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$linearFill (aggregation)

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  • Definition
  • Syntax
  • Behavior
  • Examples
  • Restrictions
$linearFill

New in version 5.3.

Fills null and missing fields in a window using linear interpolation based on surrounding field values.

$linearFill is only available in the $setWindowFields stage.

The $linearFill expression has this syntax:

{ $linearFill: <expression> }

For more information on expressions, see Expression Operators.

$linearFill fills null and missing fields using linear interpolation based on surrounding non-null field values. The surrounding field values are determined by the sort order specified in $setWindowFields.

  • $linearFill fills null and missing values proportionally spanning the value range between surrounding non-null values. To determine the values for missing fields, $linearFill uses:

    • The difference of surrounding non-null values.

    • The number of null fields to fill between the surrounding values.

  • $linearFill can fill multiple consecutive null values if those values are preceded and followed by non-null values according to the sort order specified in $setWindowFields.

    Example

    If a collection contains these documents:

    { index: 0, value: 0 },
    { index: 1, value: null },
    { index: 2, value: null },
    { index: 3, value: null },
    { index: 4, value: 10 }

    After using $linearFill to fill the null values, the documents become:

    { index: 0, value: 0 },
    { index: 1, value: 2.5 },
    { index: 2, value: 5 },
    { index: 3, value: 7.5 },
    { index: 4, value: 10 }

    For a complete example, see Examples.

  • null values that are not preceded and followed by non-null values remain null.

To fill missing field values using linear interpolation, you can use:

The examples on this page use a stock collection that contains tracks a single company's stock price at hourly intervals:

db.stock.insertMany( [
{
time: ISODate("2021-03-08T09:00:00.000Z"),
price: 500
},
{
time: ISODate("2021-03-08T10:00:00.000Z"),
},
{
time: ISODate("2021-03-08T11:00:00.000Z"),
price: 515
},
{
time: ISODate("2021-03-08T12:00:00.000Z")
},
{
time: ISODate("2021-03-08T13:00:00.000Z")
},
{
time: ISODate("2021-03-08T14:00:00.000Z"),
price: 485
}
] )

The price field is missing for some of the documents in the collection.

To populate the missing price values using linear interpolation, use $linearFill inside of a $setWindowFields stage:

db.stock.aggregate( [
{
$setWindowFields:
{
sortBy: { time: 1 },
output:
{
price: { $linearFill: "$price" }
}
}
}
] )

In the example:

  • sortBy: { time: 1 } sorts the documents by the time field in ascending order, from earliest to latest.

  • output specifies:

    • price as the field for which to fill in missing values.

    • { $linearFill: "$price" } as the value for the missing field. $linearFill fills missing price values using linear interpolation based on the surrounding price values in the sequence.

Example output:

[
{
_id: ObjectId("620ad555394d47411658b5ef"),
time: ISODate("2021-03-08T09:00:00.000Z"),
price: 500
},
{
_id: ObjectId("620ad555394d47411658b5f0"),
time: ISODate("2021-03-08T10:00:00.000Z"),
price: 507.5
},
{
_id: ObjectId("620ad555394d47411658b5f1"),
time: ISODate("2021-03-08T11:00:00.000Z"),
price: 515
},
{
_id: ObjectId("620ad555394d47411658b5f2"),
time: ISODate("2021-03-08T12:00:00.000Z"),
price: 505
},
{
_id: ObjectId("620ad555394d47411658b5f3"),
time: ISODate("2021-03-08T13:00:00.000Z"),
price: 495
},
{
_id: ObjectId("620ad555394d47411658b5f4"),
time: ISODate("2021-03-08T14:00:00.000Z"),
price: 485
}
]

When you use the $setWindowFields stage to fill missing values, you can set values for a different field than the field you fill from. As a result, you can use multiple fill methods in a single $setWindowFields stage and output the results in distinct fields.

The following pipeline populates missing price fields using linear interpolation and the last-observation-carried-forward method:

db.stock.aggregate( [
{
$setWindowFields:
{
sortBy: { time: 1 },
output:
{
linearFillPrice: { $linearFill: "$price" },
locfPrice: { $locf: "$price" }
}
}
}
] )

In the example:

  • sortBy: { time: 1 } sorts the documents by the time field in ascending order, from earliest to latest.

  • output specifies:

    • linearFillPrice as a target field to be filled.

      • { $linearFill: "$price" } is the value for the linearFillPrice field. $linearFill fills missing price values using linear interpolation based on the surrounding price values in the sequence.

    • locfPrice as a target field to be filled.

      • { $locf: "$price" } is the value for the locfPrice field. locf stands for last observation carried forward. $locf fills missing price values with the value from the previous document in the sequence.

Example output:

[
{
_id: ObjectId("620ad555394d47411658b5ef"),
time: ISODate("2021-03-08T09:00:00.000Z"),
price: 500,
linearFillPrice: 500,
locfPrice: 500
},
{
_id: ObjectId("620ad555394d47411658b5f0"),
time: ISODate("2021-03-08T10:00:00.000Z"),
linearFillPrice: 507.5,
locfPrice: 500
},
{
_id: ObjectId("620ad555394d47411658b5f1"),
time: ISODate("2021-03-08T11:00:00.000Z"),
price: 515,
linearFillPrice: 515,
locfPrice: 515
},
{
_id: ObjectId("620ad555394d47411658b5f2"),
time: ISODate("2021-03-08T12:00:00.000Z"),
linearFillPrice: 505,
locfPrice: 515
},
{
_id: ObjectId("620ad555394d47411658b5f3"),
time: ISODate("2021-03-08T13:00:00.000Z"),
linearFillPrice: 495,
locfPrice: 515
},
{
_id: ObjectId("620ad555394d47411658b5f4"),
time: ISODate("2021-03-08T14:00:00.000Z"),
price: 485,
linearFillPrice: 485,
locfPrice: 485
}
]

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