120 lines
3.4 KiB
Markdown
120 lines
3.4 KiB
Markdown
---
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title: doubleEMA() function
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description: >
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`doubleEMA()` returns the double exponential moving average (DEMA) of values in
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the `_value` column grouped into `n` number of points, giving more weight to
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recent data.
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menu:
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flux_v0_ref:
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name: doubleEMA
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parent: universe
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identifier: universe/doubleEMA
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weight: 101
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flux/v0/tags: [transformations]
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introduced: 0.38.0
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---
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<!------------------------------------------------------------------------------
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IMPORTANT: This page was generated from comments in the Flux source code. Any
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edits made directly to this page will be overwritten the next time the
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documentation is generated.
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To make updates to this documentation, update the function comments above the
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function definition in the Flux source code:
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https://github.com/influxdata/flux/blob/master/stdlib/universe/universe.flux#L4468-L4474
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Contributing to Flux: https://github.com/influxdata/flux#contributing
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Fluxdoc syntax: https://github.com/influxdata/flux/blob/master/docs/fluxdoc.md
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------------------------------------------------------------------------------->
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`doubleEMA()` returns the double exponential moving average (DEMA) of values in
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the `_value` column grouped into `n` number of points, giving more weight to
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recent data.
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#### Double exponential moving average rules
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- A double exponential moving average is defined as `doubleEMA = 2 * EMA_N - EMA of EMA_N`.
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- `EMA` is an exponential moving average.
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- `N = n` is the period used to calculate the `EMA`.
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- A true double exponential moving average requires at least `2 * n - 1` values.
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If not enough values exist to calculate the double `EMA`, it returns a `NaN` value.
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- `doubleEMA()` inherits all `exponentialMovingAverage()` rules.
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##### Function type signature
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```js
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(<-tables: stream[{A with _value: B}], n: int) => stream[C] where B: Numeric, C: Record
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```
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{{% caption %}}
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For more information, see [Function type signatures](/flux/v0/function-type-signatures/).
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{{% /caption %}}
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## Parameters
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### n
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({{< req >}})
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Number of points to average.
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### tables
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Input data. Default is piped-forward data (`<-`).
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## Examples
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### Calculate a three point double exponential moving average
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```js
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import "sampledata"
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sampledata.int()
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|> doubleEMA(n: 3)
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```
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{{< expand-wrapper >}}
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{{% expand "View example input and output" %}}
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#### Input data
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| _time | _value | *tag |
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| -------------------- | ------- | ---- |
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| 2021-01-01T00:00:00Z | -2 | t1 |
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| 2021-01-01T00:00:10Z | 10 | t1 |
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| 2021-01-01T00:00:20Z | 7 | t1 |
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| 2021-01-01T00:00:30Z | 17 | t1 |
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| 2021-01-01T00:00:40Z | 15 | t1 |
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| 2021-01-01T00:00:50Z | 4 | t1 |
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| _time | _value | *tag |
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| -------------------- | ------- | ---- |
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| 2021-01-01T00:00:00Z | 19 | t2 |
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| 2021-01-01T00:00:10Z | 4 | t2 |
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| 2021-01-01T00:00:20Z | -3 | t2 |
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| 2021-01-01T00:00:30Z | 19 | t2 |
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| 2021-01-01T00:00:40Z | 13 | t2 |
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| 2021-01-01T00:00:50Z | 1 | t2 |
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#### Output data
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| _time | _value | *tag |
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| -------------------- | ------------------ | ---- |
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| 2021-01-01T00:00:40Z | 16.333333333333336 | t1 |
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| 2021-01-01T00:00:50Z | 7.916666666666668 | t1 |
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| _time | _value | *tag |
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| -------------------- | ------------------ | ---- |
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| 2021-01-01T00:00:40Z | 15.027777777777779 | t2 |
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| 2021-01-01T00:00:50Z | 5.034722222222221 | t2 |
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{{% /expand %}}
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{{< /expand-wrapper >}}
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