series_exp_smoothing_fl()

Applies a basic exponential smoothing filter on a series.

The function series_exp_smoothing_fl() takes an expression containing a dynamic numerical array as input and applies a basic exponential smoothing filter.

Note

This function is a UDF (user-defined function). For more information, see usage.

Syntax

series_exp_smoothing_fl(y_series, [alpha])

Arguments

• y_series: Dynamic array cell of numeric values.
• alpha: An optional real value in the range [0-1], specifying the weight of the last point vs. the weight of the previous points (which is 1-alpha). Default is 0.5.

Usage

series_exp_smoothing_fl() is a user-defined function. You can either embed its code in your query, or install it in your database. There are two usage options: ad hoc and persistent usage. See the below tabs for examples.

Ad hoc

For ad hoc usage, embed its code using a let statement. No permission is 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))
}
;
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

Persistent

For persistent usage, use .create function. Creating a function requires database user permission.

One-time installation

.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))
}

Usage

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