Moving Average Example

The moving average is one of the simplest and most commonly used signal filters. Every output point is the arithmetic mean of the last N samples. The @(1, N) operator in RetractorDB creates exactly this kind of window: for every new measurement, the last N values are available.

Source data

Let’s assume a temperature stream measured every second. The file temp.txt contains successive readings:

$ seq 10 5 60 > temp.txt

10
15
20
25
30
35
40
45
50
55
60

The RQL query

The file avg.rql:

DECLARE temp INTEGER \
STREAM sensor, 1 \
FILE 'temp.txt'

SELECT * \
STREAM window5 \
FROM sensor@(1,5)

SELECT window5[0]+window5[1]+window5[2]+window5[3]+window5[4] \
STREAM sumRow \
FROM window5

SELECT sumRow[0]/5 \
STREAM avg5 \
FROM sumRow

What each query does

1. sensor@(1,5) — creates a sliding 5-element window. Every window5 record contains the 5 most recent temperature readings. Output interval: 1s / 1 × 1 = 1s (hop=1, W=1 field).
2. Sum of the five fields — a classic SELECT over the fields window5[0]..window5[4].
3. Dividing the sum by 5 — the result is the moving average.

Running it

$ xretractor avg.rql &
$ xqry -s avg5

Example output (the window fills up after the first 5 samples):

30
35
40
45
50

The value 30 corresponds to the average of the first full window: (10+15+20+25+30)/5 = 20… note — RetractorDB does not show partial windows, so the first result to appear corresponds to the moment the window is fully saturated with data.

Verifying the query plan

$ xretractor -c avg.rql -f -p -d > out.dot && dot -Tsvg out.dot -o out.svg

In the generated plan you can see the chain: sensor → window5 → sumRow → avg5. The key node is sensor@(1,5) — from a single-element stream arriving every second, a five-element stream is produced, continuously sliding.

The relationship between window parameters and delay

The moving average introduces a delay of half the window length. For a window of N=5, the delay is 2 samples (2 seconds). Increasing the window:

• reduces noise (more smoothing),
• increases the delay,
• does not change the output interval (with a fixed hop k=1).

Changing the hop with a fixed window:

sensor@(5,5)   -- tumbling: a result every 5 seconds, no overlap
sensor@(1,5)   -- sliding:  a result every second, full overlap
sensor@(3,5)   -- partial overlap: a result every 3 seconds

NOTE: The functionality described here is covered by the tests: agse1, agse2, agse3, Pattern6, described in the appendix Integration Tests.