Scalar FunctionsSeries Functions

series_decompose

Decompose a numeric time series into baseline, seasonal, trend, and

Syntax

series_decompose(series, seasonality, trend, test_points, seasonality_threshold)

Prop

Type

Returns: dynamic

print (baseline, seasonal, trend, residual) = series_decompose(
  dynamic([1.0, 2.0, 3.0, 1.0, 2.0, 3.0, 1.0, 2.0, 3.0, 1.0, 2.0, 3.0]),
  3
)

baseline (dynamic)	seasonal (dynamic)	trend (dynamic)	residual (dynamic)
[1.0,2.0,3.0,1.0,2.0,3.0,1.0,2.0,3.0,1.0,2.0,3.0]	[1.0,2.0,3.0,1.0,2.0,3.0,1.0,2.0,3.0,1.0,2.0,3.0]	[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]	[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]

series_cosine_similarity

Cosine similarity (a·b)/(|a|·|b|) of two equal-length numeric series. NaN when either magnitude is zero.

series_decompose_anomalies

Detects anomalies in a time series using decomposition and outlier detection.