Snowflake Inc.

Carsten Stann

Boyu Wang

Garrett Frere

Pradeep Dorairaj

Mengjia Xia

The subject technology receives first data. The subject technology transforms first data to a wide format, the wide format comprising a second table. The subject technology splits a set of rows into a set of shards of rows. The subject technology, for each shard from the set of shards, sends a particular user defined table function (UDTF), including a particular shard of rows, to a different execution node to perform a set of operations for determining a rolling correlation over a window size. The subject technology provides a set of output values of each particular UDTF corresponding to each shard from the set of shards in a second UDTF. The subject technology sends the second UDTF to a particular execution node to perform an aggregate operation. The subject technology receives a value of the rolling correlation from the particular execution node based on the aggregate operation.

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Warsaw, Poland

Carsten Stann