tmstd

语法

tmstd(T, X, window)

参数说明和窗口计算规则请参考:tmFunctions

详情

在给定长度(以时间 T 衡量)的滑动窗口内计算 X 的样本标准差。

例子

T = 1 1 3 5 8 15 15 20
X = 5 2 4 1 2 8 9 10
m=table(T as t, X as x)
select *, tmstd(t, x, 3) from m
t x tmstd_t
1 5
1 2 2.1213
3 4 1.5275
5 1 2.1213
8 2
15 8
15 9 0.7071
20 10
T = 2021.01.02 2021.01.02  2021.01.04  2021.01.05 2021.01.07 2021.01.08
X = NULL 4 NULL -1 2 4
m = table(T as t,X as x)
select *, tmstd(t, x, 3d) from m
t x tmstd_t
2021.01.02
2021.01.02 4
2021.01.04
2021.01.05 -1
2021.01.07 2 2.1213
2021.01.08 4 1.4142
select *, tmstd(t, x, 1w) from m
t x tmstd_t
2021.01.02
2021.01.02 4
2021.01.04
2021.01.05 -1 3.5355
2021.01.07 2 2.5166
2021.01.08 4 2.3629

相关函数:mstd, std