EXAMPLE - Rolling Functions

This example describes how to use rolling computational functions.

Functions:

Item	Description
ROLLINGSUM Function	Computes the rolling sum of values forward or backward of the current row within the specified column.
ROLLINGAVERAGE Function	Computes the rolling average of values forward or backward of the current row within the specified column.
ROWNUMBER Function	Generates a new column containing the row number as sorted by the `order` parameter and optionally grouped by the `group` parameter.

Also:

Item	Description
MONTH Function	Derives the month integer value from a Datetime value. Source value can be a a reference to a column containing Datetime values or a literal.
FLOOR Function	Computes the largest integer that is not more than the input value. Input can be an Integer, a Decimal, a column reference, or an expression.
ROWNUMBER Function	Generates a new column containing the row number as sorted by the `order` parameter and optionally grouped by the `group` parameter.

The following dataset contains sales data over the final quarter of the year.

Source:

Date	Sales
10/2/16	200
10/9/16	500
10/16/16	350
10/23/16	400
10/30/16	190
11/6/16	550
11/13/16	610
11/20/16	480
11/27/16	660
12/4/16	690
12/11/16	810
12/18/16	950
12/25/16	1020
1/1/17	680

Transformation:

First, you want to maintain the row information as a separate column. Since data is ordered already by the Date column, you can use the following:

Transformation Name	`Window`
Parameter: Formulas	ROWNUMBER()
Parameter: Order by	Date

Rename this column to rowId for week of quarter.

Now, you want to extract month and week information from the Date values. Deriving the month value:

Transformation Name	`New formula`
Parameter: Formula type	Single row formula
Parameter: Formula	MONTH(Date)
Parameter: New column name	'Month'

Deriving the quarter value:

Transformation Name	`New formula`
Parameter: Formula type	Single row formula
Parameter: Formula	(1 + FLOOR(((month-1)/3)))
Parameter: New column name	'QTR'

Deriving the week-of-quarter value:

Transformation Name	`Window`
Parameter: Formulas	ROWNUMBER()
Parameter: Group by	QTR
Parameter: Order by	Date

Rename this column WOQ (week of quarter).

Deriving the week-of-month value:

Transformation Name	`Window`
Parameter: Formulas	ROWNUMBER()
Parameter: Group by	Month
Parameter: Order by	Date

Rename this column WOM (week of month).

Now, you perform your rolling computations. Compute the running total of sales using the following:

Transformation Name	`Window`
Parameter: Formulas	ROLLINGSUM(Sales, -1, 0)
Parameter: Group by	QTR
Parameter: Order by	Date

The -1 parameter is used in the above computation to gather the rolling sum of all rows of data from the current one to the first one. Note that the use of the QTR column for grouping, which moves the value for the 01/01/2017 into its own computational bucket. This may or may not be preferred.

Rename this column QTD (quarter to-date). Now, generate a similar column to compute the rolling average of weekly sales for the quarter:

Transformation Name	`Window`
Parameter: Formulas	ROUND(ROLLINGAVERAGE(Sales, -1, 0))
Parameter: Group by	QTR
Parameter: Order by	Date

Since the ROLLINGAVERAGE function can compute fractional values, it is wrapped in the ROUND function for neatness. Rename this column avgWeekByQuarter.

Results:

When the unnecessary columns are dropped and some reordering is applied, your dataset should look like the following:

Date	WOQ	Sales	QTD	avgWeekByQuarter
10/2/16	1	200	200	200
10/9/16	2	500	700	350
10/16/16	3	350	1050	350
10/23/16	4	400	1450	363
10/30/16	5	190	1640	328
11/6/16	6	550	2190	365
11/13/16	7	610	2800	400
11/20/16	8	480	3280	410
11/27/16	9	660	3940	438
12/4/16	10	690	4630	463
12/11/16	11	810	5440	495
12/18/16	12	950	6390	533
12/25/16	13	1020	7410	570
1/1/17	1	680	680	680

In this section:

EXAMPLE - Rolling Functions

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