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changed method name, updated pocketfft repo reference

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This commit is contained in:
Bhavna Jindal 2023-11-07 11:56:34 -08:00
parent 62d69946eb
commit ad99cb902f
7 changed files with 36 additions and 28 deletions
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2
.gitmodules vendored
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@ -356,4 +356,4 @@
url = https://github.com/aklomp/base64.git url = https://github.com/aklomp/base64.git
[submodule "contrib/pocketfft"] [submodule "contrib/pocketfft"]
path = contrib/pocketfft path = contrib/pocketfft
url = https://gitlab.mpcdf.mpg.de/mtr/pocketfft.git url = https://github.com/mreineck/pocketfft.git

2
contrib/pocketfft vendored

@ -1 +1 @@
Subproject commit 128707fc745348d9dae5f1e37cd289aa31571dce Subproject commit 9efd4da52cf8d28d14531d14e43ad9d913807546

14
docs/en/sql-reference/functions/time-series-functions.md
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@ -1,21 +1,23 @@
--- ---
slug: /en/sql-reference/functions/time-series-functions slug: /en/sql-reference/functions/time-series-functions
sidebar_position: 140 sidebar_position: 172
sidebar_label: Time Series sidebar_label: Time Series
--- ---
# Time Series Functions # Time Series Functions
Below functions are used for time series anlaysis. Below functions are used for time series analysis.
## seriesPeriodDetect ## seriesPeriodDetectFFT
Finds the period of the given time series data Finds the period of the given time series data using FFT
Detect Period in time series data using FFT.
FFT - Fast Fourier transform (https://en.wikipedia.org/wiki/Fast_Fourier_transform)
**Syntax** **Syntax**
``` sql ``` sql
seriesPeriodDetect(series); seriesPeriodDetectFFT(series);
``` ```
**Arguments** **Arguments**
@ -33,7 +35,7 @@ Type: [Float64](../../sql-reference/data-types/float.md).
Query: Query:
``` sql ``` sql
SELECT seriesPeriodDetect([1,4,6,1,4,6,1,4,6,1,4,6]) AS print_0; SELECT seriesPeriodDetectFFT([1, 4, 6, 1, 4, 6, 1, 4, 6, 1, 4, 6, 1, 4, 6, 1, 4, 6, 1, 4, 6]) AS print_0;
``` ```
Result: Result:

4
src/CMakeLists.txt
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@ -435,7 +435,9 @@ dbms_target_link_libraries(PRIVATE ch_contrib::zstd)
target_link_libraries (clickhouse_common_io PUBLIC ch_contrib::zstd) target_link_libraries (clickhouse_common_io PUBLIC ch_contrib::zstd)
target_link_libraries (clickhouse_common_io PUBLIC ch_contrib::xz) target_link_libraries (clickhouse_common_io PUBLIC ch_contrib::xz)
target_link_libraries(clickhouse_common_io PUBLIC ch_contrib::pocketfft) if (TARGET ch_contrib::pocketfft)
target_link_libraries(clickhouse_common_io PUBLIC ch_contrib::pocketfft)
endif ()
if (TARGET ch_contrib::icu) if (TARGET ch_contrib::icu)
dbms_target_link_libraries (PRIVATE ch_contrib::icu) dbms_target_link_libraries (PRIVATE ch_contrib::icu)

1
src/Functions/CMakeLists.txt
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@ -43,7 +43,6 @@ list (APPEND PRIVATE_LIBS
boost::filesystem boost::filesystem
divide_impl divide_impl
ch_contrib::xxHash ch_contrib::xxHash
ch_contrib::pocketfft
) )
if (TARGET ch_rust::blake3) if (TARGET ch_rust::blake3)

23
src/Functions/seriesPeriodDetect.cpp → src/Functions/seriesPeriodDetectFFT.cpp
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@ -1,9 +1,15 @@
#ifdef __clang__
#pragma clang diagnostic push #pragma clang diagnostic push
#pragma clang diagnostic ignored "-Wshadow" #pragma clang diagnostic ignored "-Wshadow"
#pragma clang diagnostic ignored "-Wextra-semi-stmt" #pragma clang diagnostic ignored "-Wextra-semi-stmt"
#pragma clang diagnostic ignored "-Wzero-as-null-pointer-constant" #pragma clang diagnostic ignored "-Wzero-as-null-pointer-constant"
#endif
#include "pocketfft_hdronly.h" #include "pocketfft_hdronly.h"
#ifdef __clang__
#pragma clang diagnostic pop #pragma clang diagnostic pop
#endif
#include <cmath> #include <cmath>
#include <Columns/ColumnArray.h> #include <Columns/ColumnArray.h>
@ -28,19 +34,17 @@ extern const int ILLEGAL_COLUMN;
* 4. Inverse of the dominant frequency component is the period. * 4. Inverse of the dominant frequency component is the period.
*/ */
class FunctionSeriesPeriodDetect : public IFunction class FunctionSeriesPeriodDetectFFT : public IFunction
{ {
public: public:
static constexpr auto name = "seriesPeriodDetect"; static constexpr auto name = "seriesPeriodDetectFFT";
static FunctionPtr create(ContextPtr) { return std::make_shared<FunctionSeriesPeriodDetect>(); } static FunctionPtr create(ContextPtr) { return std::make_shared<FunctionSeriesPeriodDetectFFT>(); }
std::string getName() const override { return name; } std::string getName() const override { return name; }
size_t getNumberOfArguments() const override { return 1; } size_t getNumberOfArguments() const override { return 1; }
bool isVariadic() const override { return false; }
bool useDefaultImplementationForConstants() const override { return true; } bool useDefaultImplementationForConstants() const override { return true; }
bool isSuitableForShortCircuitArgumentsExecution(const DataTypesWithConstInfo & /*arguments*/) const override { return true; } bool isSuitableForShortCircuitArgumentsExecution(const DataTypesWithConstInfo & /*arguments*/) const override { return true; }
@ -86,14 +90,15 @@ public:
size_t len = src_vec.size(); size_t len = src_vec.size();
if (len < 4) if (len < 4)
throw Exception(ErrorCodes::BAD_ARGUMENTS, "Atleast four data points are needed for function {}", getName()); throw Exception(ErrorCodes::BAD_ARGUMENTS, "At least four data points are needed for function {}", getName());
std::vector<Float64> src(src_vec.begin(), src_vec.end()); std::vector<Float64> src(src_vec.begin(), src_vec.end());
std::vector<std::complex<double>> out((len / 2) + 1); std::vector<std::complex<double>> out((len / 2) + 1);
pocketfft::shape_t shape{static_cast<size_t>(len)}; pocketfft::shape_t shape{len};
pocketfft::shape_t axes; pocketfft::shape_t axes;
axes.reserve(shape.size());
for (size_t i = 0; i < shape.size(); ++i) for (size_t i = 0; i < shape.size(); ++i)
axes.push_back(i); axes.push_back(i);
@ -128,8 +133,8 @@ public:
} }
}; };
REGISTER_FUNCTION(SeriesPeriodDetect) REGISTER_FUNCTION(SeriesPeriodDetectFFT)
{ {
factory.registerFunction<FunctionSeriesPeriodDetect>(); factory.registerFunction<FunctionSeriesPeriodDetectFFT>();
} }
} }

18
tests/queries/0_stateless/02813_series_period_detect.sql
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@ -1,9 +1,9 @@
SELECT seriesPeriodDetect([139, 87, 110, 68, 54, 50, 51, 53, 133, 86, 141, 97, 156, 94, 149, 95, 140, 77, 61, 50, 54, 47, 133, 72, 152, 94, 148, 105, 162, 101, 160, 87, 63, 53, 55, 54, 151, 103, 189, 108, 183, 113, 175, 113, 178, 90, 71, 62, 62, 65, 165, 109, 181, 115, 182, 121, 178, 114, 170]); SELECT seriesPeriodDetectFFT([139, 87, 110, 68, 54, 50, 51, 53, 133, 86, 141, 97, 156, 94, 149, 95, 140, 77, 61, 50, 54, 47, 133, 72, 152, 94, 148, 105, 162, 101, 160, 87, 63, 53, 55, 54, 151, 103, 189, 108, 183, 113, 175, 113, 178, 90, 71, 62, 62, 65, 165, 109, 181, 115, 182, 121, 178, 114, 170]);
SELECT seriesPeriodDetect([10,20,30,10,20,30,10,20,30, 10,20,30,10,20,30,10,20,30,10,20,30]); SELECT seriesPeriodDetectFFT([10,20,30,10,20,30,10,20,30, 10,20,30,10,20,30,10,20,30,10,20,30]);
SELECT seriesPeriodDetect([10.1, 20.45, 40.34, 10.1, 20.45, 40.34,10.1, 20.45, 40.34,10.1, 20.45, 40.34,10.1, 20.45, 40.34,10.1, 20.45, 40.34,10.1, 20.45, 40.34, 10.1, 20.45, 40.34]); SELECT seriesPeriodDetectFFT([10.1, 20.45, 40.34, 10.1, 20.45, 40.34,10.1, 20.45, 40.34,10.1, 20.45, 40.34,10.1, 20.45, 40.34,10.1, 20.45, 40.34,10.1, 20.45, 40.34, 10.1, 20.45, 40.34]);
SELECT seriesPeriodDetect([10.1, 10, 400, 10.1, 10, 400, 10.1, 10, 400,10.1, 10, 400,10.1, 10, 400,10.1, 10, 400,10.1, 10, 400,10.1, 10, 400]); SELECT seriesPeriodDetectFFT([10.1, 10, 400, 10.1, 10, 400, 10.1, 10, 400,10.1, 10, 400,10.1, 10, 400,10.1, 10, 400,10.1, 10, 400,10.1, 10, 400]);
SELECT seriesPeriodDetect([1,2,3]); -- { serverError BAD_ARGUMENTS} SELECT seriesPeriodDetectFFT([1,2,3]); -- { serverError BAD_ARGUMENTS}
SELECT seriesPeriodDetect(); --{ serverError NUMBER_OF_ARGUMENTS_DOESNT_MATCH} SELECT seriesPeriodDetectFFT(); --{ serverError NUMBER_OF_ARGUMENTS_DOESNT_MATCH}
SELECT seriesPeriodDetect([]); -- { serverError ILLEGAL_COLUMN} SELECT seriesPeriodDetectFFT([]); -- { serverError ILLEGAL_COLUMN}
SELECT seriesPeriodDetect([NULL, NULL, NULL]); -- { serverError ILLEGAL_COLUMN} SELECT seriesPeriodDetectFFT([NULL, NULL, NULL]); -- { serverError ILLEGAL_COLUMN}
SELECT seriesPeriodDetect([10,20,30,10,202,30,NULL]); -- { serverError ILLEGAL_COLUMN } SELECT seriesPeriodDetectFFT([10,20,30,10,202,30,NULL]); -- { serverError ILLEGAL_COLUMN }