MovingSum

Description

Transforms each sample in the time series to the sum of the near samples within the given sliding window

Input

 Time Series – Single time series or a multiple time series

Parameters

Window - Mandatory, Window size in data points

 

Filter Type - [Optional

 

Simple Include Current - The function's value at time t is the average of N past points, including the metric value at t. t-N, t-N+1,..., t-1, t

 

Simple Exclude Current - The function's value at time t is the average of N previous points, excluding the metric value at t. t-N, t-N+1,...,t-1

 

Centered Include Current - The function's value at time t is the average of the N points around the time t (both previous and after). t-N/2, t-N/2+1,...,t, t+1, t+2,...,t+N/2. Including the value at time t.

 

Centered Exclude Current - The function's value at time t is the average of N previous points, excluding the metric value at t. t-N, t-N+1,...,t-1

Output

 Transformed Time Series 

Available in

 Dashboards

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