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Windowing operator
Contributor II
Hello,
I run the "Windowing" operator on a fake 10-day pricing TS. Why it is coming 2 windows shorter (the most recent 2 are missing)?
Thanks,
Ivan
Input:
Output:
Process:
I run the "Windowing" operator on a fake 10-day pricing TS. Why it is coming 2 windows shorter (the most recent 2 are missing)?
Thanks,
Ivan
Input:
Output:
Process:
<?xml version="1.0" encoding="UTF-8"?><process version="9.8.001">
<context>
<input/>
<output/>
<macros/>
</context>
<operator activated="true" class="process" compatibility="9.8.001" expanded="true" name="Process">
<parameter key="logverbosity" value="init"/>
<parameter key="random_seed" value="2001"/>
<parameter key="send_mail" value="never"/>
<parameter key="notification_email" value=""/>
<parameter key="process_duration_for_mail" value="30"/>
<parameter key="encoding" value="SYSTEM"/>
<process expanded="true">
<operator activated="true" class="read_csv" compatibility="9.8.001" expanded="true" height="68" name="Read CSV" width="90" x="45" y="34">
<parameter key="csv_file" value="C:\Users\IVANO\Dropbox\iCourses\Fnce4425\Data\Lec09-window10.csv"/>
<parameter key="column_separators" value=","/>
<parameter key="trim_lines" value="false"/>
<parameter key="use_quotes" value="true"/>
<parameter key="quotes_character" value="""/>
<parameter key="escape_character" value="\"/>
<parameter key="skip_comments" value="true"/>
<parameter key="comment_characters" value="#"/>
<parameter key="starting_row" value="1"/>
<parameter key="parse_numbers" value="true"/>
<parameter key="decimal_character" value="."/>
<parameter key="grouped_digits" value="false"/>
<parameter key="grouping_character" value=","/>
<parameter key="infinity_representation" value=""/>
<parameter key="date_format" value="MM/dd/yyyy"/>
<parameter key="first_row_as_names" value="true"/>
<list key="annotations"/>
<parameter key="time_zone" value="SYSTEM"/>
<parameter key="locale" value="English (United States)"/>
<parameter key="encoding" value="windows-1252"/>
<parameter key="read_all_values_as_polynominal" value="false"/>
<list key="data_set_meta_data_information">
<parameter key="0" value="Date.true.date.attribute"/>
<parameter key="1" value="Price.true.integer.attribute"/>
</list>
<parameter key="read_not_matching_values_as_missings" value="false"/>
<parameter key="datamanagement" value="double_array"/>
<parameter key="data_management" value="auto"/>
</operator>
<operator activated="true" class="time_series:windowing" compatibility="9.8.001" expanded="true" height="82" name="Windowing" width="90" x="179" y="34">
<parameter key="attribute_filter_type" value="all"/>
<parameter key="attribute" value=""/>
<parameter key="attributes" value=""/>
<parameter key="use_except_expression" value="false"/>
<parameter key="value_type" value="attribute_value"/>
<parameter key="use_value_type_exception" value="false"/>
<parameter key="except_value_type" value="time"/>
<parameter key="block_type" value="attribute_block"/>
<parameter key="use_block_type_exception" value="false"/>
<parameter key="except_block_type" value="value_matrix_row_start"/>
<parameter key="invert_selection" value="false"/>
<parameter key="include_special_attributes" value="false"/>
<parameter key="has_indices" value="false"/>
<parameter key="indices_attribute" value="Date"/>
<parameter key="expert_settings" value="false"/>
<parameter key="unit" value="time based"/>
<parameter key="windows_defined" value="from start"/>
<parameter key="custom_start_point" value="5"/>
<parameter key="custom_end_point" value="100"/>
<parameter key="window_size" value="20"/>
<parameter key="custom_start_time" value="2000-01-01 00:00:00"/>
<parameter key="custom_end_time" value="2030-01-01 00:00:00"/>
<parameter key="date_format" value="yyyy-MM-dd HH:mm:ss"/>
<parameter key="window_size_time" value="3.Days"/>
<parameter key="windows_stop_definition" value="from next window start"/>
<parameter key="window_start_attribute" value=""/>
<parameter key="window_stop_attribute" value=""/>
<parameter key="no_overlapping_windows" value="false"/>
<parameter key="step_size" value="1"/>
<parameter key="step_size_time" value="1.Days"/>
<parameter key="create_horizon_(labels)" value="true"/>
<parameter key="horizon_attribute" value="Price"/>
<parameter key="horizon_size" value="1"/>
<parameter key="horizon_offset" value="0"/>
<parameter key="horizon_size_time" value="1.Days"/>
<parameter key="horizon_offset_time" value="0.Minutes"/>
<parameter key="horizon_start_attribute" value=""/>
<parameter key="horizon_stop_attribute" value=""/>
<parameter key="empty_window_handling" value="add empty exampleset"/>
</operator>
<connect from_op="Read CSV" from_port="output" to_op="Windowing" to_port="example set"/>
<connect from_op="Windowing" from_port="windowed example set" to_port="result 1"/>
<connect from_op="Windowing" from_port="original" to_port="result 2"/>
<portSpacing port="source_input 1" spacing="0"/>
<portSpacing port="sink_result 1" spacing="0"/>
<portSpacing port="sink_result 2" spacing="0"/>
<portSpacing port="sink_result 3" spacing="0"/>
</process>
</operator>
</process>
Data:
Data:
Date,Price
1/1/2018,11
1/2/2018,12
1/3/2018,13
1/4/2018,14
1/5/2018,15
1/6/2018,16
1/7/2018,17
1/8/2018,18
1/9/2018,19
1/10/2018,20
Tagged:
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