Align multiple series to the same interval with interpolation, fix #1211

This commit is contained in:
Alexander Zobnin
2021-08-24 14:01:01 +03:00
parent 425a6910aa
commit ee5223f0ab
2 changed files with 67 additions and 1 deletions

View File

@@ -80,3 +80,64 @@ func (ts TimeSeries) DetectInterval() time.Duration {
midIndex := int(math.Floor(float64(len(deltas)) * 0.5))
return time.Duration(deltas[midIndex]) * time.Millisecond
}
// AlignSeriesIntervals aligns series to the same time interval
func AlignSeriesIntervals(series []*TimeSeriesData) []*TimeSeriesData {
if len(series) == 0 {
return series
}
minInterval := *series[0].Meta.Interval
for _, s := range series {
if *s.Meta.Interval < minInterval {
minInterval = *s.Meta.Interval
}
}
// 0 interval means series is not aligned, so it's tricky to align multiple series
if minInterval == 0 {
return series
}
for _, s := range series {
if s.Len() < 2 || *s.Meta.Interval == minInterval {
continue
}
s.TS = s.TS.Interpolate(minInterval)
}
return series
}
func (ts TimeSeries) Interpolate(interval time.Duration) TimeSeries {
if interval <= 0 || ts.Len() < 2 {
return ts
}
alignedTs := NewTimeSeries()
var frameTs = ts[0].Time
var pointFrameTs time.Time
var point TimePoint
var nextPoint TimePoint
for i := 0; i < ts.Len()-1; i++ {
point = ts[i]
nextPoint = ts[i+1]
pointFrameTs = point.Time
if point.Value != nil && nextPoint.Value != nil {
frameTs = pointFrameTs.Add(interval)
for frameTs.Before(nextPoint.Time) {
pointValue := linearInterpolation(frameTs, point, nextPoint)
alignedTs = append(alignedTs, TimePoint{Time: frameTs, Value: &pointValue})
frameTs = frameTs.Add(interval)
}
}
alignedTs = append(alignedTs, TimePoint{Time: pointFrameTs, Value: point.Value})
frameTs = frameTs.Add(interval)
}
return alignedTs
}