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:

 Functions 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. 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:

 Measures 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.

When using Time Window 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:

 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)