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