<!DOCTYPE html>
<html lang="en-US" data-theme="light">
  <head>
    <meta charset="utf-8" />
    <meta name="viewport" content="width=device-width,initial-scale=1" />
    <meta name="generator" content="VuePress 2.0.0-beta.61" />
    <meta name="theme" content="VuePress Theme Hope" />
    <link rel="alternate" hreflang="zh-cn" href="https://iotdb.apache.org/zh/UserGuide/V0.13.x/UDF-Library/Data-Matching.html"><meta property="og:url" content="https://iotdb.apache.org/UserGuide/V0.13.x/UDF-Library/Data-Matching.html"><meta property="og:site_name" content="IoTDB Website"><meta property="og:title" content="Data Matching"><meta property="og:description" content="Cov Usage This function is used to calculate the population covariance. Name: COV Input Series: Only support two input series. The types are both INT32 / INT64 / FLOAT / DOUBLE...."><meta property="og:type" content="article"><meta property="og:locale" content="en-US"><meta property="og:locale:alternate" content="zh-CN"><script type="application/ld+json">{"@context":"https://schema.org","@type":"Article","headline":"Data Matching","image":[""],"dateModified":null,"author":[]}</script><link rel="icon" href="/favicon.ico"><meta name="Description" content="Apache IoTDB: Time Series Database for IoT"><meta name="Keywords" content="TSDB, time series, time series database, IoTDB, IoT database, IoT data management,时序数据库, 时间序列管理, IoTDB, 物联网数据库, 实时数据库, 物联网数据管理, 物联网数据"><meta name="baidu-site-verification" content="wfKETzB3OT"><meta name="google-site-verification" content="mZWAoRY0yj_HAr-s47zHCGHzx5Ju-RVm5wDbPnwQYFo"><title>Data Matching | IoTDB Website</title><meta name="description" content="Cov Usage This function is used to calculate the population covariance. Name: COV Input Series: Only support two input series. The types are both INT32 / INT64 / FLOAT / DOUBLE....">
    <style>
      :root {
        --bg-color: #fff;
      }

      html[data-theme="dark"] {
        --bg-color: #1d1e1f;
      }

      html,
      body {
        background: var(--bg-color);
      }
    </style>
    <script>
      const userMode = localStorage.getItem("vuepress-theme-hope-scheme");
      const systemDarkMode =
        window.matchMedia &&
        window.matchMedia("(prefers-color-scheme: dark)").matches;

      if (userMode === "dark" || (userMode !== "light" && systemDarkMode)) {
        document.documentElement.setAttribute("data-theme", "dark");
      }
    </script>
    <link rel="preload" href="/assets/style-99c5bc89.css" as="style"><link rel="stylesheet" href="/assets/style-99c5bc89.css">
    <link rel="modulepreload" href="/assets/app-46d36a68.js"><link rel="modulepreload" href="/assets/framework-e4340ccd.js"><link rel="modulepreload" href="/assets/Data-Matching.html-c418e7ad.js"><link rel="modulepreload" href="/assets/Data-Matching.html-b9dc3bf2.js">
  </head>
  <body>
    <div id="app"><!--[--><!--[--><!--[--><span tabindex="-1"></span><a href="#main-content" class="skip-link sr-only">Skip to main content</a><!--]--><!--[--><div class="theme-container has-toc"><!--[--><header class="navbar hide-icon" id="navbar"><div class="navbar-start"><button class="toggle-sidebar-button" title="Toggle Sidebar"><span class="icon"></span></button><!--[--><!----><!--]--><a href="/" class="brand"><img class="logo" src="/logo.png" alt="IoTDB Website"><!----><span class="site-name hide-in-pad">IoTDB Website</span></a><!--[--><!----><!--]--></div><div class="navbar-center"><!--[--><!----><!--]--><!--[--><!----><!--]--></div><div class="navbar-end"><!--[--><!----><!--]--><div id="docsearch-container"></div><nav class="nav-links"><div class="nav-item hide-in-mobile"><div class="dropdown-wrapper"><button class="dropdown-title" type="button" aria-label="Documentation"><span class="title"><!---->Documentation</span><span class="arrow"></span><ul class="nav-dropdown"><li class="dropdown-item"><a href="/UserGuide/Master/QuickStart/QuickStart.html" class="nav-link" aria-label="latest"><!---->latest<!----></a></li><li class="dropdown-item"><a href="/UserGuide/V1.1.x/QuickStart/QuickStart.html" class="nav-link" aria-label="v1.1.x"><!---->v1.1.x<!----></a></li><li class="dropdown-item"><a href="/UserGuide/V1.0.x/QuickStart/QuickStart.html" class="nav-link" aria-label="v1.0.x"><!---->v1.0.x<!----></a></li><li class="dropdown-item"><a href="/UserGuide/V0.13.x/QuickStart/QuickStart.html" class="nav-link" aria-label="v0.13.x"><!---->v0.13.x<!----></a></li></ul></button></div></div><div class="nav-item hide-in-mobile"><a href="https://cwiki.apache.org/confluence/display/IOTDB/System+Design" rel="noopener noreferrer" target="_blank" aria-label="Design" class="nav-link"><!---->Design<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">open in new window</span></span><!----></a></div><div class="nav-item hide-in-mobile"><a href="/Download/" class="nav-link" aria-label="Download"><!---->Download<!----></a></div><div class="nav-item hide-in-mobile"><div class="dropdown-wrapper"><button class="dropdown-title" type="button" aria-label="Community"><span class="title"><!---->Community</span><span class="arrow"></span><ul class="nav-dropdown"><li class="dropdown-item"><a href="/Community/About.html" class="nav-link" aria-label="About"><!---->About<!----></a></li><li class="dropdown-item"><a href="https://cwiki.apache.org/confluence/display/iotdb" rel="noopener noreferrer" target="_blank" aria-label="Wiki" class="nav-link"><!---->Wiki<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">open in new window</span></span><!----></a></li><li class="dropdown-item"><a href="/Community/Community-Project-Committers.html" class="nav-link" aria-label="People"><!---->People<!----></a></li><li class="dropdown-item"><a href="/Community/Community-Powered-By.html" class="nav-link" aria-label="Powered  By"><!---->Powered  By<!----></a></li><li class="dropdown-item"><a href="/Community/Materials.html" class="nav-link" aria-label="Resources"><!---->Resources<!----></a></li><li class="dropdown-item"><a href="/Community/Feedback.html" class="nav-link" aria-label="Feedback"><!---->Feedback<!----></a></li></ul></button></div></div><div class="nav-item hide-in-mobile"><div class="dropdown-wrapper"><button class="dropdown-title" type="button" aria-label="Development"><span class="title"><!---->Development</span><span class="arrow"></span><ul class="nav-dropdown"><li class="dropdown-item"><a href="/Development/VoteRelease.html" class="nav-link" aria-label="How  to  vote"><!---->How  to  vote<!----></a></li><li class="dropdown-item"><a href="/Development/HowToCommit.html" class="nav-link" aria-label="How  to  Commit"><!---->How  to  Commit<!----></a></li><li class="dropdown-item"><a href="/Development/HowToJoin.html" class="nav-link" aria-label="Become  a  Contributor"><!---->Become  a  Contributor<!----></a></li><li class="dropdown-item"><a href="/Development/Committer.html" class="nav-link" aria-label="Become  a  Committer"><!---->Become  a  Committer<!----></a></li><li class="dropdown-item"><a href="/Development/ContributeGuide.html" class="nav-link" aria-label="ContributeGuide"><!---->ContributeGuide<!----></a></li><li class="dropdown-item"><a href="/Development/HowtoContributeCode.html" class="nav-link" aria-label="How  to  Contribute  Code"><!---->How  to  Contribute  Code<!----></a></li><li class="dropdown-item"><a href="/Development/format-changelist.html" class="nav-link" aria-label="Changelist  of  TsFile"><!---->Changelist  of  TsFile<!----></a></li><li class="dropdown-item"><a href="/Development/rpc-changelist" class="nav-link" aria-label="Changelist  of  RPC"><!---->Changelist  of  RPC<!----></a></li></ul></button></div></div><div class="nav-item hide-in-mobile"><div class="dropdown-wrapper"><button class="dropdown-title" type="button" aria-label="ASF"><span class="title"><!---->ASF</span><span class="arrow"></span><ul class="nav-dropdown"><li class="dropdown-item"><a href="https://www.apache.org/" rel="noopener noreferrer" target="_blank" aria-label="Foundation" class="nav-link"><!---->Foundation<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">open in new window</span></span><!----></a></li><li class="dropdown-item"><a href="https://www.apache.org/licenses/" rel="noopener noreferrer" target="_blank" aria-label="License" class="nav-link"><!---->License<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">open in new window</span></span><!----></a></li><li class="dropdown-item"><a href="https://www.apache.org/security/" rel="noopener noreferrer" target="_blank" aria-label="Security" class="nav-link"><!---->Security<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">open in new window</span></span><!----></a></li><li class="dropdown-item"><a href="https://www.apache.org/foundation/sponsorship.html" rel="noopener noreferrer" target="_blank" aria-label="Sponsorship" class="nav-link"><!---->Sponsorship<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">open in new window</span></span><!----></a></li><li class="dropdown-item"><a href="https://www.apache.org/foundation/thanks.html" rel="noopener noreferrer" target="_blank" aria-label="Thanks" class="nav-link"><!---->Thanks<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">open in new window</span></span><!----></a></li><li class="dropdown-item"><a href="https://www.apache.org/events/current-event" rel="noopener noreferrer" target="_blank" aria-label="Current  Events" class="nav-link"><!---->Current  Events<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">open in new window</span></span><!----></a></li></ul></button></div></div></nav><div class="nav-item"><div class="dropdown-wrapper i18n-dropdown"><button class="dropdown-title" type="button" aria-label="Select language"><!--[--><svg xmlns="http://www.w3.org/2000/svg" class="icon i18n-icon" viewBox="0 0 1024 1024" fill="currentColor" aria-label="i18n icon" style="width:1rem;height:1rem;vertical-align:middle;"><path d="M379.392 460.8 494.08 575.488l-42.496 102.4L307.2 532.48 138.24 701.44l-71.68-72.704L234.496 460.8l-45.056-45.056c-27.136-27.136-51.2-66.56-66.56-108.544h112.64c7.68 14.336 16.896 27.136 26.112 35.84l45.568 46.08 45.056-45.056C382.976 312.32 409.6 247.808 409.6 204.8H0V102.4h256V0h102.4v102.4h256v102.4H512c0 70.144-37.888 161.28-87.04 210.944L378.88 460.8zM576 870.4 512 1024H409.6l256-614.4H768l256 614.4H921.6l-64-153.6H576zM618.496 768h196.608L716.8 532.48 618.496 768z"></path></svg><!--]--><span class="arrow"></span><ul class="nav-dropdown"><li class="dropdown-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html" class="router-link-active router-link-exact-active nav-link active" aria-label="English"><!---->English<!----></a></li><li class="dropdown-item"><a href="/zh/UserGuide/V0.13.x/UDF-Library/Data-Matching.html" class="nav-link" aria-label="简体中文"><!---->简体中文<!----></a></li></ul></button></div></div><div class="nav-item hide-in-mobile"><button id="appearance-switch"><svg xmlns="http://www.w3.org/2000/svg" class="icon auto-icon" viewBox="0 0 1024 1024" fill="currentColor" aria-label="auto icon" style="display:block;"><path d="M512 992C246.92 992 32 777.08 32 512S246.92 32 512 32s480 214.92 480 480-214.92 480-480 480zm0-840c-198.78 0-360 161.22-360 360 0 198.84 161.22 360 360 360s360-161.16 360-360c0-198.78-161.22-360-360-360zm0 660V212c165.72 0 300 134.34 300 300 0 165.72-134.28 300-300 300z"></path></svg><svg xmlns="http://www.w3.org/2000/svg" class="icon dark-icon" viewBox="0 0 1024 1024" fill="currentColor" aria-label="dark icon" style="display:none;"><path d="M524.8 938.667h-4.267a439.893 439.893 0 0 1-313.173-134.4 446.293 446.293 0 0 1-11.093-597.334A432.213 432.213 0 0 1 366.933 90.027a42.667 42.667 0 0 1 45.227 9.386 42.667 42.667 0 0 1 10.24 42.667 358.4 358.4 0 0 0 82.773 375.893 361.387 361.387 0 0 0 376.747 82.774 42.667 42.667 0 0 1 54.187 55.04 433.493 433.493 0 0 1-99.84 154.88 438.613 438.613 0 0 1-311.467 128z"></path></svg><svg xmlns="http://www.w3.org/2000/svg" class="icon light-icon" viewBox="0 0 1024 1024" fill="currentColor" aria-label="light icon" style="display:none;"><path d="M952 552h-80a40 40 0 0 1 0-80h80a40 40 0 0 1 0 80zM801.88 280.08a41 41 0 0 1-57.96-57.96l57.96-58a41.04 41.04 0 0 1 58 58l-58 57.96zM512 752a240 240 0 1 1 0-480 240 240 0 0 1 0 480zm0-560a40 40 0 0 1-40-40V72a40 40 0 0 1 80 0v80a40 40 0 0 1-40 40zm-289.88 88.08-58-57.96a41.04 41.04 0 0 1 58-58l57.96 58a41 41 0 0 1-57.96 57.96zM192 512a40 40 0 0 1-40 40H72a40 40 0 0 1 0-80h80a40 40 0 0 1 40 40zm30.12 231.92a41 41 0 0 1 57.96 57.96l-57.96 58a41.04 41.04 0 0 1-58-58l58-57.96zM512 832a40 40 0 0 1 40 40v80a40 40 0 0 1-80 0v-80a40 40 0 0 1 40-40zm289.88-88.08 58 57.96a41.04 41.04 0 0 1-58 58l-57.96-58a41 41 0 0 1 57.96-57.96z"></path></svg></button></div><div class="nav-item"><a class="repo-link" href="https://github.com/apache/iotdb" target="_blank" rel="noopener noreferrer" aria-label="GitHub"><svg xmlns="http://www.w3.org/2000/svg" class="icon github-icon" viewBox="0 0 1024 1024" fill="currentColor" aria-label="github icon" style="width:1.25rem;height:1.25rem;vertical-align:middle;"><path d="M511.957 21.333C241.024 21.333 21.333 240.981 21.333 512c0 216.832 140.544 400.725 335.574 465.664 24.49 4.395 32.256-10.07 32.256-23.083 0-11.69.256-44.245 0-85.205-136.448 29.61-164.736-64.64-164.736-64.64-22.315-56.704-54.4-71.765-54.4-71.765-44.587-30.464 3.285-29.824 3.285-29.824 49.195 3.413 75.179 50.517 75.179 50.517 43.776 75.008 114.816 53.333 142.762 40.79 4.523-31.66 17.152-53.377 31.19-65.537-108.971-12.458-223.488-54.485-223.488-242.602 0-53.547 19.114-97.323 50.517-131.67-5.035-12.33-21.93-62.293 4.779-129.834 0 0 41.258-13.184 134.912 50.346a469.803 469.803 0 0 1 122.88-16.554c41.642.213 83.626 5.632 122.88 16.554 93.653-63.488 134.784-50.346 134.784-50.346 26.752 67.541 9.898 117.504 4.864 129.834 31.402 34.347 50.474 78.123 50.474 131.67 0 188.586-114.73 230.016-224.042 242.09 17.578 15.232 33.578 44.672 33.578 90.454v135.85c0 13.142 7.936 27.606 32.854 22.87C862.25 912.597 1002.667 728.747 1002.667 512c0-271.019-219.648-490.667-490.71-490.667z"></path></svg></a></div><!--[--><!----><!--]--><button class="toggle-navbar-button" aria-label="Toggle Navbar" aria-expanded="false" aria-controls="nav-screen"><span class="button-container"><span class="button-top"></span><span class="button-middle"></span><span class="button-bottom"></span></span></button></div></header><!----><!--]--><!----><div class="toggle-sidebar-wrapper"><span class="arrow start"></span></div><aside class="sidebar" id="sidebar"><!--[--><!----><!--]--><ul class="sidebar-links"><li><section class="sidebar-group"><p class="sidebar-heading"><!----><span class="title">IoTDB User Guide (V0.13.x)</span><!----></p><ul class="sidebar-links"></ul></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">IoTDB Introduction</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">Quick Start</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">Data Concept</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">Syntax Conventions</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">API</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">Operate Metadata</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">Write and Delete Data</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">Query Data</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">Process Data</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">Administration Management</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">Maintenance Tools</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">Ecosystem Integration</span><span class="arrow end"></span></button><!----></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable active"><!----><span class="title">UDF Library</span><span class="arrow down"></span></button><ul class="sidebar-links"><li><!--[--><a href="/UserGuide/V0.13.x/UDF-Library/Quick-Start.html" class="nav-link sidebar-link sidebar-page" aria-label="Quick Start"><!---->Quick Start<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/UserGuide/V0.13.x/UDF-Library/Data-Profiling.html" class="nav-link sidebar-link sidebar-page" aria-label="Data Profiling"><!---->Data Profiling<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/UserGuide/V0.13.x/UDF-Library/Anomaly-Detection.html" class="nav-link sidebar-link sidebar-page" aria-label="Anomaly Detection"><!---->Anomaly Detection<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html" class="router-link-active router-link-exact-active nav-link active sidebar-link sidebar-page active" aria-label="Data Matching"><!---->Data Matching<!----></a><ul class="sidebar-sub-headers"><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/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"><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#usage" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Usage"><!---->Usage<!----></a><ul class="sidebar-sub-headers"></ul></li><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#examples" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Examples"><!---->Examples<!----></a><ul class="sidebar-sub-headers"></ul></li></ul></li><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/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"><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#usage-1" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Usage"><!---->Usage<!----></a><ul class="sidebar-sub-headers"></ul></li><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#examples-1" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Examples"><!---->Examples<!----></a><ul class="sidebar-sub-headers"></ul></li></ul></li><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/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"><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#usage-2" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Usage"><!---->Usage<!----></a><ul class="sidebar-sub-headers"></ul></li><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#examples-2" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Examples"><!---->Examples<!----></a><ul class="sidebar-sub-headers"></ul></li></ul></li><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/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"><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#usage-3" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Usage"><!---->Usage<!----></a><ul class="sidebar-sub-headers"></ul></li><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#example" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Example"><!---->Example<!----></a><ul class="sidebar-sub-headers"></ul></li></ul></li><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#xcorr" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="XCorr"><!---->XCorr<!----></a><ul class="sidebar-sub-headers"><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#usage-4" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Usage"><!---->Usage<!----></a><ul class="sidebar-sub-headers"></ul></li><li class="sidebar-sub-header"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#examples-3" class="router-link-active router-link-exact-active nav-link sidebar-link heading" aria-label="Examples"><!---->Examples<!----></a><ul class="sidebar-sub-headers"></ul></li></ul></li></ul><!--]--></li><li><!--[--><a href="/UserGuide/V0.13.x/UDF-Library/Frequency-Domain.html" class="nav-link sidebar-link sidebar-page" aria-label="Frequency Domain Analysis"><!---->Frequency Domain Analysis<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/UserGuide/V0.13.x/UDF-Library/Data-Quality.html" class="nav-link sidebar-link sidebar-page" aria-label="Data Quality"><!---->Data Quality<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/UserGuide/V0.13.x/UDF-Library/Data-Repairing.html" class="nav-link sidebar-link sidebar-page" aria-label="Data Repairing"><!---->Data Repairing<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/UserGuide/V0.13.x/UDF-Library/Series-Discovery.html" class="nav-link sidebar-link sidebar-page" aria-label="Series Discovery"><!---->Series Discovery<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li><li><!--[--><a href="/UserGuide/V0.13.x/UDF-Library/String-Processing.html" class="nav-link sidebar-link sidebar-page" aria-label="String Processing"><!---->String Processing<!----></a><ul class="sidebar-sub-headers"></ul><!--]--></li></ul></section></li><li><section class="sidebar-group"><button class="sidebar-heading clickable"><!----><span class="title">Reference</span><span class="arrow end"></span></button><!----></section></li></ul><!--[--><!----><!--]--></aside><!--[--><main class="page" id="main-content"><!--[--><!----><nav class="breadcrumb disable"></nav><div class="page-title"><h1><!---->Data Matching</h1><div class="page-info"><!----><!----><!----><!----><span class="page-reading-time-info" aria-label="Reading Time"><svg xmlns="http://www.w3.org/2000/svg" class="icon timer-icon" viewBox="0 0 1024 1024" fill="currentColor" aria-label="timer icon"><path d="M799.387 122.15c4.402-2.978 7.38-7.897 7.38-13.463v-1.165c0-8.933-7.38-16.312-16.312-16.312H256.33c-8.933 0-16.311 7.38-16.311 16.312v1.165c0 5.825 2.977 10.874 7.637 13.592 4.143 194.44 97.22 354.963 220.201 392.763-122.204 37.542-214.893 196.511-220.2 389.397-4.661 5.049-7.638 11.651-7.638 19.03v5.825h566.49v-5.825c0-7.379-2.849-13.981-7.509-18.9-5.049-193.016-97.867-351.985-220.2-389.527 123.24-37.67 216.446-198.453 220.588-392.892zM531.16 450.445v352.632c117.674 1.553 211.787 40.778 211.787 88.676H304.097c0-48.286 95.149-87.382 213.728-88.676V450.445c-93.077-3.107-167.901-81.297-167.901-177.093 0-8.803 6.99-15.793 15.793-15.793 8.803 0 15.794 6.99 15.794 15.793 0 80.261 63.69 145.635 142.01 145.635s142.011-65.374 142.011-145.635c0-8.803 6.99-15.793 15.794-15.793s15.793 6.99 15.793 15.793c0 95.019-73.789 172.82-165.96 177.093z"></path></svg><span>About 5 min</span><meta property="timeRequired" content="PT5M"></span><!----><!----></div><hr></div><div class="toc-place-holder"><aside id="toc"><!--[--><!----><!--]--><div class="toc-header">On This Page<button class="print-button" title="Print"><svg xmlns="http://www.w3.org/2000/svg" class="icon print-icon" viewBox="0 0 1024 1024" fill="currentColor" aria-label="print icon"><path d="M819.2 364.8h-44.8V128c0-17.067-14.933-32-32-32H281.6c-17.067 0-32 14.933-32 32v236.8h-44.8C145.067 364.8 96 413.867 96 473.6v192c0 59.733 49.067 108.8 108.8 108.8h44.8V896c0 17.067 14.933 32 32 32h460.8c17.067 0 32-14.933 32-32V774.4h44.8c59.733 0 108.8-49.067 108.8-108.8v-192c0-59.733-49.067-108.8-108.8-108.8zM313.6 160h396.8v204.8H313.6V160zm396.8 704H313.6V620.8h396.8V864zM864 665.6c0 25.6-19.2 44.8-44.8 44.8h-44.8V588.8c0-17.067-14.933-32-32-32H281.6c-17.067 0-32 14.933-32 32v121.6h-44.8c-25.6 0-44.8-19.2-44.8-44.8v-192c0-25.6 19.2-44.8 44.8-44.8h614.4c25.6 0 44.8 19.2 44.8 44.8v192z"></path></svg></button></div><div class="toc-wrapper"><ul class="toc-list"><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#cov" class="router-link-active router-link-exact-active toc-link level2">Cov</a></li><ul class="toc-list"><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#usage" class="router-link-active router-link-exact-active toc-link level3">Usage</a></li><!----><!--]--><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#examples" class="router-link-active router-link-exact-active toc-link level3">Examples</a></li><!----><!--]--></ul><!--]--><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#dtw" class="router-link-active router-link-exact-active toc-link level2">DTW</a></li><ul class="toc-list"><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#usage-1" class="router-link-active router-link-exact-active toc-link level3">Usage</a></li><!----><!--]--><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#examples-1" class="router-link-active router-link-exact-active toc-link level3">Examples</a></li><!----><!--]--></ul><!--]--><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#pearson" class="router-link-active router-link-exact-active toc-link level2">Pearson</a></li><ul class="toc-list"><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#usage-2" class="router-link-active router-link-exact-active toc-link level3">Usage</a></li><!----><!--]--><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#examples-2" class="router-link-active router-link-exact-active toc-link level3">Examples</a></li><!----><!--]--></ul><!--]--><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#ptnsym" class="router-link-active router-link-exact-active toc-link level2">PtnSym</a></li><ul class="toc-list"><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#usage-3" class="router-link-active router-link-exact-active toc-link level3">Usage</a></li><!----><!--]--><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#example" class="router-link-active router-link-exact-active toc-link level3">Example</a></li><!----><!--]--></ul><!--]--><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#xcorr" class="router-link-active router-link-exact-active toc-link level2">XCorr</a></li><ul class="toc-list"><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#usage-4" class="router-link-active router-link-exact-active toc-link level3">Usage</a></li><!----><!--]--><!--[--><li class="toc-item"><a aria-current="page" href="/UserGuide/V0.13.x/UDF-Library/Data-Matching.html#examples-3" class="router-link-active router-link-exact-active toc-link level3">Examples</a></li><!----><!--]--></ul><!--]--></ul></div><!--[--><!----><!--]--></aside></div><!----><div class="theme-hope-content"><!--

​    Licensed to the Apache Software Foundation (ASF) under one
​    or more contributor license agreements.  See the NOTICE file
​    distributed with this work for additional information
​    regarding copyright ownership.  The ASF licenses this file
​    to you under the Apache License, Version 2.0 (the
​    "License"); you may not use this file except in compliance
​    with the License.  You may obtain a copy of the License at
​
​        http://www.apache.org/licenses/LICENSE-2.0
​
​    Unless required by applicable law or agreed to in writing,
​    software distributed under the License is distributed on an
​    "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
​    KIND, either express or implied.  See the License for the
​    specific language governing permissions and limitations
​    under the License.

--><h1 id="data-matching" tabindex="-1"><a class="header-anchor" href="#data-matching" aria-hidden="true">#</a> Data Matching</h1><h2 id="cov" tabindex="-1"><a class="header-anchor" href="#cov" aria-hidden="true">#</a> Cov</h2><h3 id="usage" tabindex="-1"><a class="header-anchor" href="#usage" aria-hidden="true">#</a> Usage</h3><p>This function is used to calculate the population covariance.</p><p><strong>Name:</strong> COV</p><p><strong>Input Series:</strong> Only support two input series. The types are both INT32 / INT64 / FLOAT / DOUBLE.</p><p><strong>Output Series:</strong> Output a single series. The type is DOUBLE. There is only one data point in the series, whose timestamp is 0 and value is the population covariance.</p><p><strong>Note:</strong></p><ul><li>If a row contains missing points, null points or <code>NaN</code>, it will be ignored;</li><li>If all rows are ignored, <code>NaN</code> will be output.</li></ul><h3 id="examples" tabindex="-1"><a class="header-anchor" href="#examples" aria-hidden="true">#</a> Examples</h3><p>Input series:</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>SQL for query:</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>Output series:</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><h2 id="dtw" tabindex="-1"><a class="header-anchor" href="#dtw" aria-hidden="true">#</a> DTW</h2><h3 id="usage-1" tabindex="-1"><a class="header-anchor" href="#usage-1" aria-hidden="true">#</a> Usage</h3><p>This function is used to calculate the DTW distance between two input series.</p><p><strong>Name:</strong> DTW</p><p><strong>Input Series:</strong> Only support two input series. The types are both INT32 / INT64 / FLOAT / DOUBLE.</p><p><strong>Output Series:</strong> Output a single series. The type is DOUBLE. There is only one data point in the series, whose timestamp is 0 and value is the DTW distance.</p><p><strong>Note:</strong></p><ul><li>If a row contains missing points, null points or <code>NaN</code>, it will be ignored;</li><li>If all rows are ignored, <code>0</code> will be output.</li></ul><h3 id="examples-1" tabindex="-1"><a class="header-anchor" href="#examples-1" aria-hidden="true">#</a> Examples</h3><p>Input series:</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>SQL for query:</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>Output series:</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><h2 id="pearson" tabindex="-1"><a class="header-anchor" href="#pearson" aria-hidden="true">#</a> Pearson</h2><h3 id="usage-2" tabindex="-1"><a class="header-anchor" href="#usage-2" aria-hidden="true">#</a> Usage</h3><p>This function is used to calculate the Pearson Correlation Coefficient.</p><p><strong>Name:</strong> PEARSON</p><p><strong>Input Series:</strong> Only support two input series. The types are both INT32 / INT64 / FLOAT / DOUBLE.</p><p><strong>Output Series:</strong> Output a single series. The type is DOUBLE. There is only one data point in the series, whose timestamp is 0 and value is the Pearson Correlation Coefficient.</p><p><strong>Note:</strong></p><ul><li>If a row contains missing points, null points or <code>NaN</code>, it will be ignored;</li><li>If all rows are ignored, <code>NaN</code> will be output.</li></ul><h3 id="examples-2" tabindex="-1"><a class="header-anchor" href="#examples-2" aria-hidden="true">#</a> Examples</h3><p>Input series:</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>SQL for query:</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>Output series:</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><h2 id="ptnsym" tabindex="-1"><a class="header-anchor" href="#ptnsym" aria-hidden="true">#</a> PtnSym</h2><h3 id="usage-3" tabindex="-1"><a class="header-anchor" href="#usage-3" aria-hidden="true">#</a> Usage</h3><p>This function is used to find all symmetric subseries in the input whose degree of symmetry is less than the threshold. The degree of symmetry is calculated by DTW. The smaller the degree, the more symmetrical the series is.</p><p><strong>Name:</strong> PATTERNSYMMETRIC</p><p><strong>Input Series:</strong> Only support a single input series. The type is INT32 / INT64 / FLOAT / DOUBLE</p><p><strong>Parameter:</strong></p><ul><li><code>window</code>: The length of the symmetric subseries. It&#39;s a positive integer and the default value is 10.</li><li><code>threshold</code>: The threshold of the degree of symmetry. It&#39;s non-negative. Only the subseries whose degree of symmetry is below it will be output. By default, all subseries will be output.</li></ul><p><strong>Output Series:</strong> Output a single series. The type is DOUBLE. Each data point in the output series corresponds to a symmetric subseries. The output timestamp is the starting timestamp of the subseries and the output value is the degree of symmetry.</p><h3 id="example" tabindex="-1"><a class="header-anchor" href="#example" aria-hidden="true">#</a> Example</h3><p>Input series:</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>SQL for query:</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>Output series:</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><h2 id="xcorr" tabindex="-1"><a class="header-anchor" href="#xcorr" aria-hidden="true">#</a> XCorr</h2><h3 id="usage-4" tabindex="-1"><a class="header-anchor" href="#usage-4" aria-hidden="true">#</a> Usage</h3><p>This function is used to calculate the cross correlation function of given two time series. For discrete time series, cross correlation is given by</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>which represent the similarities between two series with different index shifts.</p><p><strong>Name:</strong> XCORR</p><p><strong>Input Series:</strong> Only support two input numeric series. The type is INT32 / INT64 / FLOAT / DOUBLE.</p><p><strong>Output Series:</strong> Output a single series with DOUBLE as datatype. There are <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> data points in the series, the center of which represents the cross correlation calculated with pre-aligned series(that is <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> in the formula above), and the previous(or post) values represent those with shifting the latter series forward(or backward otherwise) until the two series are no longer overlapped(not included). In short, the values of output series are given by(index starts from 1)</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>Note:</strong></p><ul><li><code>null</code> and <code>NaN</code> values in the input series will be ignored and treated as 0.</li></ul><h3 id="examples-3" tabindex="-1"><a class="header-anchor" href="#examples-3" aria-hidden="true">#</a> Examples</h3><p>Input series:</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>SQL for query:</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>Output series:</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|
+-----------------------------+---------------------------------------+
</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></div></div><!----><footer class="page-meta"><div class="meta-item edit-link"><a href="https://github.com/apache/iotdb/edit/rel/0.13/docs/UserGuide/UDF-Library/Data-Matching.md" rel="noopener noreferrer" target="_blank" aria-label="Found Error? Edit this page on GitHub" class="nav-link label"><!--[--><svg xmlns="http://www.w3.org/2000/svg" class="icon edit-icon" viewBox="0 0 1024 1024" fill="currentColor" aria-label="edit icon"><path d="M430.818 653.65a60.46 60.46 0 0 1-50.96-93.281l71.69-114.012 7.773-10.365L816.038 80.138A60.46 60.46 0 0 1 859.225 62a60.46 60.46 0 0 1 43.186 18.138l43.186 43.186a60.46 60.46 0 0 1 0 86.373L588.879 565.55l-8.637 8.637-117.466 68.234a60.46 60.46 0 0 1-31.958 11.229z"></path><path d="M728.802 962H252.891A190.883 190.883 0 0 1 62.008 771.98V296.934a190.883 190.883 0 0 1 190.883-192.61h267.754a60.46 60.46 0 0 1 0 120.92H252.891a69.962 69.962 0 0 0-69.098 69.099V771.98a69.962 69.962 0 0 0 69.098 69.098h475.911A69.962 69.962 0 0 0 797.9 771.98V503.363a60.46 60.46 0 1 1 120.922 0V771.98A190.883 190.883 0 0 1 728.802 962z"></path></svg><!--]-->Found Error? Edit this page on GitHub<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">open in new window</span></span><!----></a></div><div class="meta-item git-info"><!----><!----></div></footer><nav class="page-nav"><a href="/UserGuide/V0.13.x/UDF-Library/Anomaly-Detection.html" class="nav-link prev" aria-label="Anomaly Detection"><div class="hint"><span class="arrow start"></span>Prev</div><div class="link"><!---->Anomaly Detection</div></a><a href="/UserGuide/V0.13.x/UDF-Library/Frequency-Domain.html" class="nav-link next" aria-label="Frequency Domain Analysis"><div class="hint">Next<span class="arrow end"></span></div><div class="link">Frequency Domain Analysis<!----></div></a></nav><!----><!----><!--]--></main><!--]--><footer style="padding-bottom:2rem;"><span id="doc-version" style="display:none;">rel/0.13</span><p style="text-align:center;color:#909399;font-size:12px;margin:0 30px;">Copyright © 2023 The Apache Software Foundation.<br> Apache and the Apache feather logo are trademarks of The Apache Software Foundation</p><p style="text-align:center;margin-top:10px;color:#909399;font-size:12px;margin:0 30px;"><strong>Have a question?</strong> Connect with us on QQ, WeChat, or Slack. <a href="https://github.com/apache/iotdb/issues/1995">Join the community</a> now.</p><p style="text-align:center;margin-top:10px;color:#909399;font-size:12px;margin:0 30px;"> We use <a href="https://analytics.google.com">Google Analytics</a> to collect anonymous, aggregated usage information. </p></footer></div><!--]--><!--]--><!----><!--]--></div>
    <script type="module" src="/assets/app-46d36a68.js" defer></script>
  </body>
</html>