Commit graph

3 commits

Author SHA1 Message Date
Tim Grein
6a3a447f18
Remove double "the" from median absolute deviation description (#115826) 2024-10-31 15:25:20 +01:00
Iván Cea Fontenla
fc2760cfd4
ESQL: mv_median_absolute_deviation function (#112055)
- Added mv_median_absolute_deviation function
- Added possibility of having a fixed param in Multivalue "ascending" functions
- Add surrogate to MedianAbsoluteDeviation

### Calculations used to avoid overflows
First, a quick recap of how the MAD is calculated:
1. Sort values, and get the median
2. Calculate the difference between each value with the median (`abs(median - value)`)
3. Sort the differences, and get their median

Calculating a MAD may overflow when calculating the differences (Step 2), given the type is a signed number, as the difference is a positive value, with potentially the same value as `POSITIVE_MAX - NEGATIVE_MIN`.
To solve this, some types are up-casted as follow:
- Int: Stored as longs, simple approach
- Long: Stored as longs, but switched to unsigned long representation when calculating the differences
- Unsigned long: No effect; the resulting range is the same
- Doubles: Nothing. If the values overflow to +/-infinity, they're left that way, as we'll just use those outliers to sort

Closes https://github.com/elastic/elasticsearch/issues/111590
2024-09-09 10:04:25 +02:00
Iván Cea Fontenla
826d49448b
ESQL: Added Median and MedianAbsoluteDeviation aggregations tests and kibana docs (#111231) 2024-07-26 22:11:01 +10:00