tmwavg
Syntax
tmwavg(T, X, Y, window)
Please see tmFunctions 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 |