Forum Discussion
Grouped Rolling Average
- 5 years ago
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. - 5 years ago
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
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.
- pbix15 years agoResolver 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