SQL均线(SQL moving average)

如何创建SQL中的移动平均线？

当前表：

Date             Clicks 
2012-05-01       2,230
2012-05-02       3,150
2012-05-03       5,520
2012-05-04       1,330
2012-05-05       2,260
2012-05-06       3,540
2012-05-07       2,330

所需的表或输出：

Date             Clicks    3 day Moving Average
2012-05-01       2,230
2012-05-02       3,150
2012-05-03       5,520          4,360
2012-05-04       1,330          3,330
2012-05-05       2,260          3,120
2012-05-06       3,540          3,320
2012-05-07       2,330          3,010

Answer 1:

要做到这一点的方法之一是几次参加在同一个表。

select
 (Current.Clicks 
  + isnull(P1.Clicks, 0)
  + isnull(P2.Clicks, 0)
  + isnull(P3.Clicks, 0)) / 4 as MovingAvg3
from
 MyTable as Current
 left join MyTable as P1 on P1.Date = DateAdd(day, -1, Current.Date)
 left join MyTable as P2 on P2.Date = DateAdd(day, -2, Current.Date)
 left join MyTable as P3 on P3.Date = DateAdd(day, -3, Current.Date)

调整ON-条款的使用DateAdd组件匹配你是否希望你的移动平均线从严格过去，通现在还是天前通过天提前。

• 这很好地工作在您需要在只有几个数据点的移动平均线的情况。
• 这不是为比几个数据点更移动平均的最佳解决方案。

Answer 2:

这是一种常绿乔·塞科的问题。 我忽略了这DBMS平台使用。 但在任何情况下，乔能够超过10年前的回答与标准SQL。

乔·塞科 SQL困惑和解答引文：“这最后一次更新的尝试表明，我们可以使用谓词来构造查询，这将使我们的移动平均”

SELECT S1.sample_time, AVG(S2.load) AS avg_prev_hour_load
FROM Samples AS S1, Samples AS S2
WHERE S2.sample_time
BETWEEN (S1.sample_time - INTERVAL 1 HOUR)
AND S1.sample_time
GROUP BY S1.sample_time;

是额外的列或查询方法更好？ 查询是技术上更好，因为更新的方法将非规范化的数据库。 然而，如果被记录的历史数据不会改变，并计算移动平均线是昂贵的，你可以考虑使用列方法。

MS SQL实施例：

CREATE TABLE #TestDW
( Date1 datetime,
  LoadValue Numeric(13,6)
);

INSERT INTO #TestDW VALUES('2012-06-09' , '3.540' );
INSERT INTO #TestDW VALUES('2012-06-08' , '2.260' );
INSERT INTO #TestDW VALUES('2012-06-07' , '1.330' );
INSERT INTO #TestDW VALUES('2012-06-06' , '5.520' );
INSERT INTO #TestDW VALUES('2012-06-05' , '3.150' );
INSERT INTO #TestDW VALUES('2012-06-04' , '2.230' );

SQL查询的难题：

SELECT S1.date1,  AVG(S2.LoadValue) AS avg_prev_3_days
FROM #TestDW AS S1, #TestDW AS S2
WHERE S2.date1
    BETWEEN DATEADD(d, -2, S1.date1 )
    AND S1.date1
GROUP BY S1.date1
order by 1;

Answer 3:

select t2.date, round(sum(ct.clicks)/3) as avg_clicks
from
(select date from clickstable) as t2,
(select date, clicks from clickstable) as ct
where datediff(t2.date, ct.date) between 0 and 2
group by t2.date

例如这里 。

很明显，你可以切换到任何你所需要的时间间隔。 你也可以使用count（），而不是一个神奇的数字，使其更容易改变，但也会慢下来。

Answer 4:

select *
        , (select avg(c2.clicks) from #clicks_table c2 
            where c2.date between dateadd(dd, -2, c1.date) and c1.date) mov_avg
from #clicks_table c1

Answer 5:

使用不同的连接谓词：

SELECT current.date
       ,avg(periods.clicks)
FROM current left outer join current as periods
       ON current.date BETWEEN dateadd(d,-2, periods.date) AND periods.date
GROUP BY current.date HAVING COUNT(*) >= 3

该声明其将防止任何未经日期至少N值被返回。

Answer 6:

假定x是要被平均的值和xDate是日期值：

选择平均（X）从myTable的WHERE xDate BETWEEN DATEADD（d，-2，xDate）和xDate

Answer 7:

为滚动平均值通用模板的大型数据集以及扩展

WITH moving_avg AS (
  SELECT 0 AS [lag] UNION ALL
  SELECT 1 AS [lag] UNION ALL
  SELECT 2 AS [lag] UNION ALL
  SELECT 3 AS [lag] --ETC
)
SELECT
  DATEADD(day,[lag],[date]) AS [reference_date],
  [otherkey1],[otherkey2],[otherkey3],
  AVG([value1]) AS [avg_value1],
  AVG([value2]) AS [avg_value2]
FROM [data_table]
CROSS JOIN moving_avg
GROUP BY [otherkey1],[otherkey2],[otherkey3],DATEADD(day,[lag],[date])
ORDER BY [otherkey1],[otherkey2],[otherkey3],[reference_date];

而对于加权移动平均值：

WITH weighted_avg AS (
  SELECT 0 AS [lag], 1.0 AS [weight] UNION ALL
  SELECT 1 AS [lag], 0.6 AS [weight] UNION ALL
  SELECT 2 AS [lag], 0.3 AS [weight] UNION ALL
  SELECT 3 AS [lag], 0.1 AS [weight] --ETC
)
SELECT
  DATEADD(day,[lag],[date]) AS [reference_date],
  [otherkey1],[otherkey2],[otherkey3],
  AVG([value1] * [weight]) / AVG([weight]) AS [wavg_value1],
  AVG([value2] * [weight]) / AVG([weight]) AS [wavg_value2]
FROM [data_table]
CROSS JOIN weighted_avg
GROUP BY [otherkey1],[otherkey2],[otherkey3],DATEADD(day,[lag],[date])
ORDER BY [otherkey1],[otherkey2],[otherkey3],[reference_date];

Answer 8:

为此目的，我想创建一个辅助/维日期表像

create table date_dim(date date, date_1 date, dates_2 date, dates_3 dates ...)

而date是关键， date_1这一天， date_2包含此一天，前一天; date_3 ...

然后，你可以做等于加入蜂巢。

使用类似的看法：

select date, date               from date_dim
union all
select date, date_add(date, -1) from date_dim
union all
select date, date_add(date, -2) from date_dim
union all
select date, date_add(date, -3) from date_dim

Answer 9:

注意：这不是一个答案 ，但迭戈Scaravaggi的答案的增强的代码示例。 我张贴作为答案的评论部分是不够的。 请注意，我有参数为美化版移动aveage的时期。

declare @p int = 3
declare @t table(d int, bal float)
insert into @t values
(1,94),
(2,99),
(3,76),
(4,74),
(5,48),
(6,55),
(7,90),
(8,77),
(9,16),
(10,19),
(11,66),
(12,47)

select a.d, avg(b.bal)
from
       @t a
       left join @t b on b.d between a.d-(@p-1) and a.d
group by a.d

Answer 10:

--@p1 is period of moving average, @01 is offset

declare @p1 as int
declare @o1 as int
set @p1 = 5;
set @o1 = 3;

with np as(
select *, rank() over(partition by cmdty, tenor order by markdt) as r
from p_prices p1
where
1=1 
)
, x1 as (
select s1.*, avg(s2.val) as avgval from np s1
inner join np s2 
on s1.cmdty = s2.cmdty and s1.tenor = s2.tenor
and s2.r between s1.r - (@p1 - 1) - (@o1) and s1.r - (@o1)
group by s1.cmdty, s1.tenor, s1.markdt, s1.val, s1.r
)

Answer 11:

我不知道您预期的结果（输出）显示了典型的“简单移动（滚动）平均” 3天。 因为，例如，根据定义，第一个三数字的得出：

ThreeDaysMovingAverage = (2.230 + 3.150 + 5.520) / 3 = 3.6333333

但你期望4.360和它的混乱。

不过，我建议如下解决方案，它使用窗口函数AVG 。 这种方法更有效（清晰和资源密集程度较低），比SELF-JOIN在其他的答案介绍（我很惊讶，没有人给一个更好的解决方案）。

-- Oracle-SQL dialect 
with
  data_table as (
     select date '2012-05-01' AS dt, 2.230 AS clicks from dual union all
     select date '2012-05-02' AS dt, 3.150 AS clicks from dual union all
     select date '2012-05-03' AS dt, 5.520 AS clicks from dual union all
     select date '2012-05-04' AS dt, 1.330 AS clicks from dual union all
     select date '2012-05-05' AS dt, 2.260 AS clicks from dual union all
     select date '2012-05-06' AS dt, 3.540 AS clicks from dual union all
     select date '2012-05-07' AS dt, 2.330 AS clicks from dual  
  ),
  param as (select 3 days from dual)
select
   dt     AS "Date",
   clicks AS "Clicks",

   case when rownum >= p.days then 
       avg(clicks) over (order by dt
                          rows between p.days - 1 preceding and current row)
   end    
          AS "3 day Moving Average"
from data_table t, param p;

您将看到AVG是包裹着case when rownum >= p.days then迫使NULL S IN第一行，其中“3.天移动平均线”是没有意义的。

Answer 12:

在蜂巢，也许你可以试试

select date, clicks, avg(clicks) over (order by date rows between 2 preceding and current row) as moving_avg from clicktable;

Answer 13:

我们可以将乔·塞科的“脏”左外连接方法（如上迭戈Scaravaggi引用）来回答这个问题，因为它是问。

declare @ClicksTable table  ([Date] date, Clicks int)
insert into @ClicksTable
    select '2012-05-01', 2230 union all
    select '2012-05-02', 3150 union all
    select '2012-05-03', 5520 union all
    select '2012-05-04', 1330 union all
    select '2012-05-05', 2260 union all
    select '2012-05-06', 3540 union all
    select '2012-05-07', 2330

这个查询：

SELECT
    T1.[Date],
    T1.Clicks,
    -- AVG ignores NULL values so we have to explicitly NULLify
    -- the days when we don't have a full 3-day sample
    CASE WHEN count(T2.[Date]) < 3 THEN NULL
        ELSE AVG(T2.Clicks) 
    END AS [3-Day Moving Average] 
FROM @ClicksTable T1
LEFT OUTER JOIN @ClicksTable T2
    ON T2.[Date] BETWEEN DATEADD(d, -2, T1.[Date]) AND T1.[Date]
GROUP BY T1.[Date]

生成所需的输出：

Date             Clicks    3-Day Moving Average
2012-05-01       2,230
2012-05-02       3,150
2012-05-03       5,520          4,360
2012-05-04       1,330          3,330
2012-05-05       2,260          3,120
2012-05-06       3,540          3,320
2012-05-07       2,330          3,010

文章来源: SQL moving average