|
Time Window Calculations
Time Window calculations allow new columns to be created that are based on a defined time window.
As a consequence, there are several additional functions:
|
Function |
Description |
|
COUNT_TIMEWIN |
Like SUM_TIMEWIN, but simply returns the number of time slices between the defined time window, that have non-null values. |
|
CUMSUM_TIMEWIN |
The cumulative sum of Time Series value between start and end times. Alias for SUM_TIMEWIN(“Measure”,TimeWindowStart,Now). |
|
LOOKUP |
The value of a Time Series measure at a specific time. |
|
MAX_TIMEWIN |
The maximum value between the start and end times. |
|
MEAN_TIMEWIN |
The mean value of the Time Series between the start and end times. |
|
MIN_TIMEWIN |
The minimum value between the start and end times. |
|
NOW |
Returns the system Date/Time in default or provided format. Example: NOW() or NOW("yyyy MMM dd HH:mm:ss"). |
|
PRODUCT_TIMEWIN |
The product of the Time Series values between the start and end times. |
|
STDEV_TIMEWIN |
The standard deviation of the time series between the start and end times. |
|
STDEVP_TIMEWIN |
The population standard deviation of the time series between the start and end times. |
|
SUM_TIMEWIN |
The sum of Time Series values between start and end times. |
And three additional measures:
|
Function |
Description |
|
SnapshotTime |
The time slice at the Snapshot Time |
|
TimeWindowEnd |
The Time slice at the end of a time window |
|
TimeWindowStart |
The Time slice at the start of a time window |
|
NOTE |
When using Time Windows calculations, fields referenced by the calculation should be enclosed in double quotes and NOT square brackets. |
For example, using the Time Series column PRICE, the following calculations can be created:
|
Function |
Description |
|
Difference Between Start and End of Time Window |
LOOKUP(“PRICE”,TimeWindowStart)-LOOKUP(“PRICE”,TimeWindowEnd) |
|
Time Window Maximum value across |
MAX_TIMEWIN( “PRICE”, TimeWindowStart, TimeWindowEnd ) |
|
Time Window Standard Deviation |
STDEV_TIMEWIN( “PRICE”, TimeWindowStart, TimeWindowEnd ) |
|
Variance since Time Window Start |
( [PRICE] - LOOKUP(“PRICE”,TimeWindowStart) ) / LOOKUP(“PRICE”,TimeWindowStart) |