project trendlines into future

ddholstadz — Sat, 05 Feb 2011 01:25:05 GMT

Is there a way to make trendline project moving averages into the future?

Re: project trendlines into future

Paolo_Prigione — Mon, 07 Feb 2011 06:20:22 GMT

There actually is no easy way, I fear. You'd need to:

compute the trendline equation to do that (y = m * _time + b) see http://www.tutorvista.com/content/math/geometry/straightlines/two-point-form.php
extend the time field into future
compute the new y over time (the easy part...just an eval)

But.... which is the best window to compute your trendline upon? 5, 20, 30, 1000 events? That totally depends on the case...

Ok, let's move on...here's my approach, in bullet point (I'll use _time as x axis, y as y axis):

You need to compute the best trendline you see fit your data and produce a field "y"
To compute the equation of a line you need 2 (x,y) couples, which you can produce by moving the previous event's y and _time values to the current event. I'll use autoregress and name the two points as (curr_time,curr_y) (prev_time,prev_y)
You do the math and compute slope (m) and y-intercept (b) -> here's your equation!
Now, you said you want the future...so you don't have data for it. You'll have to "gentimes", and then put your slope and intercept into each event.
You compute the predicted value of y
You chart y over time

Here's my try.

| gentimes start=01/01/11 end=02/28/11 increment=6h 
| eval jf=1 
| join jf [

Get a time span and prepare to join the m and b values to all the results:

search <you search and computation of y here>
| autoregress y as prev_y  
| autoregress _time as prev_time 
| rename y as curr_y 
| eval curr_time=_time 
| head 1

Head 1 gets the latest event only, which now has data for the 2 points the prediction line will pass through. Now I'll do the math

| eval m=(curr_y - prev_y)/(curr_time - prev_time) 
| eval b=(prev_y * curr_time - curr_y * prev_time) / (curr_time - prev_time) 
| eval jf=1 
| fields + m b jf
]

I now have a single result with three fields only, jf (join field) is just for the join operation.

| eval y= m*starttime + b
| eval _time=starttime
| chart values(y) over _time

Your predicted y value for the future.

Re: project trendlines into future

Lowell — Tue, 08 Feb 2011 02:09:00 GMT

Wow, that's pretty intense. Looks like this may be a good candidate for a macro; I'd hate to have to retype that several times. 😉 Nice work.

Re: project trendlines into future

Paolo_Prigione — Tue, 08 Feb 2011 06:09:40 GMT

It felt like secondary school, solving line equations...just funnier. Thanks Lowell, much appreciated!

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