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Posted to issues@flink.apache.org by "Todd Lisonbee (JIRA)" <ji...@apache.org> on 2016/03/14 17:02:33 UTC

[jira] [Created] (FLINK-3613) Add standard deviation to list of Aggregations

Todd Lisonbee created FLINK-3613:
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             Summary: Add standard deviation 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


Implement Standard Deviation 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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