tmvar
语法
tmvar(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 的样本方差。
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 *, tmvar(t, x, 3) from m| t | x | tmvar_t |
|---|---|---|
| 1 | 5 | |
| 1 | 2 | 4.5 |
| 3 | 4 | 2.3333 |
| 5 | 1 | 4.5 |
| 8 | 2 | |
| 15 | 8 | |
| 15 | 9 | 0.5 |
| 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 *, tmvar(t, x, 3d) from m| t | x | tmvar_t |
|---|---|---|
| 2021.01.02 | ||
| 2021.01.02 | 4 | |
| 2021.01.04 | ||
| 2021.01.05 | -1 | |
| 2021.01.07 | 2 | 4.5 |
| 2021.01.08 | 4 | 2 |
select *, tmvar(t, x, 1w) from m| t | x | tmvar_t |
|---|---|---|
| 2021.01.02 | ||
| 2021.01.02 | 4 | |
| 2021.01.04 | ||
| 2021.01.05 | -1 | 12.5 |
| 2021.01.07 | 2 | 6.333 |
| 2021.01.08 | 4 | 5.5833 |