pg_median_utils 0.0.7

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pg_median_utils 0.0.7
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Abstract
Median filter and iterative median filter window functions for Postgres
Description
Median filter and iterative median filter window functions for Postgres
Released By
greenape
License
The MIT (X11) License
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Extensions

pg_median_utils 0.0.7
Median filter and iterative median filter window functions for Postgres

README

pg_median_utils 0.0.7

PGXN version Build Status

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) ```