I have values that come in every 1 hour and I need to do an 8-hr rolling average. The catch is that this rolling average has to “restart” when there is a gap.
Please see the table below (my desired output), as you can see, the value for 14:45 is missing, so the average for 15:45 is that row’s Scaled.
Then the 16:45, 17:45, 18:45 and 19:45 values are missing, so the value for 20:45 is that row’s Scaled.
For 21:45 is the avg between 20:45 and 21:45.
For 22:45 is the avg between 20:45, 21:45 and 22:45.
And so on…
StartDate | Scaled | Rolling Average |
---|---|---|
2021-01-28 00:45:00.000 | 10.589 | 10.589 |
2021-01-28 01:45:00.000 | 9.989 | 10.289000000000001 |
2021-01-28 02:45:00.000 | 10.512 | 10.363333333333335 |
2021-01-28 03:45:00.000 | 10.22 | 10.3275 |
2021-01-28 04:45:00.000 | 13.23 | 10.908000000000001 |
2021-01-28 05:45:00.000 | 14.516 | 11.509333333333336 |
2021-01-28 06:45:00.000 | 15.687 | 12.106142857142858 |
2021-01-28 07:45:00.000 | 14.316 | 12.382375000000001 |
2021-01-28 08:45:00.000 | 16.888 | 13.169750000000002 |
2021-01-28 09:45:00.000 | 24.58 | 14.993625000000002 |
2021-01-28 10:45:00.000 | 24.349 | 16.72325 |
2021-01-28 11:45:00.000 | 22.832 | 18.29975 |
2021-01-28 12:45:00.000 | 26.166 | 19.91675 |
2021-01-28 13:45:00.000 | 27.437 | 21.531875 |
2021-01-28 15:45:00.000 | 22.424 | 22.424 |
2021-01-28 20:45:00.000 | 19.629 | 19.629 |
2021-01-28 21:45:00.000 | 21.431 | 20.53 |
2021-01-28 22:45:00.000 | 22.07 | 21.04333333 |
I need this to go into a view, so I can’t use variables.
I cannot find a way to do it, so any help will be greatly appreciated.
Thanks!
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Answer
You might find the brute force approach is simplest:
select t.*, v.avg_scaled from (select t.*, lag(scaled, 1) over (order by startdate) as scaled_1, lag(scaled, 2) over (order by startdate) as scaled_2, . . . lag(startdate, 1) over (order by startdate) as startdate_1, lag(startdate, 2) over (order by startdate) as startdate_2, . . . from t ) t cross apply (select avg(v.scaled) as avg_scaled from (values (0, t.scaled, t.startdate), (1, t.scaled_1, t.startdate_1), (2, t.scaled_2, t.startdate_2), . . . ) v(n, scaled, startdate) where datediff(hour, v.start_date, t.startdate) = v.n ) v;