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timeSeriesDerivToGrid

timeSeriesDerivToGrid

自 v25.6 版本引入

聚合函数,接收由时间戳和值组成的时间序列数据对作为输入,并在由起始时间戳、结束时间戳和步长描述的规则时间网格上,从这些数据计算出类似 PromQL 的导数。对于网格上的每个点,用于计算 deriv 的样本都限制在指定的时间窗口内。

注意

该函数为实验性功能,可通过设置 allow_experimental_ts_to_grid_aggregate_function=true 来启用。

语法

timeSeriesDerivToGrid(start_timestamp, end_timestamp, grid_step, staleness)(timestamp, value)

参数

  • start_timestamp — 指定网格的起始时间。- end_timestamp — 指定网格的结束时间。- grid_step — 指定网格的步长(秒)。- staleness — 指定被考虑样本的最大“陈旧度”(秒)。陈旧度窗口是一个左开右闭区间。

参数(Arguments)

  • timestamp — 样本的时间戳。可以是单个值或数组。- value — 与该时间戳对应的时间序列值。可以是单个值或数组。

返回值

在指定网格上的 deriv 值,类型为 Array(Nullable(Float64))。返回数组对每个时间网格点包含一个值。如果在窗口中没有足够的样本来计算某个特定网格点的导数值,则该位置的值为 NULL。

示例

在网格 [90, 105, 120, 135, 150, 165, 180, 195, 210] 上计算导数值

WITH
    -- NOTE: the gap between 140 and 190 is to show how values are filled for ts = 150, 165, 180 according to window parameter
    [110, 120, 130, 140, 190, 200, 210, 220, 230]::Array(DateTime) AS timestamps,
    [1, 1, 3, 4, 5, 5, 8, 12, 13]::Array(Float32) AS values, -- array of values corresponding to timestamps above
    90 AS start_ts,       -- start of timestamp grid
    90 + 120 AS end_ts,   -- end of timestamp grid
    15 AS step_seconds,   -- step of timestamp grid
    45 AS window_seconds  -- "staleness" window
SELECT timeSeriesDerivToGrid(start_ts, end_ts, step_seconds, window_seconds)(timestamp, value)
FROM
(
    -- This subquery converts arrays of timestamps and values into rows of `timestamp`, `value`
    SELECT
        arrayJoin(arrayZip(timestamps, values)) AS ts_and_val,
        ts_and_val.1 AS timestamp,
        ts_and_val.2 AS value
);
┌─timeSeriesDerivToGrid(start_ts, end_ts, step_seconds, window_seconds)(timestamp, value)─┐
│ [NULL,NULL,0,0.1,0.11,0.15,NULL,NULL,0.15]                                              │
└─────────────────────────────────────────────────────────────────────────────────────────┘

使用数组参数时的同一查询

WITH
    [110, 120, 130, 140, 190, 200, 210, 220, 230]::Array(DateTime) AS timestamps,
    [1, 1, 3, 4, 5, 5, 8, 12, 13]::Array(Float32) AS values,
    90 AS start_ts,
    90 + 120 AS end_ts,
    15 AS step_seconds,
    45 AS window_seconds
SELECT timeSeriesDerivToGrid(start_ts, end_ts, step_seconds, window_seconds)(timestamps, values);
┌─timeSeriesDerivToGrid(start_ts, end_ts, step_seconds, window_seconds)(timestamps, values)─┐
│ [NULL,NULL,0,0.1,0.11,0.15,NULL,NULL,0.15]                                                │
└───────────────────────────────────────────────────────────────────────────────────────────┘