Contents
pg_median_utils 0.0.5
An extension for PostgreSQL >= 9.6 containing some median-related utilities.
At this time, provides five window functions:
- median_filter which behaves the same as SciPy's medfilt
- iterated_median_filter, which applies the median filter iteratively until it converges (no change greater than some small value).
- rolling_median, which calculates the median over the preceding n rows and returns NULL for the first n rows
- backfilled_rolling_median, which calculates the median over the preceding n rows and backfills the first n rows with the median over them (returns NULL if there are less rows than the window size).
- rolling_median_impute:
1. Calculates the rolling median over all non-null rows with window size n
1. Backfills the first n rows with the first median over a complete window
1. Forward-fills any null row with the nearest rolling median value
Usage
Median filters
Use with any double precision column, for example:
sql
SELECT v, median_filter(v::double precision, 5) over() FROM generate_series(1, 10) as t(v);
v | median_filter
----+---------------
1 | 1
2 | 2
3 | 3
4 | 4
5 | 5
6 | 6
7 | 7
8 | 8
9 | 8
10 | 8
(10 rows)
Or for an iterated version:
sql
SELECT v, iterated_median_filter(v, 3) over() FROM (VALUES (1), (1.1), (0.9), (1.1), (0.95), (2.1), (1.95), (2.0), (2.05), (3.11), (2.99), (3.05), (3.0)) as t(v);
v | iterated_median_filter
------+------------------------
1 | 1
1.1 | 1
0.9 | 1
1.1 | 1.1
0.95 | 1.1
2.1 | 1.95
1.95 | 2
2.0 | 2
2.05 | 2.05
3.11 | 2.99
2.99 | 3
3.05 | 3
3.0 | 3
(13 rows)
Comparing the two:
```sql SELECT median_filter(v, 3) over(), iterated_median_filter(v, 3, 0.0000001) over() FROM (VALUES (1), (1.1), (0.9), (1.1), (0.95), (2.1), (1.95), (2.0), (2.05), (3.11), (2.99), (3.05), (3.0)) as t(v);
median_filter | iterated_median_filter ---------------+------------------------ 1 | 1 1 | 1 1.1 | 1 0.95 | 1.1 1.1 | 1.1 1.95 | 1.95 2 | 2 2 | 2 2.05 | 2.05 2.99 | 2.99 3.05 | 3 3 | 3 3 | 3 (13 rows) ```
Rolling medians
Usage of the rolling median functions is similar to the filters:
sql
SELECT v, rolling_median(v::double precision, 5) over() FROM generate_series(1, 10) as t(v);
v | rolling_median
----+----------------
1 |
2 |
3 |
4 |
5 | 3
6 | 4
7 | 5
8 | 6
9 | 7
10 | 8
(10 rows)
Or for the backfilled equivalent:
sql
SELECT v, backfilled_rolling_median(v::double precision, 5) over() FROM generate_series(1, 10) as t(v);
v | backfilled_rolling_median
----+---------------------------
1 | 3
2 | 3
3 | 3
4 | 3
5 | 3
6 | 4
7 | 5
8 | 6
9 | 7
10 | 8
(10 rows)
Imputation
```sql SELECT v, rolling_median_impute(v, 3) over() FROM (VALUES (1), (1.1), (0.9), (NULL), (NULL), (2.1), (NULL), (2.0), (2.05), (3.11), (2.99), (3.05), (NULL)) as t(v);
rolling_median_impute
1
1.1
0.9
1.1
1.1
2.1
2
2
2.05
3.11
2.99
3.05
2.99
(13 rows) ```
Support
This library is stored in an open GitHub repository. Feel free to fork and contribute! Please file bug reports via GitHub Issues.
Authors
Copyright and License
MIT License
Copyright (c) 2019 Jono Gray
Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.