series_fit_poly_fl()series_fit_poly_fl()

series_fit_poly_fl() 函数对序列应用多项式回归。The function series_fit_poly_fl() applies a polynomial regression on a series. 此函数获取包含多个序列（动态数值阵列）的表，并使用多项式回归为每个序列生成拟合效果最佳的高阶多项式。This function takes a table containing multiple series (dynamic numerical arrays) and generates the best fit high-order polynomial for each series using polynomial regression. 此函数针对序列范围返回多项式系数和内插多项式。This function returns both the polynomial coefficients and the interpolated polynomial over the range of the series.

备注

使用本机函数 series_fit_poly()。Use the native function series_fit_poly(). 下面的函数仅供参考。The function below is for reference only.

备注

语法Syntax

T | invoke series_fit_poly_fl(y_series, y_fit_series, fit_coeff, degree, [x_series, x_istime])T | invoke series_fit_poly_fl(y_series, y_fit_series, fit_coeff, degree, [x_series, x_istime])

参数Arguments

  • y_series：包含因变量的输入表列的名称。y_series: The name of the input table column containing the dependent variable. 即，要拟合的序列。That is, the series to fit.
  • y_fit_series：存储最佳拟合序列的列的名称。y_fit_series: The name of the column to store the best fit series.
  • fit_coeff：存储最佳拟合多项式系数的列的名称。fit_coeff: The name of the column to store the best fit polynomial coefficients.
  • degree：要拟合的多项式所需的阶。degree: The required order of the polynomial to fit. 例如，1 用于线性回归，2 用于二次回归，等等。For example, 1 for linear regression, 2 for quadratic regression, and so on.
  • x_series：包含自变量（即 x 轴或时间轴）的列的名称。x_series: The name of the column containing the independent variable, that is, the x or time axis. 此参数为可选，只有间距不均匀的序列才需要。This parameter is optional, and is needed only for unevenly spaced series. 默认值为空字符串，因为对于间距均匀的序列的回归，x 是冗余的。The default value is an empty string, as x is redundant for the regression of an evenly-spaced series.
  • x_istime：此布尔参数为可选。x_istime: This boolean parameter is optional. 仅当指定了 x_series 并且它是 datetime 的向量时，才需要此参数。This parameter is needed only if x_series is specified and it's a vector of datetime.

使用情况Usage

series_fit_poly_fl() 是用户定义的表格函数，需使用 invoke 运算符进行应用。series_fit_poly_fl() is a user-defined function tabular function, to be applied using the invoke operator. 可以在查询中嵌入该函数的代码，或者在数据库中安装该函数。You can either embed its code in your query, or install it in your database. 用法选项有两种：临时使用和永久使用。There are two usage options: ad hoc and persistent usage. 有关示例，请参阅下面的选项卡。See the below tabs for examples.

如果是临时使用，请使用 let 语句嵌入该函数的代码。For ad hoc usage, embed its code using let statement. 不需要权限。No permission is required.

let series_fit_poly_fl=(tbl:(*), y_series:string, y_fit_series:string, fit_coeff:string, degree:int, x_series:string='', x_istime:bool=False)
{
    let kwargs = pack('y_series', y_series, 'y_fit_series', y_fit_series, 'fit_coeff', fit_coeff, 'degree', degree, 'x_series', x_series, 'x_istime', x_istime);
    let code=
        '\n'
        'y_series = kargs["y_series"]\n'
        'y_fit_series = kargs["y_fit_series"]\n'
        'fit_coeff = kargs["fit_coeff"]\n'
        'degree = kargs["degree"]\n'
        'x_series = kargs["x_series"]\n'
        'x_istime = kargs["x_istime"]\n'
        '\n'
        'def fit(ts_row, x_col, y_col, deg):\n'
        '    y = ts_row[y_col]\n'
        '    if x_col == "": # If there is no x column creates sequential range [1, len(y)]\n'
        '       x = np.arange(len(y)) + 1\n'
        '    else: # if x column exists check whether its a time column. If so, normalize it to the [1, len(y)] range, else take it as is.\n'
        '       if x_istime: \n'
        '           x = pd.to_numeric(pd.to_datetime(ts_row[x_col]))\n'
        '           x = x - x.min()\n'
        '           x = x / x.max()\n'
        '           x = x * (len(x) - 1) + 1\n'
        '       else:\n'
        '           x = ts_row[x_col]\n'
        '    coeff = np.polyfit(x, y, deg)\n'
        '    p = np.poly1d(coeff)\n'
        '    z = p(x)\n'
        '    return z, coeff\n'
        '\n'
        'result = df\n'
        'if len(df):\n'
        '   result[[y_fit_series, fit_coeff]] = df.apply(fit, axis=1, args=(x_series, y_series, degree,), result_type="expand")\n'
    ;
    tbl
     | evaluate python(typeof(*), code, kwargs)
};
//
// Fit fifth order polynomial to a regular (evenly spaced) time series, created with make-series
//
let max_t = datetime(2016-09-03);
demo_make_series1
| make-series num=count() on TimeStamp from max_t-1d to max_t step 5m by OsVer
| extend fnum = dynamic(null), coeff=dynamic(null), fnum1 = dynamic(null), coeff1=dynamic(null)
| invoke series_fit_poly_fl('num', 'fnum', 'coeff', 5)
| render timechart with(ycolumns=num, fnum)

此图显示拟合到有规律的时序的第 5 阶多项式

其他示例Additional examples

以下示例假定已安装该函数：The following examples assume the function is already installed:

  1. 测试不规律（间距不均匀）的时序Test irregular (unevenly spaced) time series

    let max_t = datetime(2016-09-03);
demo_make_series1
| where TimeStamp between ((max_t-2d)..max_t)
| summarize num=count() by bin(TimeStamp, 5m), OsVer
| order by TimeStamp asc
| where hourofday(TimeStamp) % 6 != 0   //  delete every 6th hour to create unevenly spaced time series
| summarize TimeStamp=make_list(TimeStamp), num=make_list(num) by OsVer
| extend fnum = dynamic(null), coeff=dynamic(null)
| invoke series_fit_poly_fl('num', 'fnum', 'coeff', 8, 'TimeStamp', True)
| render timechart with(ycolumns=num, fnum)

    此图显示了拟合到不规律时序的第 8 阶多项式

  2. x 轴和 y 轴上有干扰信息的第 5 阶多项式Fifth order polynomial with noise on x & y axes

    range x from 1 to 200 step 1
| project x = rand()*5 - 2.3
| extend y = pow(x, 5)-8*pow(x, 3)+10*x+6
| extend y = y + (rand() - 0.5)*0.5*y
| summarize x=make_list(x), y=make_list(y)
| extend y_fit = dynamic(null), coeff=dynamic(null)
| invoke series_fit_poly_fl('y', 'y_fit', 'coeff', 5, 'x')
|fork (project-away coeff) (project coeff | mv-expand coeff)
| render linechart

    x 轴和 y 轴上有干扰信息的第 5 阶多项式的拟合的图形

    有干扰信息的第 5 阶多项式的拟合的系数