StandardDeviation

The StandardDeviation operator calculates the standard deviation over a sliding window of numeric values. It emits the standard deviation value whenever a new value arrives and the buffer is full.

Configuration

Required Parameters

• id: Unique identifier for the operator
• window_size: Number of values to include in the standard deviation calculation (must be >= 1)

Example Configuration

{
  "id": "sd1",
  "window_size": 20
}

Port Configuration

Inputs

• Port 0: Single input port accepting NumberData messages

Outputs

• Port 0: Single output port emitting NumberData messages with standard deviation values

Operation

The operator:

1. Maintains a sliding window of the most recent window_size values
2. Calculates standard deviation using the formula: σ = √(Σ(x - μ)²/(n-1))
3. Emits output messages containing:
   • Same timestamp as the latest input message
   • Value field contains the calculated standard deviation
4. Output begins only when the buffer is full

Example Message Flow

Time	Input Value	Output Value	Notes
1	2.0	-	Buffer filling
3	4.0	-	Buffer filling
5	6.0	-	Buffer filling
7	8.0	2.582	First output
10	10.0	2.582	Sliding window

Statistical Details

The standard deviation is calculated using a numerically stable algorithm that:

• Maintains running sums and means
• Uses online variance calculation
• Properly handles buffer overflow
• Provides accurate results even with large numbers

Error Handling

The operator will throw exceptions for:

• Invalid window size (must be >= 1)
• Invalid message types
• Type mismatches on input port

Use Cases

Ideal for:

• Volatility measurement
• Signal variability analysis
• Anomaly detection
• Data quality monitoring
• Process control

Examples

Basic Usage

// Create operator with window size 5
auto sd = std::make_unique<StandardDeviation>("sd1", 5);

// Process some values
sd->receive_data(create_message<NumberData>(1, NumberData{10.0}), 0);
sd->receive_data(create_message<NumberData>(2, NumberData{12.0}), 0);
sd->execute();

Pipeline Integration

auto input = make_number_input("in1");
auto sd = std::make_unique<StandardDeviation>("sd1", 10);
auto output = make_number_output("out1");

input->connect(sd.get());
sd->connect(output.get());