IoTDB-Quality

# SelfCorrelation

# Usage

This function is used to calculate the self-correlation function of the input time series, which equals to cross correlation between the same series. For more information, please refer to CrossCorrelation function.

Name: SELFCORRELATION

Input Series: Only support a single input numeric series. The type is INT32 / INT64 / FLOAT / DOUBLE.

Output Series: Output a single series. The type is DOUBLE. There are data points in the series, and the values are interpreted in details in CrossCorrelation function.

Note:

  • null and NaN values in the input series will be ignored and treated as 0.

# Examples

Input series:

+-----------------------------+---------------+
|                         Time|root.test.d1.s1|
+-----------------------------+---------------+
|2020-01-01T00:00:01.000+08:00|              1|
|2020-01-01T00:00:02.000+08:00|           null|
|2020-01-01T00:00:03.000+08:00|              3|
|2020-01-01T00:00:04.000+08:00|            NaN|
|2020-01-01T00:00:05.000+08:00|              5|
+-----------------------------+---------------+

SQL for query:

select selfcorrelation(s1) from root.test.d1 where time <= 2020-01-01 00:00:05

Output series:

+-----------------------------+--------------------------------+
|                         Time|selfcorrelation(root.test.d1.s1)|
+-----------------------------+--------------------------------+
|1970-01-01T08:00:00.001+08:00|                             1.0|
|1970-01-01T08:00:00.002+08:00|                             0.0|
|1970-01-01T08:00:00.003+08:00|                             3.6|
|1970-01-01T08:00:00.004+08:00|                             0.0|
|1970-01-01T08:00:00.005+08:00|                             7.0|
|1970-01-01T08:00:00.006+08:00|                             0.0|
|1970-01-01T08:00:00.007+08:00|                             3.6|
|1970-01-01T08:00:00.008+08:00|                             0.0|
|1970-01-01T08:00:00.009+08:00|                             1.0|
+-----------------------------+--------------------------------+

# examples on zeppelin

link: http://101.6.15.213:18181/#/notebook/2GC91M5DY (opens new window)

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