tmkurtosis
New in version 1.30.14.
语法
tmkurtosis(T, X, window, [biased=true])
部分通用参数说明和窗口计算规则请参考: 时序滑动窗口系列（tm 系列）
参数
biased 是一个布尔值，表示是否是有偏估计。默认值为 true，表示有偏估计。
详情
在给定长度（以时间 T 衡量）的滑动窗口内计算 X 的峰度。
例子
$ T = 1 1 1 2 5 6
$ X = 1 4 NULL -1 NULL 4
$ m = table(T as t, X as x)
$ select *, tmkurtosis(t, x, 3) from m
t |
x |
tmkurtosis_t |
|---|---|---|
1 |
1 |
|
1 |
4 |
|
1 |
||
2 |
-1 |
1.5 |
5 |
||
6 |
4 |
$ T = take(datehour(2019.06.13 13:30:10),4) join (datehour(2019.06.13 13:30:10)+1..6)
$ X = 1 NULL 3 4 5 NULL 3 NULL 5 3
$ m = table(T as t,X as x)
$ select *, tmkurtosis(t, x, 3d) from m
t |
x |
tmkurtosis_t |
|---|---|---|
2019.06.13T13 |
1 |
|
2019.06.13T13 |
||
2019.06.13T13 |
3 |
|
2019.06.13T13 |
4 |
1.5 |
2019.06.13T14 |
5 |
1.8457 |
2019.06.13T15 |
1.8457 |
|
2019.06.13T16 |
3 |
2.2169 |
2019.06.13T17 |
2.2169 |
|
2019.06.13T18 |
5 |
2.2401 |
2019.06.13T19 |
3 |
2.4072 |
$ select *, tmkurtosis(t, x, 1w) from m
t |
x |
tmkurtosis_t |
|---|---|---|
2019.06.13T13 |
1 |
|
2019.06.13T13 |
||
2019.06.13T13 |
3 |
|
2019.06.13T13 |
4 |
1.5 |
2019.06.13T14 |
5 |
1.8457 |
2019.06.13T15 |
1.8457 |
|
2019.06.13T16 |
3 |
2.2169 |
2019.06.13T17 |
2.2169 |
|
2019.06.13T18 |
5 |
2.2401 |
2019.06.13T19 |
3 |
2.4072 |