rolling-max
Input Stack:
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⇨ | Output Stack:
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Find the maximum value within a rolling window of datapoints. This operation is useful for tracking peak values, establishing upper bounds for noisy data, and creating envelope functions that follow the highest points in fluctuating signals.
Parameters¶
- expr: The time series expression to find rolling maximum for
- n: Window size (number of datapoints including current value)
Behavior¶
- Maximum selection: Returns the highest value in the current window
- Missing data: NaN values are ignored in the calculation
- All NaN window: If all values in window are NaN, emits NaN
- Window-based: Uses fixed number of datapoints, not time duration
Alerting Example¶
Using rolling max to establish recent peak baseline:
name,sps,:eq,:sum,
:dup,
5,:rolling-max
This creates both the current value and its recent maximum for comparison.
Data Processing 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 |
Examples¶
5-point rolling maximum:
Before | After |
:random, 0.4,:gt | :random, 0.4,:gt, 5,:rolling-max |
Related Operations¶
- :rolling-min - Rolling minimum values
- :rolling-mean - Rolling average values
- :rolling-count - Count non-zero values in window
- :max - Global maximum across all values
Since: 1.6