Kernel density estimation function

The kernel density estimation function uses a smooth peak function to simulate the real probability distribution curve by fitting the observed data points.

• Syntax

  select kernel_density_estimation(bigint stamp, double value, varchar kernelType)

• Parameters

  Parameter	Description

  Parameter	Description
  stamp	The UNIX timestamp. Unit: seconds.
  value	The observed value.
  kernelType	box: rectangle window epanechniov: Epanechnikov curve gausener: Gaussian curve

• Result

  Display item	Description

  Display item	Description
  unixtime	The timestamp of the source data.
  real	The observed value.
  pdf	The probability of each observed data point.

• Example

  • Sample code:

    * | 
    select 
        date_trunc('second', cast(t1[1] as bigint)) as time, t1[2] as real, t1[3] as pdf from (
            select kernel_density_estimation(time, num, 'gaussian') as res from ( 
                select '("__time__" - ("__time__" % 10))' as time, COUNT(*) * 1.0 as num from log group by time order by time)
            ), unnest(res) as t(t1)  limit 1000

  • Sample result: