Média móvel

Análise de Séries Temporais no PostgreSQL

Jasmin Ludolf

Content Developer, DataCamp

O que é uma média móvel?

janela deslizante

Médias móveis

Defina quais linhas entram na média
Usando a cláusula ROWS BETWEEN
UNBOUNDED PRECEDING AND CURRENT ROW: considera todas as linhas anteriores até a atual

SELECT 
id,
views,
AVG(views) OVER(
    PARTITION BY id
    ORDER BY ts
    ROWS BETWEEN
    UNBOUNDED PRECEDING AND CURRENT ROW)
    AS running_avg_views
FROM dc_news_fact;

Calcular uma média móvel

Calcule a média móvel de cinco linhas:
- ROWS BETWEEN 4 PRECEDING AND CURRENT ROW

(1) Linha anterior

(2) Linha anterior

(3) Linha anterior

(4) Linha anterior

(5) Linha atual

Calcular uma média móvel

SELECT
    id,
    ts,
    views,

    AVG(views) OVER (

      ORDER BY ts

      ROWS BETWEEN 4 PRECEDING AND CURRENT ROW) AS moving_average_five

FROM dc_news_fact;

Calcular uma média móvel: resultado

|   id|                 ts|views|moving_average_five|
|-----|-------------------|-----|-------------------|
|12121|2015-12-27 17:14:16| null|               null|
|12121|2015-12-27 17:34:16|   23|  23.00000000000000|
|12121|2015-12-27 17:54:16|   10|  16.50000000000000|
|12121|2015-12-27 18:14:16|    8|  13.66666666666666|
|12121|2015-12-27 18:34:16|    4|  11.25000000000000|
|12121|2015-12-27 18:54:16|    7|  10.40000000000000|
|12121|2015-12-27 19:14:16|    0| 5.8000000000000000|
...

Calcular média móvel sem a linha atual

ROWS BETWEEN 5 PRECEDING AND 1 PRECEDING

SELECT
    stock_symbol,
    day,
    daily_avg,
    AVG(daily_avg) OVER(
        PARTITION BY stock_symbol
        ORDER BY day
        ROWS BETWEEN 5 PRECEDING AND 1 PRECEDING
        ) AS avg_prev_five
FROM daily_stock_averages
ORDER BY stock_symbol, day;

Vamos praticar!

Análise de Séries Temporais no PostgreSQL