如何在SQL中创建移动平均线？
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
所需的表格或输出：
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
答案 0 :(得分：18)
这是Evergreen Joe Celko的问题。 我忽略了使用哪个DBMS平台。但无论如何，Joe在十多年前就能用标准SQL回答。
Joe Celko SQL拼图和答案引文： “最后一次更新尝试表明我们可以使用谓词 构建一个可以给我们一个移动平均线的查询：“
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;
额外列或查询方法更好吗？查询是 技术上更好，因为UPDATE方法将非规范化 数据库。但是，如果记录的历史数据不存在 改变和计算移动平均线很贵，你可能会 考虑使用列方法。
MS SQL示例：
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拼图查询：
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;
答案 1 :(得分：8)
这样做的一种方法是在同一张桌子上加入几次。
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-Clauses的DateAdd组件，以匹配您是否希望移动平均线严格地从过去到现在或几天前到过去几天。
答案 2 :(得分：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
示例here。
显然，您可以将间隔更改为您需要的任何内容。您也可以使用count（）而不是幻数来更容易更改，但这也会减慢速度。
答案 3 :(得分：2)
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
答案 4 :(得分：1)
假设x是要平均的值，xDate是日期值：
从myTable WHERE xDate BETWEEN dateadd（d，-2，xDate）和xDate
中选择avg（x）答案 5 :(得分：1)
使用其他连接谓词：
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
having语句将阻止返回任何至少没有N值的日期。
答案 6 :(得分：1)
适用于大型数据集的滚动平均值的常规模板
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];
对于加权滚动平均值：
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];
答案 7 :(得分：0)
为此，我想创建一个辅助/维度日期表，如
create table date_dim(date date, date_1 date, dates_2 date, dates_3 dates ...)
虽然date是关键，date_1是当天，date_2包含这一天和前一天; date_3 ...
然后你可以在hive中进行平等连接。
使用类似的视图：
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
答案 8 :(得分：0)
注意：这不是答案，而是 Diego Scaravaggi 的增强代码示例。由于评论部分不足，我将其作为答案发布。请注意，我已经参数化了移动平均值的时间段。
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
答案 9 :(得分：0)
我不确定您的预期结果（输出）是否显示经典＆＃34;简单移动（滚动）平均值＆＃34;为期3天。因为，例如，根据定义，前三个数字给出：
ThreeDaysMovingAverage = (2.230 + 3.150 + 5.520) / 3 = 3.6333333
但您希望4.360并且令人困惑。
尽管如此，我建议使用以下解决方案，它使用窗口函数AVG。这种方法比其他答案中引入的SELF-JOIN更有效（更清晰，资源更少）（我很惊讶没有人给出更好的解决方案）。
-- 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;
您看到AVG被case when rownum >= p.days then包裹在第一行中强制NULL，其中＆＃34; 3天移动平均线＆＃34;没有意义。
答案 10 :(得分：0)
在蜂巢中，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;
答案 11 :(得分：-1)
我们可以应用Joe Celko的“脏”左外连接方法（如上所述由Diego Scaravaggi引用）来回答问题。
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
此查询：
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]
生成请求的输出：
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