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sql - 在 SQL Server 2012 中计算移动平均线

问题描述

我需要计算移动平均线。

我可以使用 Alteryx 获得此结果，但无法使用 SQL 获得所需的结果。

基本上我已经为期间设定了值。

值可用于 6 个周期，我想使用移动平均值预测下一个值。

例如

Period     Value
01-04-2016 4
01-05-2016 5
01-06-2016 6

对于 2016 年 1 月 7 日期间，它将是 (4+5+6)/3 = 5

下一个值

Period     Value
01-05-2016 5
01-06-2016 6
01-07-2016 5

对于 01-08-2016 期间，它将是 (5+6+5)/3 = 5.33333 。

(6+5+5.333)/3 = 5.44444

(5+5.3333+5.4444) = 5.259259

等等。

在下表中 3MonthForecast 是预期结果。

CREATE TABLE [dbo].[MovingAvg]
(
    [Period] [date] NULL,
    [Value] [float] NULL,
    [3MonthForecast] [float] NULL
) 

INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2016-01-01' AS Date),  1, 1)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2016-02-01' AS Date),  2, 2)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2016-03-01' AS Date),  3, 3)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2016-04-01' AS Date),  4, 4)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2016-05-01' AS Date),  5, 5)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2016-06-01' AS Date),  6, 6)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2016-07-01' AS Date), null, 5)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2016-08-01' AS Date), null, 5.333333333)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2016-09-01' AS Date), null, 5.444444444)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2016-10-01' AS Date), null, 5.259259259)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2016-11-01' AS Date), null, 5.345679012)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2016-12-01' AS Date), null, 5.349794239)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2017-01-01' AS Date), null, 5.31824417)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2017-02-01' AS Date), null, 5.337905807)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2017-03-01' AS Date), null, 5.335314739)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2017-04-01' AS Date), null, 5.330488239)
GO
INSERT [dbo].[MovingAvg] ([Period], [Value], [3MonthForecast]) VALUES (CAST(N'2017-05-01' AS Date), null, 5.334569595)

标签： sqlsql-server-2012forecastingmoving-average

解决方案

我们可以尝试使用AVG带有适当窗口的分析函数来获取前面的三个记录：

SELECT 
    [Period],
    [Value],
    [3MonthForecast],
    AVG([3MonthForecast]) OVER (ORDER BY [Period] ROWS BETWEEN 3 PRECEDING AND 1 PRECEDING) AS MovingAvgForecast
FROM [dbo].[MovingAvg]
ORDER BY
    [Period];

演示

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