Adi Eldar shows off a few new functions:
Azure Data Explorer (ADX) supports time series aggregation at scale, either by the summarize operator that keeps the aggregated data in tabular format or by the make-series operator that transforms it to a set of dynamic arrays. There are multiple aggregation functions, out of them avg() is one of the most popular. ADX calculates it by grouping the samples into fixed time bins and applying simple average of all samples inside each time bin, regardless of their specific location inside the bin. This is the standard time bin aggregation as done by SQL and other databases. However, there are scenarios where simple average doesn’t accurately represent the time bin value. For example, IoT devices sending data commonly emits metric values in an asynchronous way, only upon change, to conserve bandwidth. In that case we need to calculate Time Weighted Average (TWA), taking into consideration the exact timestamp and duration of each value inside the time bin. ADX doesn’t have native aggregation functions to calculate time weighted average, still we have just added few User Defined Functions, part of the Functions Library, supporting it:
Digging into how the weighted averages work, they’re pretty interesting.
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