tmoving
Syntax
tmoving(func, T, funcArgs, window)
Arguments
func is a function.
T is a non-strictly increasing vector of temporal or integral type. It cannot contain NULL values.
funcArgs are the parameters of func. They can be vectors/dictionaries/tables. It is a tuple if there are more than one parameter of func, and all parameters must have the same size.
window is a scalar of positive integer or DURATION type indicating the size of the sliding window. For each element Ti in T, the range of the corresponding window is [Ti - window +1, Ti ].
Please see Time-Based Moving Functions (tm-functions) for the parameters and windowing logic.
Details
Apply the function/operator to a sliding window of the given objects.
The tmoving template always returns a vector with the same number of elements as the number of rows in the input arguments.
Each of the built-in tm-functions such as tmsum, tmcount and tmavg is optimized for its specific use case. Therefore, they have much better performance than the tmoving template.
Examples
$ date=2021.08.01 2021.08.02 2021.08.02 2021.08.02 2021.08.03 2021.08.04 2021.08.05 2021.08.06 2021.08.09 2021.08.10 2021.08.14
$ value=1..11
$ t = table(date,value)
$ timer(100) select date, value, tmoving(avg,date,value,3d) from t;
Time elapsed: 1.995 ms
$ timer(100) select date, value, tmavg(date, value, 3d) from t;
Time elapsed: 0.997 ms
As shown in the output, when the window slides to 2021.08.09, the range is [2021.08.07, 2021.08.08, 2021.08.09]. As the values in 2021.08.07 and 2021.08.08 are missing, they do not participate in the calculation.
date |
value |
tmoving_sum |
|---|---|---|
2021.08.01 |
1 |
1 |
2021.08.02 |
2 |
1.5 |
2021.08.02 |
3 |
2 |
2021.08.02 |
4 |
2.5 |
2021.08.03 |
5 |
3 |
2021.08.04 |
6 |
4 |
2021.08.05 |
7 |
6 |
2021.08.06 |
8 |
7 |
2021.08.09 |
9 |
9 |
2021.08.10 |
10 |
9.5 |
2021.08.14 |
11 |
11 |