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end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">数据查询</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable active"><!----><span class="title">运算符和函数</span><span class="arrow down"></span></button><ul class="sidebar-links"><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Overview.html" class="nav-link sidebar-link sidebar-page" aria-label="概述"><!---->概述<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/User-Defined-Function.html" class="nav-link sidebar-link sidebar-page" aria-label="用户自定义函数"><!---->用户自定义函数<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Aggregation.html" class="nav-link sidebar-link sidebar-page" aria-label="聚合函数"><!---->聚合函数<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Mathematical.html" class="nav-link sidebar-link sidebar-page" aria-label="算数运算符和函数"><!---->算数运算符和函数<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Comparison.html" class="nav-link sidebar-link sidebar-page" aria-label="比较运算符和函数"><!---->比较运算符和函数<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Logical.html" class="nav-link sidebar-link sidebar-page" aria-label="逻辑运算符"><!---->逻辑运算符<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/String.html" class="nav-link sidebar-link sidebar-page" aria-label="字符串处理"><!---->字符串处理<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Conversion.html" class="nav-link sidebar-link sidebar-page" aria-label="数据类型转换"><!---->数据类型转换<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Constant.html" class="nav-link sidebar-link sidebar-page" aria-label="常序列生成"><!---->常序列生成<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Selection.html" class="nav-link sidebar-link sidebar-page" aria-label="选择函数"><!---->选择函数<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Continuous-Interval.html" class="nav-link sidebar-link sidebar-page" aria-label="区间查询"><!---->区间查询<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Variation-Trend.html" class="nav-link sidebar-link sidebar-page" aria-label="趋势计算"><!---->趋势计算<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Sample.html" class="nav-link sidebar-link sidebar-page" aria-label="采样函数"><!---->采样函数<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Time-Series.html" class="nav-link sidebar-link sidebar-page" aria-label="时间序列处理"><!---->时间序列处理<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Lambda.html" class="nav-link sidebar-link sidebar-page" aria-label="Lambda 表达式"><!---->Lambda 表达式<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Data-Profiling.html" class="nav-link sidebar-link sidebar-page" aria-label="数据画像"><!---->数据画像<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Anomaly-Detection.html" class="nav-link sidebar-link sidebar-page" aria-label="异常检测"><!---->异常检测<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a aria-current="page" href="/zh/UserGuide/V1.1.x/Operators-Functions/Data-Matching.html" class="router-link-active router-link-exact-active nav-link active sidebar-link sidebar-page active" aria-label="数据匹配"><!---->数据匹配<!----></a><ul class="sidebar-sub-headers"><li class="sidebar-sub-header"><a aria-current="page" href="/zh/UserGuide/V1.1.x/Operators-Functions/Data-Matching.html#数据匹配" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="数据匹配"><!---->数据匹配<!----></a><ul class="sidebar-sub-headers"><li class="sidebar-sub-header"><a aria-current="page" href="/zh/UserGuide/V1.1.x/Operators-Functions/Data-Matching.html#cov" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Cov"><!---->Cov<!----></a><ul class="sidebar-sub-headers"></ul></li><li class="sidebar-sub-header"><a aria-current="page" href="/zh/UserGuide/V1.1.x/Operators-Functions/Data-Matching.html#dtw" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Dtw"><!---->Dtw<!----></a><ul class="sidebar-sub-headers"></ul></li><li class="sidebar-sub-header"><a aria-current="page" href="/zh/UserGuide/V1.1.x/Operators-Functions/Data-Matching.html#pearson" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Pearson"><!---->Pearson<!----></a><ul class="sidebar-sub-headers"></ul></li><li class="sidebar-sub-header"><a aria-current="page" href="/zh/UserGuide/V1.1.x/Operators-Functions/Data-Matching.html#ptnsym" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="PtnSym"><!---->PtnSym<!----></a><ul class="sidebar-sub-headers"></ul></li><li class="sidebar-sub-header"><a 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href="/zh/UserGuide/V1.1.x/Operators-Functions/Series-Discovery.html" class="nav-link sidebar-link sidebar-page" aria-label="序列发现"><!---->序列发现<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/zh/UserGuide/V1.1.x/Operators-Functions/Machine-Learning.html" class="nav-link sidebar-link sidebar-page" aria-label="机器学习"><!---->机器学习<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li></ul></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">触发器</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">监控告警</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">权限管理</span><span class="arrow end"></span></button><!----></section></li><li><section 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class="router-link-active router-link-exact-active toc-link level3">Dtw</a></li><!----><!--]--><!--[--><li class="toc-item"><a aria-current="page" href="/zh/UserGuide/V1.1.x/Operators-Functions/Data-Matching.html#pearson" class="router-link-active router-link-exact-active toc-link level3">Pearson</a></li><!----><!--]--><!--[--><li class="toc-item"><a aria-current="page" href="/zh/UserGuide/V1.1.x/Operators-Functions/Data-Matching.html#ptnsym" class="router-link-active router-link-exact-active toc-link level3">PtnSym</a></li><!----><!--]--><!--[--><li class="toc-item"><a aria-current="page" href="/zh/UserGuide/V1.1.x/Operators-Functions/Data-Matching.html#xcorr" class="router-link-active router-link-exact-active toc-link level3">XCorr</a></li><!----><!--]--></ul><!--]--></ul></div><!--[--><!----><!--]--></aside></div><!----><div class="theme-hope-content"><!--

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--><h2 id="数据匹配" tabindex="-1"><a class="header-anchor" href="#数据匹配" aria-hidden="true">#</a> 数据匹配</h2><h3 id="cov" tabindex="-1"><a class="header-anchor" href="#cov" aria-hidden="true">#</a> Cov</h3><h4 id="函数简介" tabindex="-1"><a class="header-anchor" href="#函数简介" aria-hidden="true">#</a> 函数简介</h4><p>本函数用于计算两列数值型数据的总体协方差。</p><p><strong>函数名：</strong> COV</p><p><strong>输入序列：</strong> 仅支持两个输入序列，类型均为 INT32 / INT64 / FLOAT / DOUBLE。</p><p><strong>输出序列：</strong> 输出单个序列，类型为 DOUBLE。序列仅包含一个时间戳为 0、值为总体协方差的数据点。</p><p><strong>提示：</strong></p><ul><li>如果某行数据中包含空值、缺失值或<code>NaN</code>，该行数据将会被忽略；</li><li>如果数据中所有的行都被忽略，函数将会输出<code>NaN</code>。</li></ul><h4 id="使用示例" tabindex="-1"><a class="header-anchor" href="#使用示例" aria-hidden="true">#</a> 使用示例</h4><p>输入序列：</p><div class="language-text line-numbers-mode" data-ext="text"><pre class="language-text"><code>+-----------------------------+---------------+---------------+
|                         Time|root.test.d2.s1|root.test.d2.s2|
+-----------------------------+---------------+---------------+
|2020-01-01T00:00:02.000+08:00|          100.0|          101.0|
|2020-01-01T00:00:03.000+08:00|          101.0|           null|
|2020-01-01T00:00:04.000+08:00|          102.0|          101.0|
|2020-01-01T00:00:06.000+08:00|          104.0|          102.0|
|2020-01-01T00:00:08.000+08:00|          126.0|          102.0|
|2020-01-01T00:00:10.000+08:00|          108.0|          103.0|
|2020-01-01T00:00:12.000+08:00|           null|          103.0|
|2020-01-01T00:00:14.000+08:00|          112.0|          104.0|
|2020-01-01T00:00:15.000+08:00|          113.0|           null|
|2020-01-01T00:00:16.000+08:00|          114.0|          104.0|
|2020-01-01T00:00:18.000+08:00|          116.0|          105.0|
|2020-01-01T00:00:20.000+08:00|          118.0|          105.0|
|2020-01-01T00:00:22.000+08:00|          100.0|          106.0|
|2020-01-01T00:00:26.000+08:00|          124.0|          108.0|
|2020-01-01T00:00:28.000+08:00|          126.0|          108.0|
|2020-01-01T00:00:30.000+08:00|            NaN|          108.0|
+-----------------------------+---------------+---------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><p>用于查询的 SQL 语句：</p><div class="language-sql line-numbers-mode" data-ext="sql"><pre class="language-sql"><code><span class="token keyword">select</span> cov<span class="token punctuation">(</span>s1<span class="token punctuation">,</span>s2<span class="token punctuation">)</span> <span class="token keyword">from</span> root<span class="token punctuation">.</span>test<span class="token punctuation">.</span>d2
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><p>输出序列：</p><div class="language-text line-numbers-mode" data-ext="text"><pre class="language-text"><code>+-----------------------------+-------------------------------------+
|                         Time|cov(root.test.d2.s1, root.test.d2.s2)|
+-----------------------------+-------------------------------------+
|1970-01-01T08:00:00.000+08:00|                   12.291666666666666|
+-----------------------------+-------------------------------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h3 id="dtw" tabindex="-1"><a class="header-anchor" href="#dtw" aria-hidden="true">#</a> Dtw</h3><h4 id="函数简介-1" tabindex="-1"><a class="header-anchor" href="#函数简介-1" aria-hidden="true">#</a> 函数简介</h4><p>本函数用于计算两列数值型数据的 DTW 距离。</p><p><strong>函数名：</strong> DTW</p><p><strong>输入序列：</strong> 仅支持两个输入序列，类型均为 INT32 / INT64 / FLOAT / DOUBLE。</p><p><strong>输出序列：</strong> 输出单个序列，类型为 DOUBLE。序列仅包含一个时间戳为 0、值为两个时间序列的 DTW 距离值。</p><p><strong>提示：</strong></p><ul><li>如果某行数据中包含空值、缺失值或<code>NaN</code>，该行数据将会被忽略；</li><li>如果数据中所有的行都被忽略，函数将会输出 0。</li></ul><h4 id="使用示例-1" tabindex="-1"><a class="header-anchor" href="#使用示例-1" aria-hidden="true">#</a> 使用示例</h4><p>输入序列：</p><div class="language-text line-numbers-mode" data-ext="text"><pre class="language-text"><code>+-----------------------------+---------------+---------------+
|                         Time|root.test.d2.s1|root.test.d2.s2|
+-----------------------------+---------------+---------------+
|1970-01-01T08:00:00.001+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.002+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.003+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.004+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.005+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.006+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.007+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.008+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.009+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.010+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.011+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.012+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.013+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.014+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.015+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.016+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.017+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.018+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.019+08:00|            1.0|            2.0|
|1970-01-01T08:00:00.020+08:00|            1.0|            2.0|
+-----------------------------+---------------+---------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><p>用于查询的 SQL 语句：</p><div class="language-sql line-numbers-mode" data-ext="sql"><pre class="language-sql"><code><span class="token keyword">select</span> dtw<span class="token punctuation">(</span>s1<span class="token punctuation">,</span>s2<span class="token punctuation">)</span> <span class="token keyword">from</span> root<span class="token punctuation">.</span>test<span class="token punctuation">.</span>d2
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><p>输出序列：</p><div class="language-text line-numbers-mode" data-ext="text"><pre class="language-text"><code>+-----------------------------+-------------------------------------+
|                         Time|dtw(root.test.d2.s1, root.test.d2.s2)|
+-----------------------------+-------------------------------------+
|1970-01-01T08:00:00.000+08:00|                                 20.0|
+-----------------------------+-------------------------------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h3 id="pearson" tabindex="-1"><a class="header-anchor" href="#pearson" aria-hidden="true">#</a> Pearson</h3><h4 id="函数简介-2" tabindex="-1"><a class="header-anchor" href="#函数简介-2" aria-hidden="true">#</a> 函数简介</h4><p>本函数用于计算两列数值型数据的皮尔森相关系数。</p><p><strong>函数名：</strong> PEARSON</p><p><strong>输入序列：</strong> 仅支持两个输入序列，类型均为 INT32 / INT64 / FLOAT / DOUBLE。</p><p><strong>输出序列：</strong> 输出单个序列，类型为 DOUBLE。序列仅包含一个时间戳为 0、值为皮尔森相关系数的数据点。</p><p><strong>提示：</strong></p><ul><li>如果某行数据中包含空值、缺失值或<code>NaN</code>，该行数据将会被忽略；</li><li>如果数据中所有的行都被忽略，函数将会输出<code>NaN</code>。</li></ul><h4 id="使用示例-2" tabindex="-1"><a class="header-anchor" href="#使用示例-2" aria-hidden="true">#</a> 使用示例</h4><p>输入序列：</p><div class="language-text line-numbers-mode" data-ext="text"><pre class="language-text"><code>+-----------------------------+---------------+---------------+
|                         Time|root.test.d2.s1|root.test.d2.s2|
+-----------------------------+---------------+---------------+
|2020-01-01T00:00:02.000+08:00|          100.0|          101.0|
|2020-01-01T00:00:03.000+08:00|          101.0|           null|
|2020-01-01T00:00:04.000+08:00|          102.0|          101.0|
|2020-01-01T00:00:06.000+08:00|          104.0|          102.0|
|2020-01-01T00:00:08.000+08:00|          126.0|          102.0|
|2020-01-01T00:00:10.000+08:00|          108.0|          103.0|
|2020-01-01T00:00:12.000+08:00|           null|          103.0|
|2020-01-01T00:00:14.000+08:00|          112.0|          104.0|
|2020-01-01T00:00:15.000+08:00|          113.0|           null|
|2020-01-01T00:00:16.000+08:00|          114.0|          104.0|
|2020-01-01T00:00:18.000+08:00|          116.0|          105.0|
|2020-01-01T00:00:20.000+08:00|          118.0|          105.0|
|2020-01-01T00:00:22.000+08:00|          100.0|          106.0|
|2020-01-01T00:00:26.000+08:00|          124.0|          108.0|
|2020-01-01T00:00:28.000+08:00|          126.0|          108.0|
|2020-01-01T00:00:30.000+08:00|            NaN|          108.0|
+-----------------------------+---------------+---------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><p>用于查询的 SQL 语句：</p><div class="language-sql line-numbers-mode" data-ext="sql"><pre class="language-sql"><code><span class="token keyword">select</span> pearson<span class="token punctuation">(</span>s1<span class="token punctuation">,</span>s2<span class="token punctuation">)</span> <span class="token keyword">from</span> root<span class="token punctuation">.</span>test<span class="token punctuation">.</span>d2
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><p>输出序列：</p><div class="language-text line-numbers-mode" data-ext="text"><pre class="language-text"><code>+-----------------------------+-----------------------------------------+
|                         Time|pearson(root.test.d2.s1, root.test.d2.s2)|
+-----------------------------+-----------------------------------------+
|1970-01-01T08:00:00.000+08:00|                       0.5630881927754872|
+-----------------------------+-----------------------------------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h3 id="ptnsym" tabindex="-1"><a class="header-anchor" href="#ptnsym" aria-hidden="true">#</a> PtnSym</h3><h4 id="函数简介-3" tabindex="-1"><a class="header-anchor" href="#函数简介-3" aria-hidden="true">#</a> 函数简介</h4><p>本函数用于寻找序列中所有对称度小于阈值的对称子序列。对称度通过 DTW 计算，值越小代表序列对称性越高。</p><p><strong>函数名：</strong> PTNSYM</p><p><strong>输入序列：</strong> 仅支持一个输入序列，类型为 INT32 / INT64 / FLOAT / DOUBLE。</p><p><strong>参数：</strong></p><ul><li><code>window</code>：对称子序列的长度，是一个正整数，默认值为 10。</li><li><code>threshold</code>：对称度阈值，是一个非负数，只有对称度小于等于该值的对称子序列才会被输出。在缺省情况下，所有的子序列都会被输出。</li></ul><p><strong>输出序列：</strong> 输出单个序列，类型为 DOUBLE。序列中的每一个数据点对应于一个对称子序列，时间戳为子序列的起始时刻，值为对称度。</p><h4 id="使用示例-3" tabindex="-1"><a class="header-anchor" href="#使用示例-3" aria-hidden="true">#</a> 使用示例</h4><p>输入序列：</p><div class="language-text line-numbers-mode" data-ext="text"><pre class="language-text"><code>+-----------------------------+---------------+
|                         Time|root.test.d1.s4|
+-----------------------------+---------------+
|2021-01-01T12:00:00.000+08:00|            1.0|
|2021-01-01T12:00:01.000+08:00|            2.0|
|2021-01-01T12:00:02.000+08:00|            3.0|
|2021-01-01T12:00:03.000+08:00|            2.0|
|2021-01-01T12:00:04.000+08:00|            1.0|
|2021-01-01T12:00:05.000+08:00|            1.0|
|2021-01-01T12:00:06.000+08:00|            1.0|
|2021-01-01T12:00:07.000+08:00|            1.0|
|2021-01-01T12:00:08.000+08:00|            2.0|
|2021-01-01T12:00:09.000+08:00|            3.0|
|2021-01-01T12:00:10.000+08:00|            2.0|
|2021-01-01T12:00:11.000+08:00|            1.0|
+-----------------------------+---------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><p>用于查询的 SQL 语句：</p><div class="language-sql line-numbers-mode" data-ext="sql"><pre class="language-sql"><code><span class="token keyword">select</span> ptnsym<span class="token punctuation">(</span>s4<span class="token punctuation">,</span> <span class="token string">&#39;window&#39;</span><span class="token operator">=</span><span class="token string">&#39;5&#39;</span><span class="token punctuation">,</span> <span class="token string">&#39;threshold&#39;</span><span class="token operator">=</span><span class="token string">&#39;0&#39;</span><span class="token punctuation">)</span> <span class="token keyword">from</span> root<span class="token punctuation">.</span>test<span class="token punctuation">.</span>d1
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><p>输出序列：</p><div class="language-text line-numbers-mode" data-ext="text"><pre class="language-text"><code>+-----------------------------+------------------------------------------------------+
|                         Time|ptnsym(root.test.d1.s4, &quot;window&quot;=&quot;5&quot;, &quot;threshold&quot;=&quot;0&quot;)|
+-----------------------------+------------------------------------------------------+
|2021-01-01T12:00:00.000+08:00|                                                   0.0|
|2021-01-01T12:00:07.000+08:00|                                                   0.0|
+-----------------------------+------------------------------------------------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h3 id="xcorr" tabindex="-1"><a class="header-anchor" href="#xcorr" aria-hidden="true">#</a> XCorr</h3><h4 id="函数简介-4" tabindex="-1"><a class="header-anchor" href="#函数简介-4" aria-hidden="true">#</a> 函数简介</h4><p>本函数用于计算两条时间序列的互相关函数值， 对离散序列而言，互相关函数可以表示为</p><p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>C</mi><mi>R</mi><mo stretchy="false">(</mo><mi>n</mi><mo stretchy="false">)</mo><mo>=</mo><mfrac><mn>1</mn><mi>N</mi></mfrac><munderover><mo>∑</mo><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><msub><mi>S</mi><mn>1</mn></msub><mo stretchy="false">[</mo><mi>m</mi><mo stretchy="false">]</mo><msub><mi>S</mi><mn>2</mn></msub><mo stretchy="false">[</mo><mi>m</mi><mo>+</mo><mi>n</mi><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex"> CR(n) = \frac{1}{N} \sum_{m=1}^N S_1[m]S_2[m+n] </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.00773em;">CR</span><span class="mopen">(</span><span class="mord mathnormal">n</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:3.0954em;vertical-align:-1.2671em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3214em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8283em;"><span style="top:-1.8829em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2671em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">n</span><span class="mclose">]</span></span></span></span></span></p><p>常用于表征两条序列在不同对齐条件下的相似度。</p><p><strong>函数名：</strong> XCORR</p><p><strong>输入序列：</strong> 仅支持两个输入序列，类型均为 INT32 / INT64 / FLOAT / DOUBLE。</p><p><strong>输出序列：</strong> 输出单个序列，类型为 DOUBLE。序列中共包含<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>2</mn><mi>N</mi><mo>−</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">2N-1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord">2</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span>个数据点， 其中正中心的值为两条序列按照预先对齐的结果计算的互相关系数（即等于以上公式的<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>C</mi><mi>R</mi><mo stretchy="false">(</mo><mn>0</mn><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">CR(0)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.00773em;">CR</span><span class="mopen">(</span><span class="mord">0</span><span class="mclose">)</span></span></span></span>）， 前半部分的值表示将后一条输入序列向前平移时计算的互相关系数， 直至两条序列没有重合的数据点（不包含完全分离时的结果<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>C</mi><mi>R</mi><mo stretchy="false">(</mo><mo>−</mo><mi>N</mi><mo stretchy="false">)</mo><mo>=</mo><mn>0.0</mn></mrow><annotation encoding="application/x-tex">CR(-N)=0.0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.00773em;">CR</span><span class="mopen">(</span><span class="mord">−</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0.0</span></span></span></span>）， 后半部分类似。 用公式可表示为（所有序列的索引从1开始计数）：</p><p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>O</mi><mi>S</mi><mo stretchy="false">[</mo><mi>i</mi><mo stretchy="false">]</mo><mo>=</mo><mi>C</mi><mi>R</mi><mo stretchy="false">(</mo><mo>−</mo><mi>N</mi><mo>+</mo><mi>i</mi><mo stretchy="false">)</mo><mo>=</mo><mfrac><mn>1</mn><mi>N</mi></mfrac><munderover><mo>∑</mo><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><mi>i</mi></munderover><msub><mi>S</mi><mn>1</mn></msub><mo stretchy="false">[</mo><mi>m</mi><mo stretchy="false">]</mo><msub><mi>S</mi><mn>2</mn></msub><mo stretchy="false">[</mo><mi>N</mi><mo>−</mo><mi>i</mi><mo>+</mo><mi>m</mi><mo stretchy="false">]</mo><mo separator="true">,</mo><mtext> </mtext><mi>i</mi><mi>f</mi><mtext> </mtext><mi>i</mi><mo>&lt;</mo><mo>=</mo><mi>N</mi></mrow><annotation encoding="application/x-tex"> OS[i] = CR(-N+i) = \frac{1}{N} \sum_{m=1}^{i} S_1[m]S_2[N-i+m],\ if\ i &lt;= N </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">OS</span><span class="mopen">[</span><span class="mord mathnormal">i</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.00773em;">CR</span><span class="mopen">(</span><span class="mord">−</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">i</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:3.0788em;vertical-align:-1.2671em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3214em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8117em;"><span style="top:-1.8829em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2671em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.7429em;vertical-align:-0.0833em;"></span><span class="mord mathnormal">i</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mpunct">,</span><span class="mspace"> </span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">i</span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mspace"> </span><span class="mord mathnormal">i</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&lt;=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span></span></p><p class="katex-block"><span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mrow><mi>O</mi><mi>S</mi><mo stretchy="false">[</mo><mi>i</mi><mo stretchy="false">]</mo><mo>=</mo><mi>C</mi><mi>R</mi><mo stretchy="false">(</mo><mi>i</mi><mo>−</mo><mi>N</mi><mo stretchy="false">)</mo><mo>=</mo><mfrac><mn>1</mn><mi>N</mi></mfrac><munderover><mo>∑</mo><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><mrow><mn>2</mn><mi>N</mi><mo>−</mo><mi>i</mi></mrow></munderover><msub><mi>S</mi><mn>1</mn></msub><mo stretchy="false">[</mo><mi>i</mi><mo>−</mo><mi>N</mi><mo>+</mo><mi>m</mi><mo stretchy="false">]</mo><msub><mi>S</mi><mn>2</mn></msub><mo stretchy="false">[</mo><mi>m</mi><mo stretchy="false">]</mo><mo separator="true">,</mo><mtext> </mtext><mi>i</mi><mi>f</mi><mtext> </mtext><mi>i</mi><mo>&gt;</mo><mi>N</mi></mrow><annotation encoding="application/x-tex"> OS[i] = CR(i-N) = \frac{1}{N} \sum_{m=1}^{2N-i} S_1[i-N+m]S_2[m],\ if\ i &gt; N </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">OS</span><span class="mopen">[</span><span class="mord mathnormal">i</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.00773em;">CR</span><span class="mopen">(</span><span class="mord mathnormal">i</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:3.0954em;vertical-align:-1.2671em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.3214em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8283em;"><span style="top:-1.8829em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">2</span><span class="mord mathnormal mtight" style="margin-right:0.10903em;">N</span><span class="mbin mtight">−</span><span class="mord mathnormal mtight">i</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2671em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">i</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.7667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathnormal">m</span><span class="mclose">]</span><span class="mpunct">,</span><span class="mspace"> </span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">i</span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mspace"> </span><span class="mord mathnormal">i</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">N</span></span></span></span></span></p><p><strong>提示：</strong></p><ul><li>两条序列中的<code>null</code> 和<code>NaN</code> 值会被忽略，在计算中表现为 0。</li></ul><h4 id="使用示例-4" tabindex="-1"><a class="header-anchor" href="#使用示例-4" aria-hidden="true">#</a> 使用示例</h4><p>输入序列：</p><div class="language-text line-numbers-mode" data-ext="text"><pre class="language-text"><code>+-----------------------------+---------------+---------------+
|                         Time|root.test.d1.s1|root.test.d1.s2|
+-----------------------------+---------------+---------------+
|2020-01-01T00:00:01.000+08:00|           null|              6|
|2020-01-01T00:00:02.000+08:00|              2|              7|
|2020-01-01T00:00:03.000+08:00|              3|            NaN|
|2020-01-01T00:00:04.000+08:00|              4|              9|
|2020-01-01T00:00:05.000+08:00|              5|             10|
+-----------------------------+---------------+---------------+
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><p>用于查询的 SQL 语句：</p><div class="language-sql line-numbers-mode" data-ext="sql"><pre class="language-sql"><code><span class="token keyword">select</span> xcorr<span class="token punctuation">(</span>s1<span class="token punctuation">,</span> s2<span class="token punctuation">)</span> <span class="token keyword">from</span> root<span class="token punctuation">.</span>test<span class="token punctuation">.</span>d1 <span class="token keyword">where</span> <span class="token keyword">time</span> <span class="token operator">&lt;=</span> <span class="token number">2020</span><span class="token operator">-</span><span class="token number">01</span><span class="token operator">-</span><span class="token number">01</span> <span class="token number">00</span>:<span class="token number">00</span>:<span class="token number">05</span>
</code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><p>输出序列：</p><div class="language-text line-numbers-mode" data-ext="text"><pre class="language-text"><code>+-----------------------------+---------------------------------------+
|                         Time|xcorr(root.test.d1.s1, root.test.d1.s2)|
+-----------------------------+---------------------------------------+
|1970-01-01T08:00:00.001+08:00|                                    0.0|
|1970-01-01T08:00:00.002+08:00|                                    4.0|
|1970-01-01T08:00:00.003+08:00|                                    9.6|
|1970-01-01T08:00:00.004+08:00|                                   13.4|
|1970-01-01T08:00:00.005+08:00|                                   20.0|
|1970-01-01T08:00:00.006+08:00|                                   15.6|
|1970-01-01T08:00:00.007+08:00|                                    9.2|
|1970-01-01T08:00:00.008+08:00|                                   11.8|
|1970-01-01T08:00:00.009+08:00|                                    6.0|
+-----------------------------+---------------------------------------+
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