移動平均與移動總和

PostgreSQL 統計摘要與視窗函式

Michel Semaan

Moving averages

總覽

移動平均（MA）：最近 n 期的平均
- 例：銷售中的 10 日 MA 為最近 10 天售出數量的平均
- 用於指示動能／趨勢
- 也能消除季節性影響
移動總和：最近 n 期的總和
- 例：最近 3 屆奧運的獎牌總數
- 用於衡量表現；若總和下降，整體表現在下滑

來源資料表

查詢

SELECT
  Year, COUNT(*) AS Medals
FROM Summer_Medals
WHERE
  Country = 'USA'
  AND Medal = 'Gold'
  AND Year >= 1980
GROUP BY Year
ORDER BY Year ASC;

結果

| Year | Medals |
|------|--------|
| 1984 | 168    |
| 1988 | 77     |
| 1992 | 89     |
| 1996 | 160    |
| 2000 | 130    |
| 2004 | 116    |
| 2008 | 125    |
| 2012 | 147    |

移動平均

查詢

WITH US_Medals AS (...)

SELECT
  Year, Medals,
  AVG(Medals) OVER
    (ORDER BY Year ASC
     ROWS BETWEEN
     2 PRECEDING AND CURRENT ROW) AS Medals_MA
FROM US_Medals
ORDER BY Year ASC;

結果

| Year | Medals | Medals_MA |
|------|--------|-----------|
| 1984 | 168    | 168.00    |
| 1988 | 77     | 122.50    |
| 1992 | 89     | 111.33    |
| 1996 | 160    | 108.67    |
| 2000 | 130    | 126.33    |
| 2004 | 116    | 135.33    |
| 2008 | 125    | 123.67    |
| 2012 | 147    | 129.33    |

移動總和

查詢

WITH US_Medals AS (...)

SELECT
  Year, Medals,
  SUM(Medals) OVER
    (ORDER BY Year ASC
     ROWS BETWEEN
     2 PRECEDING AND CURRENT ROW) AS Medals_MT
FROM US_Medals
ORDER BY Year ASC;

結果

| Year | Medals | Medals_MT |
|------|--------|-----------|
| 1984 | 168    | 168       |
| 1988 | 77     | 245       |
| 1992 | 89     | 334       |
| 1996 | 160    | 326       |
| 2000 | 130    | 379       |
| 2004 | 116    | 406       |
| 2008 | 125    | 371       |
| 2012 | 147    | 388       |

ROWS vs RANGE

RANGE BETWEEN [START] AND [FINISH]
- 功能與 ROWS BETWEEN 幾乎相同
- RANGE 會將 OVER 的 ORDER BY 子句中的重複值視為同一群組

資料表

| Year | Medals | Rows_RT | Range_RT |
|------|--------|---------|----------|
| 1992 | 10     | 10      | 10       |
| 1996 | 50     | 60      | 110      |
| 2000 | 50     | 110     | 110      |
| 2004 | 60     | 170     | 230      |
| 2008 | 60     | 230     | 230      |
| 2012 | 70     | 300     | 300      |

幾乎一律以 ROWS BETWEEN 取代 RANGE BETWEEN

一起來練習吧！

PostgreSQL 統計摘要與視窗函式