RollingWAvg
RollingWAvg calculates a window-based rolling weighted average for an updateBy table operation. The rolling weighted average can be calculated using forward and/or backward windows.
Syntax
RollingWAvg(revTicks, fwdTicks, weightCol, pairs...)
RollingWAvg(revTicks, weightCol, pairs...)
RollingWAvg(timestampCol, revTime, fwdTime, weightCol, pairs...)
RollingWAvg(timestampCol, revTime, weightCol, pairs...)
RollingWAvg(timestampCol, revDuration, fwdDuration, weightCol, pairs...)
RollingWAvg(timestampCol, revDuration, weightCol, pairs...)
Parameters
| Parameter | Type | Description |
|---|---|---|
| weightCol | String | The column containing the weight values. |
| revTicks | long | The look-behind window size in ticks (rows). |
| fwdTicks | long | The look-forward window size in ticks (rows). |
| pairs | String... | The input/output column name pairs. |
| timestampCol | String | The name of the DateTime column. |
| revTime | long | The look-behind window size in nanoseconds. |
| fwdTime | long | The look-forward window size in nanoseconds. |
| revDuration | Duration | The look-behind window size in Duration. |
| fwdDuration | Duration | The look-forward window size in Duration. |
Returns
An UpdateByOperation to be used in an updateBy table operation.
Examples
The following example performs an updateBy on the source table using three row-based RollingWAvg operations. Each operation gives varying revTicks and fwdTicks values to show how they affect the output. The windows for each operation are as follows:
opBefore: The window contains two rows. It starts two rows before the current row, and ends at the row before the current row.opAfter: The window contains three rows. It starts one row after the current row, and ends three rows after the current row.opMiddle: The window contains three rows. It starts one row before the current row, and ends one row ahead of the current row.
source = emptyTable(10).update("Letter = (i % 2 == 0) ? `A` : `B`", "X = i", "Y = randomInt(2,10)")
opPrior = RollingWAvg(3, -1, "Y", "WindowPriorX = X")
opPosterior = RollingWAvg(-1, 3, "Y", "WindowPosteriorX = X")
opMiddle = RollingWAvg(2, 1, "Y", "WindowMiddleX = X")
result = source.updateBy([opPrior, opPosterior, opMiddle], "Letter")
- source
- result
The following example performs an updateBy on the source table using three time-based RollingWAvg operations. Each operation gives varying revTime and fwdTime values to show how they affect the output. The windows for each operation are as follows:
opBefore: The window starts five seconds before the current row, and ends one second before the current row.opAfter: The window starts one second after the current row, and ends five seconds after the current row.opMiddle: The window starts three seconds before the current row, and ends three seconds after the current row.
baseTime = parseInstant("2023-01-01T00:00:00 ET")
source = emptyTable(10).update("Timestamp = baseTime + i * SECOND", "Letter = (i % 2 == 0) ? `A` : `B`", "X = i * 2", "Y = randomInt(2,10)")
opBefore = RollingWAvg("Timestamp", 5 * SECOND, -1 * SECOND, "Y", "WindowBeforeX = X")
opAfter = RollingWAvg("Timestamp", -1 * SECOND, 5 * SECOND, "Y", "WindowAfterX = X")
opMiddle = RollingWAvg("Timestamp", 3 * SECOND, 3 * SECOND, "Y", "WindowMiddleX = X")
result = source.updateBy([opBefore, opAfter, opMiddle], "Letter")
- source
- result