timeSeriesDerivToGrid

SET allow_experimental_time_series_aggregate_functions = 1;
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]                                              │
└─────────────────────────────────────────────────────────────────────────────────────────┘

SET allow_experimental_time_series_aggregate_functions = 1;
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]                                                │
└───────────────────────────────────────────────────────────────────────────────────────────┘