Rolling slope and y-intercept

[Chung-Kan Huang]

Hi,

 

I wonder if there is an easy / simple way to compute the rolling slope and y-intercept for time series data with in Spotfire.

My data have following columns

date well d1 d2

Provide that d2 = m * d1 + a and I would like to add columns for 'm' and 'a' for each well using the data points from 'M' previous dates.

Size of date and well would be around a few thousands for each.

I can write scripts to perform all the calculation I need outside of the Spotfire but I am curious if anything always avialable for me inside the Spotfire would allow me to do this more efficiently.

Please let me know if you are any suggestions for the problem or I am not being clear enough.

 

Thanks,

 

Kan

[James Watts]

Assuming [M] is an integer document property, something along the lines of this might be what you are after:

Slope/gradient over last M points:

[slope] = ([D2] -Sum([D2]) over (Intersect([Well],Previous([D1],${M}))) ) /

[D1] -Sum([D1]) over (Intersect([Well],Previous([D1],${M})))

Then you could calculate the value of [A] as

[A] = [D2] - ([D1] * [slope])