alpass163gmail opened a new pull request, #18539:
URL: https://github.com/apache/iotdb/pull/18539
### LowPass and HighPass
The LowPass and HighPass functions accept the following parameters:
- DATA: the input table.
- TIMECOL: the time column used for ordering. The ORDER BY clause must
contain only this time column.
- WPASS: a double literal in the range (0, 1), which defines the frequency
boundary.
For each calculation column, the function collects the complete sequence
of finite, non-null values and applies an FFT-based transformation:
- LowPass keeps the low-frequency components and removes the
high-frequency components.
- HighPass removes the low-frequency components and keeps the
high-frequency components.
The inverse FFT is then applied to obtain the transformed sequence. The
output contains the partition columns, the original time column, and one DOUBLE
result column for each calculation column. Null, NaN, and infinite input values
are not included in the FFT calculation.
### XCorr
The XCorr function accepts:
- DATA: the input table.
- TIMECOL: the time column used for ordering. The ORDER BY clause must
contain only this time column.
- PARTITION BY: optional partition columns.
- Exactly two calculation columns after excluding the partition columns
and the time column.
The two calculation columns are treated as two aligned sequences. The
function calculates their cross-correlation for all lags from -(n - 1) to n -
1, where n is the number of rows in the partition.
For each lag, only pairs in which both values are finite and non-null
participate in the calculation. The correlation value is normalized by the
number of valid pairs for that lag. If a lag has no valid pairs, the
corresponding result is returned as null.
The output contains the partition columns and one DOUBLE result column
named according to the two calculation columns, for example xcorr(s1, s2). The
original time column is used for ordering but is not included in the result.
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