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Fsdb::Filter::dbcolmovingstats

NAME

dbcolmovingstats - compute moving statistics over a window of a column of data

SYNOPSIS

dbcolmovingstats [-am] [-w WINDOW ] [-e EmptyValue] [-k KEY ] column

DESCRIPTION

Compute moving statistics over a COLUMN of data. Records containing non-numeric data are considered null do not contribute to the stats (optionally they are treated as zeros with "-a").

Statitics are computed over a WINDOW of samples of data.

[In progress 2020-11-12, but not completed: Alternatively, if a key column is given with "-k KEY", then a we treat the key column as a time value and compute the time-weighted mean.]

Currently we compute mean and sample standard deviation. (Note we only compute sample standard deviation, not full population.) Optionally, with "-m" we also compute median. (Currently there is no support for generalized quantiles.)

Values before a sufficient number have been accumulated are given the empty value (if specified with "-e"). If no empty value is given, stats are computed on as many are possible if no empty value is specified.

Dbcolmovingstats runs in O(1) memory, but must buffer a full window of data. Quantiles currently will repeatedly sort the window and so may perform poorly with wide windows.

OPTIONS

-a or --include-non-numeric

Compute stats over all records (treat non-numeric records as zero rather than just ignoring them).

-w or --window WINDOW

WINDOW of how many items to accumulate (defaults to 10). (For compatibility with fsdb-1.x, -n is also supported.)

-k or --key KEY

The KEY specifies a field that is used to evaluate the window---a window must span at most this range of value so the key field. (For example, if KEY is the time and window is 60, then enough samples will be added to make at most 60s of observations. With a key, sampling can be irregular.) If key is specified, we also output a moving_n field for how many samples are in each window.

-m or --median

Show median of the window in addition to mean.

-e E or --empty E

Give value E as the value for empty (null) records. This null value is then output before a full window is accumulated.

-f FORMAT or --format FORMAT

Specify a printf(3)-style format for output mean and standard deviation. Defaults to "%.5g".

Eventually we expect to support other options of dbcolstats.

This module also supports the standard fsdb options:

 -d Enable debugging output.

-i or --input InputSource

Read from InputSource, typically a file name, or "-" for standard input, or (if in Perl) a IO::Handle, Fsdb::IO or Fsdb::BoundedQueue objects.

-o or --output OutputDestination

Write to OutputDestination, typically a file name, or "-" for standard output, or (if in Perl) a IO::Handle, Fsdb::IO or Fsdb::BoundedQueue objects.

--autorun or --noautorun

By default, programs process automatically, but Fsdb::Filter objects in Perl do not run until you invoke the run() method. The "--(no)autorun" option controls that behavior within Perl.

--help

Show help.

--man

Show full manual.

SAMPLE USAGE

Input:
#fsdb date epoch count
19980201 886320000 6
19980202 886406400 8
19980203 886492800 19
19980204 886579200 53
19980205 886665600 20
19980206 886752000 18
19980207 886838400 5
19980208 886924800 9
19980209 887011200 22
19980210 887097600 22
19980211 887184000 36
19980212 887270400 26
19980213 887356800 23
19980214 887443200 6

Command:
cat data.fsdb | dbmovingstats -e - -w 4 count

Output:
#fsdb date epoch count moving_mean moving_stddev
19980201 886320000 6 - -
19980202 886406400 8 - -
19980203 886492800 19 - -
19980204 886579200 53 21.5 21.764
19980205 886665600 20 25 19.442
19980206 886752000 18 27.5 17.02
19980207 886838400 5 24 20.445
19980208 886924800 9 13 7.1647
19980209 887011200 22 13.5 7.8528
19980210 887097600 22 14.5 8.8129
19980211 887184000 36 22.25 11.026
19980212 887270400 26 26.5 6.6081
19980213 887356800 23 26.75 6.3966
19980214 887443200 6 22.75 12.473
# | dbcolmovingstats -e - -n 4 count

Fsdb. dbcolstats. dbmultistats. dbrowdiff.

BUGS

Currently there is no support for generalized quantiles.

CLASS FUNCTIONS

new
\$filter = new Fsdb::Filter::dbcolmovingstats(@arguments);

Create a new dbcolmovingstats object, taking command-line arguments.

set_defaults
\$filter->set_defaults();

Internal: set up defaults.

parse_options
\$filter->parse_options(@ARGV);

Internal: parse command-line arguments.

setup
\$filter->setup();