rolling-max

Input Stack:
n: Int
TimeSeriesExpr
Output Stack:
TimeSeriesExpr
 

Maximum value within a specified window. This operation can be used in alerting expressions to find a lower bound for noisy data based on recent samples. For example:

name,sps,:eq,:sum,
:dup,
5,:rolling-max

Missing values, NaN, will be ignored when computing the min. If all values within the window are NaN, then NaN will be emitted. For example:

Input 3,:rolling-max
0 0
1 1
-1 1
NaN 1
0 0
1 1
1 1
1 1
1 1
0 1

The window size, n, is the number of datapoints to consider including the current value. Note that it is based on datapoints not a specific amount of time. As a result the number of occurrences will be reduced when transitioning to a larger time frame that causes consolidation.

Since: 1.6

BeforeAfter
:random,
0.4,:gt
:random,
0.4,:gt,
5,:rolling-max