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From "Anton Mushin (JIRA)" <j...@apache.org>
Subject [jira] [Comment Edited] (FLINK-3613) Add standard deviation, mean, variance to list of Aggregations
Date Wed, 09 Nov 2016 15:38:58 GMT

    [ https://issues.apache.org/jira/browse/FLINK-3613?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15651203#comment-15651203
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Anton Mushin edited comment on FLINK-3613 at 11/9/16 3:38 PM:
--------------------------------------------------------------

Hello everyone.
Do FLINK-4604 extends this issue? or is FLINK-4604 part of this issue for table API?


was (Author: anmu):
Hello everyone.
Do FLINK-4604 extends this issue? or is FLINK-4604 part of this issue for flink sql?

> Add standard deviation, mean, variance to list of Aggregations
> --------------------------------------------------------------
>
>                 Key: FLINK-3613
>                 URL: https://issues.apache.org/jira/browse/FLINK-3613
>             Project: Flink
>          Issue Type: Improvement
>            Reporter: Todd Lisonbee
>            Priority: Minor
>         Attachments: DataSet-Aggregation-Design-March2016-v1.txt
>
>
> Implement standard deviation, mean, variance for org.apache.flink.api.java.aggregation.Aggregations
> Ideally implementation should be single pass and numerically stable.
> References:
> "Scalable and Numerically Stable Descriptive Statistics in SystemML", Tian et al, International
Conference on Data Engineering 2012
> http://dl.acm.org/citation.cfm?id=2310392
> "The Kahan summation algorithm (also known as compensated summation) reduces the numerical
errors that occur when adding a sequence of finite precision floating point numbers. Numerical
errors arise due to truncation and rounding. These errors can lead to numerical instability
when calculating variance."
> https://en.wikipedia.org/wiki/Kahan_summation_algorithm



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