ems_time

ems_time creates a time-based EMS (exponential moving sum) for an update_by table operation. The formula for the time-based EMS of a column $X$ is:

$a_i = e^{\frac{-dt_i}{\tau}}$

$\mathcal{S}_0 = x_0$

$\mathcal{S}_i = a_i*\mathcal{S}_{i-1} + x_i$

Where:

• $dt_i$ is the difference between time $t_i$ and $t_{i-1}$ in nanoseconds.
• $\tau$ is decay_time in nanoseconds, an input parameter to the method.
• $\mathcal{S}_i$ is the exponential moving sum of $X$ at time step $i$.
• $x_i$ is the current value.
• $i$ denotes the time step, ranging from $i=1$ to $i = n-1$, where $n$ is the number of elements in $X$.

Syntax

Parameters

Parameter	Type	Description
ts_col	str	The name of the column in the source table containing timestamps.
decay_time	Union[int, str]	The decay rate. This can be expressed as an integer in nanoseconds or a string duration, e.g., "PT00:00:00.001" or "PTnHnMnS", where H is hour, M is minute, and S is second.
cols	Union[str, list[str]]	The string names of columns to be operated on. These can include expressions to rename the output, e.g., "new_col = col". When this parameter is left empty, update_by will perform the operation on all columns.
op_control	OperationControl	Defines how special cases should behave. When None, default OperationControl settings will be used. See OperationControl for information.

Returns

An UpdateByOperation to be used in an update_by table operation.

Examples

The following example performs an update_by on the source table using two ems_time operations.

Related documentation

• How to use update_by
• Create an empty table
• Time in Deephaven
• Ternary conditional operator
• OperationControl
• update
• update_by
• Javadoc
• Pydoc