:00Z"
+            histogram:
+              values: [0.1, 0.5, 1, 2, 4, 10]
+              counts: [1, 4, 5, 4, 5, 1]
+
+          - index:
+              _index: "foo"
+          - timestamp: "2017-01-02T05:00:00Z"
+            histogram:
+              values: [0.1, 0.5, 1, 2, 4, 10]
+              counts: [1, 4, 5, 4, 5, 1]
+
+          - index:
+              _index: "foo"
+          - timestamp: "2017-01-02T05:00:00Z"
+            histogram:
+              values: [0.1, 0.5, 1, 2, 4, 10]
+              counts: [1, 4, 5, 4, 5, 1]
+
+          - index:
+              _index: "foo"
+          - timestamp: "2017-01-03T05:00:00Z"
+            histogram:
+              values: [0.1, 0.5, 1, 2, 4, 10]
+              counts: [1, 4, 5, 4, 5, 1]
+
+---
+"Basic Search TDigest":
+  - do:
+      search:
+        index: "foo"
+        body:
+          size: 0
+          aggs:
+            histo:
+              date_histogram:
+                field: "timestamp"
+                calendar_interval: "day"
+              aggs:
+                percentiles:
+                  percentiles:
+                    field: "histogram"
+                    percents: [90]
+                    keyed: false
+                moving_percentiles:
+                  moving_percentiles:
+                    buckets_path: "percentiles"
+                    window: 2
+                    shift: 1
+
+  - length: { aggregations.histo.buckets: 3 }
+  - match: { aggregations.histo.buckets.0.key_as_string: "2017-01-01T00:00:00.000Z" }
+  - match: { aggregations.histo.buckets.0.doc_count: 3 }
+  - match: { aggregations.histo.buckets.0.percentiles.values.0.value: 4.0 }
+  - match: { aggregations.histo.buckets.0.moving_percentiles.values.0.value: 4.0 }
+  - match: { aggregations.histo.buckets.1.key_as_string: "2017-01-02T00:00:00.000Z" }
+  - match: { aggregations.histo.buckets.1.doc_count: 2 }
+  - match: { aggregations.histo.buckets.1.percentiles.values.0.value: 5.0 }
+  - match: { aggregations.histo.buckets.1.moving_percentiles.values.0.value: 4.0 }
+  - match: { aggregations.histo.buckets.2.key_as_string: "2017-01-03T00:00:00.000Z" }
+  - match: { aggregations.histo.buckets.2.doc_count: 1 }
+  - match: { aggregations.histo.buckets.2.percentiles.values.0.value:  7.0 }
+  - match: { aggregations.histo.buckets.2.moving_percentiles.values.0.value: 4.0 }
+
+---
+"Basic Search HDR":
+  - do:
+      search:
+        index: "foo"
+        body:
+          size: 10
+          aggs:
+            histo:
+              date_histogram:
+                field: "timestamp"
+                calendar_interval: "day"
+              aggs:
+                percentiles:
+                  percentiles:
+                    field: "histogram"
+                    percents: [90]
+                    keyed: false
+                    hdr:
+                      number_of_significant_value_digits: 1
+                moving_percentiles:
+                  moving_percentiles:
+                    buckets_path: "percentiles"
+                    window: 3
+                    shift: 1
+
+  - length: { aggregations.histo.buckets: 3 }
+  - match: { aggregations.histo.buckets.0.key_as_string: "2017-01-01T00:00:00.000Z" }
+  - match: { aggregations.histo.buckets.0.doc_count: 3 }
+  - match: { aggregations.histo.buckets.0.percentiles.values.0.value: 4.24609375 }
+  - match: { aggregations.histo.buckets.0.moving_percentiles.values.0.value: 4.24609375 }
+  - match: { aggregations.histo.buckets.1.key_as_string: "2017-01-02T00:00:00.000Z" }
+  - match: { aggregations.histo.buckets.1.doc_count: 2 }
+  - match: { aggregations.histo.buckets.1.percentiles.values.0.value: 4.24609375 }
+  - match: { aggregations.histo.buckets.1.moving_percentiles.values.0.value: 4.24609375 }
+  - match: { aggregations.histo.buckets.2.key_as_string: "2017-01-03T00:00:00.000Z" }
+  - match: { aggregations.histo.buckets.2.doc_count: 1 }
+  - match: { aggregations.histo.buckets.2.percentiles.values.0.value:  4.24609375 }
+  - match: { aggregations.histo.buckets.2.moving_percentiles.values.0.value: 4.24609375 }
+
+

x-pack/plugin/src/test/resources/rest-api-spec/test/analytics/usage.yml

@@ -26,6 +26,7 @@ setup:
   - set: {analytics.stats.cumulative_cardinality_usage: cumulative_cardinality_usage}
   - set: {analytics.stats.t_test_usage: t_test_usage}
   - set: {analytics.stats.string_stats_usage: string_stats_usage}
+  - set: {analytics.stats.moving_percentiles_usage: moving_percentiles_usage}
 
   # use boxplot agg
   - do:
@@ -50,7 +51,7 @@ setup:
   - match: {analytics.stats.cumulative_cardinality_usage: $cumulative_cardinality_usage}
   - match: {analytics.stats.t_test_usage: $t_test_usage}
   - match: {analytics.stats.string_stats_usage: $string_stats_usage}
-
+  - match: {analytics.stats.moving_percentiles_usage: $moving_percentiles_usage}
 
   # use top_metrics agg
   - do:
@@ -78,7 +79,7 @@ setup:
   - match: {analytics.stats.cumulative_cardinality_usage: $cumulative_cardinality_usage}
   - match: {analytics.stats.t_test_usage: $t_test_usage}
   - match: {analytics.stats.string_stats_usage: $string_stats_usage}
-
+  - match: {analytics.stats.moving_percentiles_usage: $moving_percentiles_usage}
 
   # use cumulative_cardinality agg
   - do:
@@ -110,6 +111,7 @@ setup:
   - set: {analytics.stats.cumulative_cardinality_usage: cumulative_cardinality_usage}
   - match: {analytics.stats.t_test_usage: $t_test_usage}
   - match: {analytics.stats.string_stats_usage: $string_stats_usage}
+  - match: {analytics.stats.moving_percentiles_usage: $moving_percentiles_usage}
 
   # use t-test agg
   - do:
@@ -135,6 +137,7 @@ setup:
   - gt: { analytics.stats.t_test_usage: $t_test_usage }
   - set: {analytics.stats.t_test_usage: t_test_usage}
   - match: {analytics.stats.string_stats_usage: $string_stats_usage}
+  - match: {analytics.stats.moving_percentiles_usage: $moving_percentiles_usage}
 
   - do:
       search:
@@ -156,3 +159,37 @@ setup:
   - match: {analytics.stats.t_test_usage: $t_test_usage}
   - gt: { analytics.stats.string_stats_usage: $string_stats_usage }
   - set: {analytics.stats.string_stats_usage: string_stats_usage}
+  - match: {analytics.stats.moving_percentiles_usage: $moving_percentiles_usage}
+
+  # use moving_percentile agg
+  - do:
+      search:
+        index: "test"
+        body:
+          size: 0
+          aggs:
+            histo:
+              date_histogram:
+                field: "timestamp"
+                calendar_interval: "day"
+              aggs:
+                percentiles:
+                  percentiles:
+                    field: "v1"
+                moving_percentiles:
+                  moving_percentiles:
+                    buckets_path: "percentiles"
+                    window: 2
+
+  - length: { aggregations.histo.buckets: 1 }
+
+  - do: {xpack.usage: {}}
+  - match: { analytics.available: true }
+  - match: { analytics.enabled: true }
+  - match: {analytics.stats.boxplot_usage: $boxplot_usage}
+  - match: {analytics.stats.top_metrics_usage: $top_metrics_usage}
+  - match: { analytics.stats.cumulative_cardinality_usage: $cumulative_cardinality_usage }
+  - match: {analytics.stats.t_test_usage: $t_test_usage}
+  - match: {analytics.stats.string_stats_usage: $string_stats_usage}
+  - gt: { analytics.stats.moving_percentiles_usage: $moving_percentiles_usage }
+  - set: {analytics.stats.moving_percentiles_usage: moving_percentiles_usage}