Created
February 28, 2016 08:26
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rolling mean rolling stddev 21 variables
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// PARTITION BY id ORDER BY cykle ROWS BETWEEN 2 PRECEDING AND 2 FOLLOWING (5) | |
val w = Window.partitionBy("id").orderBy("cykle").rowsBetween(-2, 2) | |
//def getcols(id:String):Seq[Column] = Seq(mean($"s"+id).over(w).as("a"+id) sqrt( sum(pow($"s"+id - mean($"s"+id).over(w),2)).over(w) / 5).as("sd"+id)) | |
val x = df.select('*, | |
mean($"s1").over(w).as("a1"), | |
sqrt( sum(pow($"s1" - mean($"s1").over(w),2)).over(w) / 5).as("sd1"), | |
mean($"s2").over(w).as("a2"), | |
sqrt( sum(pow($"s2" - mean($"s2").over(w),2)).over(w) / 5).as("sd2"), | |
mean($"s3").over(w).as("a3"), | |
sqrt( sum(pow($"s3" - mean($"s3").over(w),2)).over(w) / 5).as("sd3"), | |
mean($"s4").over(w).as("a4"), | |
sqrt( sum(pow($"s4" - mean($"s4").over(w),2)).over(w) / 5).as("sd4"), | |
mean($"s5").over(w).as("a5"), | |
sqrt( sum(pow($"s5" - mean($"s5").over(w),2)).over(w) / 5).as("sd5"), | |
mean($"s6").over(w).as("a6"), | |
sqrt( sum(pow($"s6" - mean($"s6").over(w),2)).over(w) / 5).as("sd6"), | |
mean($"s7").over(w).as("a7"), | |
sqrt( sum(pow($"s7" - mean($"s7").over(w),2)).over(w) / 5).as("sd7"), | |
mean($"s8").over(w).as("a8"), | |
sqrt( sum(pow($"s8" - mean($"s8").over(w),2)).over(w) / 5).as("sd8"), | |
mean($"s9").over(w).as("a9"), | |
sqrt( sum(pow($"s9" - mean($"s9").over(w),2)).over(w) / 5).as("sd9"), | |
mean($"s10").over(w).as("a10"), | |
sqrt( sum(pow($"s10" - mean($"s10").over(w),2)).over(w) / 5).as("sd10"), | |
mean($"s11").over(w).as("a11"), | |
sqrt( sum(pow($"s11" - mean($"s11").over(w),2)).over(w) / 5).as("sd11"), | |
mean($"s12").over(w).as("a12"), | |
sqrt( sum(pow($"s12" - mean($"s12").over(w),2)).over(w) / 5).as("sd12"), | |
mean($"s13").over(w).as("a13"), | |
sqrt( sum(pow($"s13" - mean($"s13").over(w),2)).over(w) / 5).as("sd13"), | |
mean($"s14").over(w).as("a14"), | |
sqrt( sum(pow($"s14" - mean($"s14").over(w),2)).over(w) / 5).as("sd14"), | |
mean($"s15").over(w).as("a15"), | |
sqrt( sum(pow($"s15" - mean($"s15").over(w),2)).over(w) / 5).as("sd15"), | |
mean($"s16").over(w).as("a16"), | |
sqrt( sum(pow($"s16" - mean($"s16").over(w),2)).over(w) / 5).as("sd16"), | |
mean($"s17").over(w).as("a17"), | |
sqrt( sum(pow($"s17" - mean($"s17").over(w),2)).over(w) / 5).as("sd17"), | |
mean($"s18").over(w).as("a18"), | |
sqrt( sum(pow($"s18" - mean($"s18").over(w),2)).over(w) / 5).as("sd18"), | |
mean($"s19").over(w).as("a19"), | |
sqrt( sum(pow($"s19" - mean($"s19").over(w),2)).over(w) / 5).as("sd19"), | |
mean($"s20").over(w).as("a20"), | |
sqrt( sum(pow($"s20" - mean($"s20").over(w),2)).over(w) / 5).as("sd20"), | |
mean($"s21").over(w).as("a21"), | |
sqrt( sum(pow($"s21" - mean($"s21").over(w),2)).over(w) / 5).as("sd21") | |
) |
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