tmkurtosis

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

相关函数:mkurtosis, kurtosis