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Sampling Observations — Trailing Mean Series + Base-100 Series
x402
Sampling Observations — Trailing Mean Series + Base-100 Series is a paid API for AI agents from market.datapackvibe.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-15).
Computes two analytical reports — a trailing mean time series and a base-100 indexed series — from user-supplied sampling observation rows (sample_value, sample_weight) with up to 200 rows.
Price / call$0.01
Success—
StatusUnknown
How this service works
Sampling observations — Trailing mean series + Base-100 series: Trailing mean series + Base-100 series for supplied sampling observations records (sample_value, sample_weight). Up to 200 rows; 2 independent reports using shared local analytical engines. No live lookup, prediction, professional assessment or external action. 0.01 USDC includes 2 supplied-data reports for up to 200 rows.
Output
Returns two analytical reports for the supplied rows: (1) a trailing mean series showing rolling averages over the specified window, and (2) a base-100 indexed series anchored at the specified base_index row — both computed locally on the supplied data without any external lookups.
Example use cases
Smoothing weekly sales sample data
“I have 120 rows of weekly sales sample observations with dates and weights — run a trailing mean with a window of 4 and a base-100 series starting at index 0 on the sample_value field so I can see smoothed trends and relative growth.”
Normalizing sensor readings to baseline
“I've got 80 sensor readings as sampling observations with dates — can you compute a 5-period trailing mean and a base-100 normalized series anchored to the first reading so I can compare each reading to the baseline?”
Comparing survey response groups over time
“I have 150 survey response records split across two dataset groups with sample values and weights — please run both a trailing mean with window size 3 and a base-100 index from row 0 on the sample_value field to see group trends side by side.”
Technical details
Endpoint
POSThttps://market.datapackvibe.com/x402/assistant-ib26-analytics-15-147?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need two complementary time series analytics — rolling mean smoothing and base-100 normalization — applied to your own supplied observation data in a single call. Ideal for offline/batch analytical use cases where you already have the data and need fast, local computation without external data fetches, predictions, or professional assessments. Prefer this over single-report endpoints when both smoothing and indexing are needed simultaneously to save cost.
Side effects
- Fewer than 1 or more than 200 rows supplied — validation error
- window size larger than the number of rows causing insufficient data for trailing mean
- base_index out of bounds (>=200 or >= number of rows) causing indexing error
- date fields not matching YYYY-MM-DD pattern — schema validation failure
- sample_value or sample_weight values exceeding ±1,000,000,000,000 boundary
- missing required fields (row_id, dataset_group, date, sample_value, sample_weight) per row
- Payment not completed via x402 protocol — endpoint returns 402
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rows | array | |
| field | string | |
| window | integer | |
| base_index | integer |
Tags
x402
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