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timeSeriesResampleToGridWithStaleness

聚合函数,将时间序列数据作为时间戳与值的对,并将这些数据重新采样到由开始时间戳、结束时间戳和步长描述的规则时间网格中。对于网格上的每个点,都选择最接近(在指定的时间窗口内)的样本。

别名: timeSeriesLastToGrid

参数:

  • start timestamp - 指定网格的开始时间
  • end timestamp - 指定网格的结束时间
  • grid step - 指定网格的步长(以秒为单位)
  • staleness window - 指定最近样本的最大“过时”时间(以秒为单位)

参数:

  • timestamp - 样本的时间戳
  • value - 与 timestamp 对应的时间序列的值

返回值: 重新采样到指定网格的时间序列值,格式为 Array(Nullable(Float64))。返回的数组包含每个时间网格点的一个值。如果特定的网格点没有样本,则该值为 NULL。

示例: 以下查询将时间序列数据重新采样到网格 [90, 105, 120, 135, 150, 165, 180, 195, 210],通过选择每个网格点上不早于 30 秒的值:

WITH
    -- NOTE: the gap between 140 and 190 is to show how values are filled for ts = 150, 165, 180 according to staleness window paramater
    [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
    30 AS window_seconds  -- "staleness" window
SELECT timeSeriesResampleToGridWithStaleness(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
);

响应:

   ┌─timeSeriesResa⋯stamp, value)─┐
1. │ [NULL,NULL,1,3,4,4,NULL,5,8] │
   └──────────────────────────────┘

同样可以将多个时间戳和值的样本作为相同大小的数组传递。具有数组参数的相同查询:

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,
    30 AS window_seconds
SELECT timeSeriesResampleToGridWithStaleness(start_ts, end_ts, step_seconds, window_seconds)(timestamps, values);
备注

此函数是实验性的,通过设置 allow_experimental_ts_to_grid_aggregate_function=true 来启用它。