Oracle：识别时间序列中的峰值

Question

我在表格列中有以下值。表格中有两列。另一列按降序排列不同的日期。

3
4
3
21
4
4
-1
3
21
-1
4
4
8
3
3
-1
21
-1
4

图表将是

我只需要图表中的高峰，输出中有圆圈

4
21
21
8
21
4

Answer 1

因此峰值定义为前一个值，下一个值小于当前值，您可以使用LAG（）和LEAD（）函数检索上一个值。

您确实需要其他一些列（例如my_date）来定义行的顺序，然后您可以：

select my_date,
       value
from   (select value,
               lag(value ) over (order by my_date) lag_value,
               lead(value) over (order by my_date) lead_value
        from   my_table)
where   value > coalesce(lag_value , value - 1) and
        value > coalesce(lead_value, value - 1);

这不允许出现“双峰”，例如：

1,
15,
15,
4

......需要更复杂的逻辑。

Answer 2

为了完整性，行模式匹配示例：

WITH source_data(datetime, value) AS (
    SELECT DATE '2015-01-01', 3 FROM DUAL UNION ALL
    SELECT DATE '2015-01-02', 4 FROM DUAL UNION ALL
    SELECT DATE '2015-01-03', 3 FROM DUAL UNION ALL
    SELECT DATE '2015-01-04', 21 FROM DUAL UNION ALL
    SELECT DATE '2015-01-05', 4 FROM DUAL UNION ALL
    SELECT DATE '2015-01-06', 4 FROM DUAL UNION ALL
    SELECT DATE '2015-01-07', -1 FROM DUAL UNION ALL
    SELECT DATE '2015-01-08', 3 FROM DUAL UNION ALL
    SELECT DATE '2015-01-09', 21 FROM DUAL UNION ALL
    SELECT DATE '2015-01-10', -1 FROM DUAL UNION ALL
    SELECT DATE '2015-01-11', 4 FROM DUAL UNION ALL
    SELECT DATE '2015-01-12', 4 FROM DUAL UNION ALL
    SELECT DATE '2015-01-13', 8 FROM DUAL UNION ALL
    SELECT DATE '2015-01-14', 3 FROM DUAL UNION ALL
    SELECT DATE '2015-01-15', 3 FROM DUAL UNION ALL
    SELECT DATE '2015-01-16', -1 FROM DUAL UNION ALL
    SELECT DATE '2015-01-17', 21 FROM DUAL UNION ALL
    SELECT DATE '2015-01-18', -1 FROM DUAL UNION ALL
    SELECT DATE '2015-01-19', 4 FROM DUAL
)
SELECT *
FROM
    source_data MATCH_RECOGNIZE (
        ORDER BY datetime
        MEASURES
            LAST(UP.datetime) AS datetime,
            LAST(UP.value) AS value
    ONE ROW PER MATCH
    PATTERN ((UP DOWN) | UP$)
    DEFINE
        DOWN AS DOWN.value < PREV(DOWN.value),
        UP AS UP.value > PREV(UP.value) 
    )
ORDER BY
    datetime

Answer 3

Oracle 12c中有一种更复杂的方法，即使用模式匹配SQL。

http://docs.oracle.com/database/121/DWHSG/pattern.htm#DWHSG8966

对于这样的情况来说会有点矫枉过正，但如果你需要更复杂的模式匹配，比如W形图案，那么值得研究。