tmwavg
Syntax
tmwavg(T, X, Y, window)
Please see Time-Based Moving Functions (tm-functions) for the parameters and windowing logic.
Details
Calculate the moving average of X with Y as weights in a sliding window.
The weights in a sliding window are automatically adjusted so that the sum of weights for all non-Null elements in the sliding window is 1.
Examples
$ T= 1 1 1 1 2 5 6 8 9 10
$ X = 1..10
$ Y = double(1..10)\10
$ m = table(T as t,X as x, Y as y)
$ select *, tmwavg(t, x, y, 3) from m
t |
x |
y |
tmwavg_t |
|---|---|---|---|
1 |
1 |
0.1 |
1 |
1 |
2 |
0.2 |
1.6667 |
1 |
3 |
0.3 |
2.3333 |
1 |
4 |
0.4 |
3 |
2 |
5 |
0.5 |
3.6667 |
5 |
6 |
0.6 |
6 |
6 |
7 |
0.7 |
6.5385 |
8 |
8 |
0.8 |
7.5333 |
9 |
9 |
0.9 |
8.5294 |
10 |
10 |
1 |
9.0741 |
$ T = 2021.01.02 2021.01.06 join 2021.01.07..2021.01.14
$ X = 1..10
$ Y = double(1..10)\10
$ m=table(T as t,X as x, Y as y)
$ select *, tmwavg(t, y, x, 3) from m
t |
x |
y |
tmwavg_t |
|---|---|---|---|
2021.01.02 |
1 |
0.1 |
0.1 |
2021.01.06 |
2 |
0.2 |
0.2 |
2021.01.07 |
3 |
0.3 |
0.26 |
2021.01.08 |
4 |
0.4 |
0.3222 |
2021.01.09 |
5 |
0.5 |
0.4167 |
2021.01.10 |
6 |
0.6 |
0.5133 |
2021.01.11 |
7 |
0.7 |
0.6111 |
2021.01.12 |
8 |
0.8 |
0.7095 |
2021.01.13 |
9 |
0.9 |
0.8083 |
2021.01.14 |
10 |
1 |
0.9074 |
$ select *, tmwavg(t, y, x, 1w) from m
t |
x |
y |
tmwavg_t |
|---|---|---|---|
2021.01.02 |
1 |
0.1 |
0.1 |
2021.01.06 |
2 |
0.2 |
0.1667 |
2021.01.07 |
3 |
0.3 |
0.2333 |
2021.01.08 |
4 |
0.4 |
0.3 |
2021.01.09 |
5 |
0.5 |
0.3857 |
2021.01.10 |
6 |
0.6 |
0.45 |
2021.01.11 |
7 |
0.7 |
0.5148 |
2021.01.12 |
8 |
0.8 |
0.58 |
2021.01.13 |
9 |
0.9 |
0.6667 |
2021.01.14 |
10 |
1 |
0.7571 |