MovingAverage

Description

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

Input

 Time Series – multiple (Single or multiple time series.)

Parameters

 Window

 Mandatory, numeric (Window size in data points.) mi

 

 Filter Type

 

 

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 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. Excluding the value at time t.

Output

 Transformed Time Series – multiple

Available in

 Dashboards

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