Altair® Panopticon

 

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)