Bayo Alen Bayo Alen - 3 days ago 4
SQL Question

With SQL Server, I want to summarize data by averaging at given interval time

The data is as follow:

Time_Stamp(Datetime) Value (real)
--------- -----
12:01 1.3
12:02 1.7
12:04 2.0
12:08 1.8
12:11 1.1
12:12 2.0


I would like to be able to summarize this data by averaging the value
at regular intervals. So if I choose an interval of 5 minutes for instance the output would be

Timestamp Value
--------- ------
12:00 1.66
12:05 1.8
12:10 1.55


Regards

Answer

I often use a TVF to create dynamic Date/Time Ranges. A tally table would do the trick as well. The UDF is faster than a recursive cte, and offers a bit more functionality i.e. you define date range, DatePart and increment.

Declare @YourTable table (Timestamp time,Value money)
Insert Into @YourTable values
('12:01',1.3),
('12:02',1.7), 
('12:04',2.0),
('12:08',1.8), 
('12:11',1.1), 
('12:12',2.0)

Select TimeStamp=R1
      ,Average=Avg(Value)
 From  (Select RetSeq,R1=cast(RetVal as Time),R2=cast(DateAdd(MI,5,RetVal) as Time) from [dbo].[udf-Range-Date]('1900-01-01','1900-01-02','MI',5)) A
 Join  @YourTable B on B.TimeStamp>=A.R1 and B.TimeStamp<A.R2
 Group By R1
 Order By R1

Returns

TimeStamp           Average
12:00:00.0000000    1.6666
12:05:00.0000000    1.80
12:10:00.0000000    1.55

The UDF if needed

CREATE FUNCTION [dbo].[udf-Range-Date] (@R1 datetime,@R2 datetime,@Part varchar(10),@Incr int)
Returns Table
Return (
    with cte0(M)   As (Select 1+Case @Part When 'YY' then DateDiff(YY,@R1,@R2)/@Incr When 'QQ' then DateDiff(QQ,@R1,@R2)/@Incr When 'MM' then DateDiff(MM,@R1,@R2)/@Incr When 'WK' then DateDiff(WK,@R1,@R2)/@Incr When 'DD' then DateDiff(DD,@R1,@R2)/@Incr When 'HH' then DateDiff(HH,@R1,@R2)/@Incr When 'MI' then DateDiff(MI,@R1,@R2)/@Incr When 'SS' then DateDiff(SS,@R1,@R2)/@Incr End),
         cte1(N)   As (Select 1 From (Values(1),(1),(1),(1),(1),(1),(1),(1),(1),(1)) N(N)),
         cte2(N)   As (Select Top (Select M from cte0) Row_Number() over (Order By (Select NULL)) From cte1 a, cte1 b, cte1 c, cte1 d, cte1 e, cte1 f, cte1 g, cte1 h ),
         cte3(N,D) As (Select 0,@R1 Union All Select N,Case @Part When 'YY' then DateAdd(YY, N*@Incr, @R1) When 'QQ' then DateAdd(QQ, N*@Incr, @R1) When 'MM' then DateAdd(MM, N*@Incr, @R1) When 'WK' then DateAdd(WK, N*@Incr, @R1) When 'DD' then DateAdd(DD, N*@Incr, @R1) When 'HH' then DateAdd(HH, N*@Incr, @R1) When 'MI' then DateAdd(MI, N*@Incr, @R1) When 'SS' then DateAdd(SS, N*@Incr, @R1) End From cte2 )

    Select RetSeq = N+1
          ,RetVal = D 
     From  cte3,cte0 
     Where D<=@R2
)
/*
Max 100 million observations -- Date Parts YY QQ MM WK DD HH MI SS
Syntax:
Select * from [dbo].[udf-Range-Date]('2016-10-01','2020-10-01','YY',1) 
Select * from [dbo].[udf-Range-Date]('2016-01-01','2017-01-01','MM',1) 
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