Statistic summaries

Objective

Provide a statistics summary of the provided event attribute

Example

time window:
  emitting type: slidingStatisticSummaries
  window functions:
    stats summary:
        function:
           statistics summary: {}
        attributes: [ ask,bid ]
  policy:
    type: slidingTime
    slide: 500
    window size: 2500

Output attributes

Event output attributes from the above example.

  • ask_STATS

  • bid_STATS

Generated statistics

TypeDescription

SUM

Sum of field values

MIN

Min of field value

MAX

Max of field value

MEAN

Mean of field value

VARIANCE

Variance of field value

STDEV

Standard deviation of field value

FIRST

First field value in window

LAST

Last field value in window

HARMONIC_MEAN

Harmonic mean of field value

GEOMETRIC_MEAN

Geometric mean of field value

PVARIANCE

Population variance of field value

SECOND_MOMENT

Seond moment of field value

SUM_SQRTS

Sum of square root of field value

SUM_LOGS

Sum of log of field value

Postfix ID

Applied to attribute

  • STATS

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