Re: Sum of multiplied deltas

Gerhard Wiesinger wrote:

> I've the following data:
> datetime | val1 | val2
> time1 | 4 | 40%
> time2 | 7 | 30%
> time3 | 12 | 20%
> ...
>
> I'd like to sum up the following:
>
> (7-4)*30% + (12-7)*20% + ...
>
> datetime is ordered (and unique and has also an id).

> 1.) Self join with one row shift?

Self-join only helps if the id comes from a gap-less sequence. Row
numbers could be used if available, but they are not in 8.3.
A possible way of solving this (when a procedural method is not wanted)
is to lay out the dataset in temporary arrays that are repeated for
every row you need to compute. That can be arranged in a self-contained
sql query, like this:

select sum((av1[i]-av1[i-1])*av2[i]) from
(select av1,av2,generate_series(2,array_upper(av1,1)) as i from
(select array_accum(val1) as av1, array_accum(val2) as av2 from
(select val1,val2 from TABLENAME order by datetime) s0
) s1
) s2

However, this would probably be too slow for a large dataset.

Best regards,
--
Daniel
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