series_lag_fl()

Applies a lag on a series.

The function series_lag_fl() is a user-defined function (UDF) that takes an expression containing a dynamic numerical array as input and shifts it backward. It's commonly used for shifting time series to test whether a pattern is new or it matches historical data.

Syntax

series_lag_fl(y_series, offset)

Learn more about syntax conventions.

Parameters

Name	Type	Required	Description
y_series	dynamic	✔️	An array cell of numeric values.
offset	int	✔️	An integer specifying the required offset in bins.

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.

Important

A let statement can't run on its own. It must be followed by a tabular expression statement. To run a working example of series_lag_fl(), see Example.

let series_lag_fl = (series:dynamic, offset:int)
{
    let lag_f = toscalar(range x from 1 to offset+1 step 1
    | project y=iff(x == offset+1, 1, 0)
    | summarize lag_filter = make_list(y));
    fir(series, lag_f, false)
};
// Write your query to use the function here.

Stored

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

Important

You must run this code to create the function before you can use the function as shown in the Example.

.create-or-alter function  with (folder = "Packages\\Series", docstring = "Shift a series by a specified offset")
series_lag_fl(series:dynamic, offset:int)
{
    let lag_f = toscalar(range x from 1 to offset+1 step 1
    | project y=iff(x == offset+1, 1, 0)
    | summarize lag_filter = make_list(y));
    fir(series, lag_f, false)
} 

Example

Query-defined

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

Run the query

let series_lag_fl = (series:dynamic, offset:int)
{
    let lag_f = toscalar(range x from 1 to offset+1 step 1
    | project y=iff(x == offset+1, 1, 0)
    | summarize lag_filter = make_list(y));
    fir(series, lag_f, false)
};
let dt = 1h;
let time_shift = 1d;
let bins_shift = toint(time_shift/dt);
demo_make_series1
| make-series num=count() on TimeStamp step dt by OsVer
| extend num_shifted=series_lag_fl(num, bins_shift)
| render timechart

Stored

Important

For this example to run successfully, you must first run the Function definition code to store the function.

let dt = 1h;
let time_shift = 1d;
let bins_shift = toint(time_shift/dt);
demo_make_series1
| make-series num=count() on TimeStamp step dt by OsVer
| extend num_shifted=series_lag_fl(num, bins_shift)
| render timechart

Output