This topic describes the smooth functions that you can use to smooth and filter specified time series curves. Filtering is the first step to discover the shape of time series curves.
Function list
Function | Description |
| Uses the Holt-Winters forecasting algorithm to filter time series data. This function is the default smooth function. |
| Filters time series data by using a finite impulse response (FIR) filter. |
| Filter time series data using an infinite impulse response (IIR) filter. |
ts_smooth_simple
Function format:
select ts_smooth_simple(x, y)
The following table lists the parameters of the function format.
Parameter
Description
Value
x
The time sequence. Points in time are sorted in ascending order along the horizontal axis.
Each point in time is a Unix timestamp. Unit: seconds.
y
The sequence of numeric data corresponding to each specified point in time.
N/A.
Examples
The query statement is as follows:
* | select ts_smooth_simple(stamp, value) from ( select '("__time__" - ("__time__" % 120))' as stamp, avg(v) as value from log GROUP BY stamp order by stamp )
Output result
The following table lists the display items.
Display item
Description
Horizontal axis
unixtime
Each point in time is a Unix timestamp. Unit: seconds.
Vertical axis
src
The raw data.
filter
The data generated after the filtering operation is performed.
ts_smooth_fir
Function format:
If you cannot determine filter parameters, use the built-in window parameters in the following statement:
select ts_smooth_fir(x, y,winType,winSize)
If you can determine filter parameters, you can set the parameters as needed in the following statement:
select ts_smooth_fir(x, y,array[])
The following table lists the parameters of the function format.
Parameter
Description
Value
x
The time sequence. Points in time are sorted in ascending order along the horizontal axis.
Each point in time is a Unix timestamp. Unit: seconds.
y
The sequence of numeric data corresponding to each specified point in time.
N/A.
winType
The type of window for filtering.
Valid values:
rectangle: a rectangular window
hanning: a Hanning window
hamming: a Hamming window
blackman: a Blackman window
NoteWe recommend that you set this parameter to rectangle for better display.
winSize
The length of the filter window.
The value is of the long data type. Valid values: 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, and 15.
array[]
Used to calculate coefficients for the FIR filter.
The value is an array where the sum of elements is 1. Example: array[0.2, 0.4, 0.3, 0.1].
Example 1
The query statement is as follows:
* | select ts_smooth_fir(stamp, value, 'rectangle', 4) from ( select '("__time__" - ("__time__" % 120))' as stamp, avg(v) as value from log GROUP BY stamp order by stamp )
Output result
Example 2
The query statement is as follows:
* | select ts_smooth_fir(stamp, value, array[0.2, 0.4, 0.3, 0.1]) from ( select '("__time__" - ("__time__" % 120))' as stamp, avg(v) as value from log GROUP BY stamp order by stamp )
Output result
The following table lists the display items.
Display item
Description
Horizontal axis
unixtime
Each point in time is a Unix timestamp. Unit: seconds.
Vertical axis
src
The raw data.
filter
The data generated after the filtering operation is performed.
ts_smooth_iir
Function format:
select ts_smooth_iir(x, y, array[], array[] )
The following table lists the parameters of the function format.
Parameter
Description
Value
x
The time sequence. Points in time are sorted in ascending order along the horizontal axis.
Each point in time is a Unix timestamp. Unit: seconds.
y
The sequence of numeric data corresponding to each specified point in time.
N/A.
array[]
Used to calculate the filter coefficients related to x i for the IIR filter.
The value is an array where the sum of elements is 1. Valid lengths of elements: 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, and 15. Example: array[0.2, 0.4, 0.3, 0.1].
array[]
The type of the filter that specifies the algorithm to compute the filter coefficients related to y i-1 for the IIR filter.
The value is an array where the sum of elements is 1. Valid lengths of elements: 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, and 15. Example: array[0.2, 0.4, 0.3, 0.1].
Examples
The query statement is as follows:
* | select ts_smooth_iir(stamp, value, array[0.2, 0.4, 0.3, 0.1], array[0.4, 0.3, 0.3]) from ( select '("__time__" - ("__time__" % 120))' as stamp, avg(v) as value from log GROUP BY stamp order by stamp )
Output result
The following table lists the display items.
Display item
Description
Horizontal axis
unixtime
Each point in time is a Unix timestamp. Unit: seconds.
Vertical axis
src
The raw data.
filter
The data generated after the filtering operation is performed.