Forum Discussion
Grouped Rolling Average
Hi
I have the following m code to create a grouped running average:
try
let Group=[Route_DU_Key], Row=[Index] in
List.Average(Table.SelectRows(#"Added Index", each [Index]<=Row and [Route_DU_Key]=Group)[Counter])
otherwise 0
And the following m code to create a 13 period rolling average:
try List.Average(List.Range(#"Added Index"[Counter],([Index]-13),13)) otherwise 0
I want to create a grouped, 13 period rolling average, but am going round and round and keep getting errors when I try to combine them. Can anyone help with this? Thanks.
Hi pbix1
This M code creates a rolling average based on the sample data you supplied. It does not need an Index column to work.
It will work with any number of 'Keys'.
You can download a sample PBIX file here
let GRAList = (values as list, grouping as list) as list => let TheList = List.Generate ( ()=> [ GRT = values{0}, GRA = values{0}, i = 0, j = 1 ], each [i] < List.Count(values), each try if grouping{[i]} = grouping{[i] + 1} then [GRT = [GRT] + values{[i]+1} , GRA = GRT/j, i = [i] + 1, j = [j] + 1] else [GRT = values{[i]+1} , GRA = GRT/j, i = [i] + 1, j = 1] otherwise [i = [i] + 1], each [GRA] ) in TheList, Source = Table.FromRows(Json.Document(Binary.Decompress(Binary.FromText("i45WCsovLUlVMDBU0lECYyMgYaAUq4MiAxI0A2JLdAljILYAYnNkCZBqEyg2QJcwBVkCMssQQwoqCiSMlWJjAQ==", BinaryEncoding.Base64), Compression.Deflate)), let _t = ((type nullable text) meta [Serialized.Text = true]) in type table [Key = _t, Index = _t, Counter = _t, MAA = _t]), #"Changed Type" = Table.TransformColumnTypes(Source,{{"Index", Int64.Type}, {"Counter", Int64.Type}, {"MAA", Int64.Type}}), BufferedValues = List.Buffer(#"Changed Type"[Counter]), BufferedGrouping = List.Buffer(#"Changed Type"[Key]), GroupedRunningAverage = Table.FromList(GRAList(BufferedValues, BufferedGrouping), Splitter.SplitByNothing(), {"GRA"}, null, ExtraValues.Error), Columns = List.Combine({Table.ToColumns(#"Changed Type"),Table.ToColumns(GroupedRunningAverage)}), #"Converted to Table" = Table.FromColumns(Columns,List.Combine({Table.ColumnNames(#"Changed Type"),{"Rolling Avg"}})), #"Reordered Columns" = Table.ReorderColumns(#"Converted to Table",{"Key", "Index", "Counter", "Rolling Avg", "MAA"}) in #"Reordered Columns"Regards
Phil
If I answered your question please mark my post as the solution.
If my answer helped solve your problem, give it a kudos by clicking on the Thumbs Up.Hi. Thanks for all the responses. Phil, I tried your method but I could only see how it worked for a rolling average which I had already had a method for. I was after a rolling average by group. I found this method, which after a bit of adapting, worked for what I needed. Link below in case it helps anyone else:
https://stackoverflow.com/questions/55337952/power-query-m-language-50-day-moving-average
Finally! found a solution. First, apply Index by product see this post for further details Then index again without criteria (index all rows) Then, apply below code
= Table.AddColumn(#"Previous Step", "Volume SMA(50)", each if [Index_byProduct] >= 50 then List.Average(List.Range(#"Previous Step"[Volume], ([Index_All]-50),50)) else 0),
For large dataset, Table.Buffer function is recommended after index-expand step to improve PQ calculation speed
7 Replies
- PhilipTreacySuper User
Hi pbix1
This M code creates a rolling average based on the sample data you supplied. It does not need an Index column to work.
It will work with any number of 'Keys'.
You can download a sample PBIX file here
let GRAList = (values as list, grouping as list) as list => let TheList = List.Generate ( ()=> [ GRT = values{0}, GRA = values{0}, i = 0, j = 1 ], each [i] < List.Count(values), each try if grouping{[i]} = grouping{[i] + 1} then [GRT = [GRT] + values{[i]+1} , GRA = GRT/j, i = [i] + 1, j = [j] + 1] else [GRT = values{[i]+1} , GRA = GRT/j, i = [i] + 1, j = 1] otherwise [i = [i] + 1], each [GRA] ) in TheList, Source = Table.FromRows(Json.Document(Binary.Decompress(Binary.FromText("i45WCsovLUlVMDBU0lECYyMgYaAUq4MiAxI0A2JLdAljILYAYnNkCZBqEyg2QJcwBVkCMssQQwoqCiSMlWJjAQ==", BinaryEncoding.Base64), Compression.Deflate)), let _t = ((type nullable text) meta [Serialized.Text = true]) in type table [Key = _t, Index = _t, Counter = _t, MAA = _t]), #"Changed Type" = Table.TransformColumnTypes(Source,{{"Index", Int64.Type}, {"Counter", Int64.Type}, {"MAA", Int64.Type}}), BufferedValues = List.Buffer(#"Changed Type"[Counter]), BufferedGrouping = List.Buffer(#"Changed Type"[Key]), GroupedRunningAverage = Table.FromList(GRAList(BufferedValues, BufferedGrouping), Splitter.SplitByNothing(), {"GRA"}, null, ExtraValues.Error), Columns = List.Combine({Table.ToColumns(#"Changed Type"),Table.ToColumns(GroupedRunningAverage)}), #"Converted to Table" = Table.FromColumns(Columns,List.Combine({Table.ColumnNames(#"Changed Type"),{"Rolling Avg"}})), #"Reordered Columns" = Table.ReorderColumns(#"Converted to Table",{"Key", "Index", "Counter", "Rolling Avg", "MAA"}) in #"Reordered Columns"Regards
Phil
If I answered your question please mark my post as the solution.
If my answer helped solve your problem, give it a kudos by clicking on the Thumbs Up.- pbix1Resolver II
Hi. Thanks for all the responses. Phil, I tried your method but I could only see how it worked for a rolling average which I had already had a method for. I was after a rolling average by group. I found this method, which after a bit of adapting, worked for what I needed. Link below in case it helps anyone else:
https://stackoverflow.com/questions/55337952/power-query-m-language-50-day-moving-average
Finally! found a solution. First, apply Index by product see this post for further details Then index again without criteria (index all rows) Then, apply below code
= Table.AddColumn(#"Previous Step", "Volume SMA(50)", each if [Index_byProduct] >= 50 then List.Average(List.Range(#"Previous Step"[Volume], ([Index_All]-50),50)) else 0),
For large dataset, Table.Buffer function is recommended after index-expand step to improve PQ calculation speed
- MariuszCommunity Champion
- pbix1Resolver II
Hi Mariusz
I'm trying to create a moving average that resets at each change of 'Key'. Where it produces an error because there are not enough periods to create it, this can show as zero. I have based this on a 2 period rolling average but would like the flexibility to change the number of periods.
Key Index Counter MAA
Route 01 1 12 0
Route 01 2 6 9
Route 01 3 8 7
Route 02 4 4 0
Route 02 5 16 10
Route 02 6 10 13Does this help? Many thanks.
Neil
- mahoneypatMicrosoft Employee
Here is a column expression that gets your desired results (although it does not give zero for the first value of a Key).
MAA =
VAR thisindex = Counter[Index]
VAR lasttwoindex =
TOPN (
2,
CALCULATETABLE (
VALUES ( Counter[Index] ),
ALLEXCEPT (
Counter,
Counter[Key]
),
Counter[Index] <= thisindex
),
Counter[Index], DESC
)
RETURN
CALCULATE (
AVERAGE ( Counter[Counter] ),
ALLEXCEPT (
Counter,
Counter[Key]
),
lasttwoindex
)Regards,
Pat