series_exp_smoothing_fl()

Applies a basic exponential smoothing filter on a series.

The function series_exp_smoothing_fl() is a user-defined function (UDF) that takes an expression containing a dynamic numerical array as input and applies a basic exponential smoothing filter.

Syntax

series_exp_smoothing_fl(y_series [, alpha ])

Parameters

Function definition

You can define the function by either embedding its code as a query-defined function, or creating it as a stored function in your database, as follows:

Query-defined

Define the function using the following let statement. No permissions are required.

let series_exp_smoothing_fl = (y_series:dynamic, alpha:double=0.5)
{
    series_iir(y_series, pack_array(alpha), pack_array(1, alpha-1))
};
// Write your query to use the function here.

Stored

Define the stored function once using the following .create function. Database User permissions are required.

.create-or-alter function with (folder = "Packages\\Series", docstring = "Basic exponential smoothing for a series")
series_exp_smoothing_fl(y_series:dynamic, alpha:double=0.5)
{
    series_iir(y_series, pack_array(alpha), pack_array(1, alpha-1))
}

Example

Query-defined

To use a query-defined function, invoke it after the embedded function definition.

let series_exp_smoothing_fl = (y_series:dynamic, alpha:double=0.5)
{
    series_iir(y_series, pack_array(alpha), pack_array(1, alpha-1))
};
range x from 1 to 50 step 1
| extend y = x % 10
| summarize x = make_list(x), y = make_list(y)
| extend exp_smooth_y = series_exp_smoothing_fl(y, 0.4) 
| render linechart

Stored

range x from 1 to 50 step 1
| extend y = x % 10
| summarize x = make_list(x), y = make_list(y)
| extend exp_smooth_y = series_exp_smoothing_fl(y, 0.4) 
| render linechart

Output