IT Log

Record various IT issues and difficulties.

How to UsecreateTimeSeriesEngine in DolphinDB for Time Series Metrics


To effectively utilize the createTimeSeriesEngine function in DolphinDB for time series metric calculations, follow these steps:

  1. Install and Set Up DolphinDB: Ensure that you have installed DolphinDB and set up your environment to run its commands or scripts.

  2. Understand Function Parameters: Familiarize yourself with parameters like input table name, time column, value columns, and the type of metrics (e.g., mean, max, min, std).

  3. Create a Sample Table: Construct a sample time series data table within DolphinDB, including a timestamp column and one or more value columns.

  4. Execute createTimeSeriesEngine: Use the function syntax:
    createTimeSeriesEngine(       inputTable,       timeColumn,       valueColumns,       metricsType   )
    Replace placeholders with your actual table and column names, specifying the desired metrics type.

  5. Handle Window Parameters if Necessary: If the engine requires window-based calculations (e.g., moving average), specify window size parameters as needed.

  6. Execute and Analyze Results: Run the script and verify the output to ensure it correctly computes the desired time series metrics.

By following these steps, you can effectively leverage createTimeSeriesEngine for analyzing time series data in DolphinDB.


, , , ,