移動平均

PostgreSQL 的時間序列分析

Jasmin Ludolf

Content Developer, DataCamp

什麼是移動平均？

移動視窗

移動平均

指定要平均的列
使用 ROWS BETWEEN 子句
UNBOUNDED PRECENDING AND CURRENT ROW：從當前列往前看所有列

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;

計算移動平均

計算 5 列的移動平均：
- ROWS BETWEEN 4 PRECEDING AND CURRENT ROW

(1) 前一列

(2) 前一列

(3) 前一列

(4) 前一列

(5) 當前列

計算移動平均

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;

計算移動平均：結果

|   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|
...

不含當前列的移動平均

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;

一起來練習吧！

PostgreSQL 的時間序列分析