Fix change point detection for uncertain non-stationary distributions.

Author: jan-elastic

x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/aggs/changepoint/ChangeDetector.java

@@ -378,10 +378,12 @@ private TestStats testDistributionChange(
         // before we run the tests.
         SampleData sampleData = sample(values, weights, discoveredChangePoints);
         final double[] sampleValues = sampleData.values();
-        final double[] sampleWeights = sampleData.weights();
 
         double pValue = 1;
         for (int cp : sampleData.changePoints()) {
+            if (cp == -1) {
+                continue;
+            }
             double[] x = Arrays.copyOfRange(sampleValues, 0, cp);
             double[] y = Arrays.copyOfRange(sampleValues, cp, sampleValues.length);
             double statistic = KOLMOGOROV_SMIRNOV_TEST.kolmogorovSmirnovStatistic(x, y);

x-pack/plugin/ml/src/test/java/org/elasticsearch/xpack/ml/aggs/changepoint/ChangeDetectorTests.java

@@ -17,6 +17,7 @@
 import java.util.concurrent.atomic.AtomicInteger;
 import java.util.stream.DoubleStream;
 
+import static org.hamcrest.Matchers.equalTo;
 import static org.hamcrest.Matchers.greaterThan;
 import static org.hamcrest.Matchers.instanceOf;
 import static org.hamcrest.Matchers.lessThan;
@@ -243,4 +244,14 @@ public void testProblemDistributionChange() {
         ChangeType type = new ChangeDetector(bucketValues).detect(0.05);
         assertThat(type, instanceOf(ChangeType.DistributionChange.class));
     }
+
+    public void testUncertainNonStationary() {
+        MlAggsHelper.DoubleBucketValues bucketValues = new MlAggsHelper.DoubleBucketValues(
+            null,
+            new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 700, 735, 715 }
+        );
+        ChangeType type = new ChangeDetector(bucketValues).detect(0.01);
+        assertThat(type, instanceOf(ChangeType.NonStationary.class));
+        assertThat(((ChangeType.NonStationary) type).getTrend(), equalTo("increasing"));
+    }
 }