timeSeriesRateToGrid

Aggregate function that takes time series data as pairs of timestamps and values and calculates PromQL-like rate from this data on a regular time grid described by start timestamp, end timestamp and step. For each point on the grid the samples for calculating rate are considered within the specified time window.

Parameters:

• start timestamp - specifies start of the grid
• end timestamp - specifies end of the grid
• grid step - specifies step of the grid in seconds
• staleness - specified the maximum "staleness" in seconds of the considered samples

Arguments:

• timestamp - timestamp of the sample
• value - value of the time series corresponding to the timestamp

Return value: rate values on the specified grid as an Array(Nullable(Float64)). The returned array contains one value for each time grid point. The value is NULL if there are not enough samples within the window to calculate the rate value for a particular grid point.

Example: The following query calculates rate values on the grid [90, 105, 120, 135, 150, 165, 180, 195, 210]:

WITH
    -- NOTE: the gap between 140 and 190 is to show how values are filled for ts = 150, 165, 180 according to window paramater
    [110, 120, 130, 140, 190, 200, 210, 220, 230]::Array(DateTime) AS timestamps,
    [1, 1, 3, 4, 5, 5, 8, 12, 13]::Array(Float32) AS values, -- array of values corresponding to timestamps above
    90 AS start_ts,       -- start of timestamp grid
    90 + 120 AS end_ts,   -- end of timestamp grid
    15 AS step_seconds,   -- step of timestamp grid
    45 AS window_seconds  -- "staleness" window
SELECT timeSeriesRateToGrid(start_ts, end_ts, step_seconds, window_seconds)(timestamp, value)
FROM
(
    -- This subquery converts arrays of timestamps and values into rows of `timestamp`, `value`
    SELECT
        arrayJoin(arrayZip(timestamps, values)) AS ts_and_val,
        ts_and_val.1 AS timestamp,
        ts_and_val.2 AS value
);

Response:

   ┌─timeSeriesRateToGrid(start_ts, ⋯w_seconds)(timestamps, values)─┐
1. │ [NULL,NULL,0,0.06666667,0.1,0.083333336,NULL,NULL,0.083333336] │
   └────────────────────────────────────────────────────────────────┘

Also it is possible to pass multiple samples of timestamps and values as Arrays of equal size. The same query with array arguments:

WITH
    [110, 120, 130, 140, 190, 200, 210, 220, 230]::Array(DateTime) AS timestamps,
    [1, 1, 3, 4, 5, 5, 8, 12, 13]::Array(Float32) AS values,
    90 AS start_ts,
    90 + 120 AS end_ts,
    15 AS step_seconds,
    45 AS window_seconds
SELECT timeSeriesRateToGrid(start_ts, end_ts, step_seconds, window_seconds)(timestamps, values);

Note

This function is experimental, enable it by setting allow_experimental_ts_to_grid_aggregate_function=true.