series_moving_avg_fl()

Applies a moving average filter on a series.

The function series_moving_avg_fl() is a user-defined function (UDF) that takes an expression containing a dynamic numerical array as input and applies on it a simple moving average filter.

Syntax

series_moving_avg_fl(y_series, n [, center ])

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_moving_avg_fl = (y_series:dynamic, n:int, center:bool=false)
{
    series_fir(y_series, repeat(1, n), true, center)
};
// 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 = "Calculate moving average of specified width")
series_moving_avg_fl(y_series:dynamic, n:int, center:bool=false)
{
    series_fir(y_series, repeat(1, n), true, center)
}

Example

The following example uses the function.

Query-defined

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

let series_moving_avg_fl = (y_series:dynamic, n:int, center:bool=false)
{
    series_fir(y_series, repeat(1, n), true, center)
};
//
//  Moving average of 5 bins
//
demo_make_series1
| make-series num=count() on TimeStamp step 1h by OsVer
| extend num_ma=series_moving_avg_fl(num, 5, True)
| render timechart 

Stored

//
//  Moving average of 5 bins
//
demo_make_series1
| make-series num=count() on TimeStamp step 1h by OsVer
| extend num_ma=series_moving_avg_fl(num, 5, True)
| render timechart 

Output