Moving Percentiles Aggregation Usage

Given an ordered series of 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 Moving Function pipeline aggregation, except it works on the percentiles sketches instead of the actual buckets values.

Available in Elasticsearch 7.9.0+ with at least basic license level

Fluent DSL example

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a => a
.DateHistogram("projects_started_per_month", dh => dh
    .Field(p => p.StartedOn)
    .CalendarInterval(DateInterval.Month)
    .MinimumDocumentCount(0)
    .Aggregations(aa => aa
        .Percentiles("percentiles", sm => sm
            .Field(p => p.NumberOfCommits)
        )
        .MovingPercentiles("moving_percentiles", mv => mv
            .BucketsPath("percentiles")
            .Window(10)
        )
    )
)

Object Initializer syntax example

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new DateHistogramAggregation("projects_started_per_month")
{
    Field = "startedOn",
    CalendarInterval = DateInterval.Month,
    MinimumDocumentCount = 0,
    Aggregations =
        new PercentilesAggregation("percentiles", "numberOfCommits")
        && new MovingPercentilesAggregation("moving_percentiles", "percentiles")
        {
            Window = 10
        }
}

Example json output.

{
  "projects_started_per_month": {
    "date_histogram": {
      "field": "startedOn",
      "calendar_interval": "month",
      "min_doc_count": 0
    },
    "aggs": {
      "percentiles": {
        "percentiles": {
          "field": "numberOfCommits"
        }
      },
      "moving_percentiles": {
        "moving_percentiles": {
          "buckets_path": "percentiles",
          "window": 10
        }
      }
    }
  }
}

Handling Responses

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response.ShouldBeValid();

var projectsPerMonth = response.Aggregations.DateHistogram("projects_started_per_month");
projectsPerMonth.Should().NotBeNull();
projectsPerMonth.Buckets.Should().NotBeNull();
projectsPerMonth.Buckets.Count.Should().BeGreaterThan(0);

// percentiles not calculated for the first bucket
foreach (var item in projectsPerMonth.Buckets.Skip(1))
{
    var movingPercentiles = item.MovingPercentiles("moving_percentiles");
    movingPercentiles.Should().NotBeNull();
    movingPercentiles.Items.Should().NotBeNull();
}

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