180 lines
5.3 KiB
Markdown
180 lines
5.3 KiB
Markdown
---
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title: exponentialMovingAverage() function
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description: >
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`exponentialMovingAverage()` calculates the exponential moving average of `n`
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number of values in the `_value` column giving more weight to more recent data.
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menu:
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flux_v0_ref:
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name: exponentialMovingAverage
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parent: universe
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identifier: universe/exponentialMovingAverage
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weight: 101
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flux/v0/tags: [transformations]
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introduced: 0.37.0
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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#L574-L579
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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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`exponentialMovingAverage()` calculates the exponential moving average of `n`
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number of values in the `_value` column giving more weight to more recent data.
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### Exponential moving average rules
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- The first value of an exponential moving average over `n` values is the algebraic mean of `n` values.
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- Subsequent values are calculated as `y(t) = x(t) * k + y(t-1) * (1 - k)`, where:
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- `y(t)` is the exponential moving average at time `t`.
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- `x(t)` is the value at time `t`.
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- `k = 2 / (1 + n)`.
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- The average over a period populated by only `null` values is `null`.
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- Exponential moving averages skip `null` values.
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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[{A with _value: B}] where B: Numeric
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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 values 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 exponential moving average](#calculate-a-three-point-exponential-moving-average)
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- [Calculate a three point exponential moving average with null values](#calculate-a-three-point-exponential-moving-average-with-null-values)
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### Calculate a three point exponential moving average
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```js
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import "sampledata"
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sampledata.int()
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|> exponentialMovingAverage(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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| 2021-01-01T00:00:20Z | 5 | t1 |
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| 2021-01-01T00:00:30Z | 11 | t1 |
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| 2021-01-01T00:00:40Z | 13 | t1 |
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| 2021-01-01T00:00:50Z | 8.5 | t1 |
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| _time | _value | *tag |
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| -------------------- | ------------------ | ---- |
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| 2021-01-01T00:00:20Z | 6.666666666666667 | t2 |
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| 2021-01-01T00:00:30Z | 12.833333333333334 | t2 |
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| 2021-01-01T00:00:40Z | 12.916666666666668 | t2 |
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| 2021-01-01T00:00:50Z | 6.958333333333334 | t2 |
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{{% /expand %}}
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{{< /expand-wrapper >}}
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### Calculate a three point exponential moving average with null values
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```js
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import "sampledata"
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sampledata.int(includeNull: true)
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|> exponentialMovingAverage(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 | | t1 |
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| 2021-01-01T00:00:20Z | 7 | t1 |
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| 2021-01-01T00:00:30Z | | t1 |
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| 2021-01-01T00:00:40Z | | 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 | | 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 | | 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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| 2021-01-01T00:00:20Z | 2.5 | t1 |
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| 2021-01-01T00:00:30Z | 2.5 | t1 |
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| 2021-01-01T00:00:40Z | 2.5 | t1 |
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| 2021-01-01T00:00:50Z | 3.25 | t1 |
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| _time | _value | *tag |
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| -------------------- | ------- | ---- |
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| 2021-01-01T00:00:20Z | 0.5 | t2 |
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| 2021-01-01T00:00:30Z | 9.75 | t2 |
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| 2021-01-01T00:00:40Z | 9.75 | t2 |
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| 2021-01-01T00:00:50Z | 5.375 | t2 |
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{{% /expand %}}
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{{< /expand-wrapper >}}
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