使用 LAG() 與 LEAD()

SQL Server 的時間序列分析

Maham Faisal Khan

Senior Data Science Content Developer

LAG() 視窗函式

SELECT
    dsr.CustomerID,
    dsr.MonthStartDate,
    LAG(dsr.NumberOfVisits) OVER (PARTITION BY dsr.CustomerID ORDER BY dsr.MonthStartDate) AS Prior,
    dsr.NumberOfVisits
FROM dbo.DaySpaRollup dsr;

CustomerID	MonthStartDate	Prior	NumberOfVisits
1	2018-12-01	NULL	49
1	2019-01-01	49	117
1	2019-02-01	117	104

LEAD() 視窗函式

SELECT
    dsr.CustomerID,
    dsr.MonthStartDate,
    dsr.NumberOfVisits,
    LEAD(dsr.NumberOfVisits) OVER (PARTITION BY dsr.CustomerID ORDER BY dsr.MonthStartDate) AS Next
FROM dbo.DaySpaRollup dsr;

CustomerID	MonthStartDate	NumberOfVisits	Next
1	2018-12-01	49	117
1	2019-01-01	117	104
1	2019-02-01	104	108

指定往回的列數

SELECT
   dsr.CustomerID,
   dsr.MonthStartDate,
   LAG(dsr.NumberOfVisits, 2) OVER (PARTITION BY dsr.CustomerID ORDER BY dsr.MonthStartDate) AS Prior2,
   LAG(dsr.NumberOfVisits, 1) OVER (PARTITION BY dsr.CustomerID ORDER BY dsr.MonthStartDate) AS Prior1,
   dsr.NumberOfVisits
FROM dbo.DaySpaRollup dsr;

CustomerID	MonthStartDate	Prior2	Prior	NumberOfVisits
1	2018-12-01	NULL	NULL	49
1	2019-01-01	NULL	49	117
1	2019-02-01	49	117	104

視窗、篩選與過濾

SELECT
    Date,
    LAG(Val, 1) OVER(ORDER BY DATE) AS PriorVal,
    Val
FROM t;

Date	PriorVal	Val
2019-01-01	NULL	3
2019-01-02	3	6
2019-01-03	6	4

SELECT
    Date,
    LAG(Val, 1) OVER(ORDER BY DATE) AS PriorVal,
    Val
FROM t
WHERE
    t.Date > '2019-01-02';

Date	PriorVal	Val
2019-01-03	NULL	4

視窗、過濾與 CTE

WITH records AS (
  SELECT
      Date,
      LAG(Val, 1) OVER(ORDER BY Date) AS PriorVal,
      Val
  FROM t
)
SELECT
    r.Date,
    r.PriorVal,
    r.Val
FROM records r
WHERE
    r.Date > '2019-01-02';

Date	PriorVal	Val
2019-01-03	6	4

一起來練習吧！

SQL Server 的時間序列分析