What's New in Formula

New Functions

downsample()

This creates a downsampled version of a signal that is the average of the samples in the gridded period. It is designed to work in conjunction with use cases where high-fidelity results are less important than speed. Since speed of calculations is often affected by sample density, this can be an effective way to reduce density before doing more advanced calculations. Unlike resample(), it won’t upsample or interpolate an outlier.

stddevBoundary()

A very common use case is to create a boundary value signal that is the average plus a multiplier of the standard deviation over some period. This new function can be used to create that result in a single pass. It is more concise and twice as fast to write:

$series.aggregate(stddevBoundary($multiplier), $capsules, durationKey())

Previously, you would have to compose it explicitly:

$average = $series.aggregate(average(), $capsules, durationKey())
$stddev = $series.aggregate(stddev(), $capsules, durationKey())
$multiplier = 3

$average + $multiplier * $stddev