series_moving_avg_fl()

Applies a moving average filter on a series.

The function series_moving_avg_fl() takes an expression containing a dynamic numerical array as input and applies a simple moving average filter.

Note

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

Syntax

series_moving_avg_fl(y_series, n, [center])

Arguments

• y_series: Dynamic array cell of numeric values.
• n: The width of the moving average filter.
• center: An optional Boolean value that indicates whether the moving average is one of the following options:
  • applied symmetrically on a window before and after the current point, or
  • applied on a window from the current point backwards.
    By default, center is False.

Usage

series_moving_avg_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_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 

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 = "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)
}

Usage

//
//  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