sql - 使用滞后窗口函数找到正确的分区

Question

我有来自不同行业的不同公司的每日时间序列，并使用 PostgreSQL。我从一个例子开始解释我的问题。我所拥有的是:

+------------+---------+-------------+----+
|    day     | company | industry    | v  |
+------------+---------+-------------+----+
| 2012-01-12 | A       | consumer    | 2  |
| 2012-01-12 | B       | consumer    | 2  |
| 2012-01-12 | C       | health      | 4  |
| 2012-01-12 | D       | health      | 4  |
| 2012-01-13 | A       | consumer    | 5  |
| 2012-01-13 | B       | consumer    | 5  |
| 2012-01-13 | C       | health      | 7  |
| 2012-01-13 | D       | health      | 7  |
| 2012-01-16 | A       | consumer    | 8  |
| 2012-01-16 | B       | consumer    | 8  |
| 2012-01-16 | C       | health      | 3  |
| 2012-01-16 | D       | health      | 3  |
+------------+---------+-------------+----+

来自不同行业的不同公司具有一些值 v 作为跨行业的每日平均值。 我需要的是:

+------------+---------+----------+---+------------+
|    day     | company | industry | v | delta_v    |
+------------+---------+----------+---+------------+
| 2012-01-12 | A       | consumer | 2 | NULL       |
| 2012-01-12 | B       | consumer | 2 | NULL       |
| 2012-01-12 | C       | health   | 4 | NULL       |
| 2012-01-12 | D       | health   | 4 | NULL       |
| 2012-01-13 | A       | consumer | 5 | 1.5        |
| 2012-01-13 | B       | consumer | 5 | 1.5        |
| 2012-01-13 | C       | health   | 7 | 0.75       |
| 2012-01-13 | D       | health   | 7 | 0.75       |
| 2012-01-16 | A       | consumer | 8 | 0.6        |
| 2012-01-16 | B       | consumer | 8 | 0.6        |
| 2012-01-16 | C       | health   | 3 | -0.571428  |
| 2012-01-16 | D       | health   | 3 | -0.571428  |
+------------+---------+----------+---+------------+

我需要变量 v 的每日变化。例如，2012 年 1 月 12 日行业“消费者”v 的平均值为 2，2012 年 1 月 13 日为 5。因此增长为 (5- 2)/2 = 1.5。

我试过这个:

    SELECT * 
           , (v - LAG(v) OVER (PARTITION BY industry ORDER BY day) )
           / LAG (v) OVER (PARTITION BY industry ORDER BY day) AS delta_v
    FROM mytable
    ORDER BY day, industry

问题在于，如果一天内有不止一家来自同一行业的公司，它也会计算值 v 的变化“日内”。

我希望它只需要在“PARTITION BY”子句中做一个小的修正，但我真的不知道该怎么做。你有什么想法可以帮助我吗？

Answer 1

我想你也希望公司在里面:

SELECT t.*,
       ((v - LAG(v) OVER (PARTITION BY industry, company ORDER BY day) )
        / LAG (v) OVER (PARTITION BY industry, company ORDER BY day)
       ) AS delta_v
FROM mytable t
ORDER BY day, industry;

我不确定 Postgres 是否真的计算了 lag() 两次，但这更容易维护:

SELECT t.*,
       (v / LAG(v) OVER (PARTITION BY industry, company ORDER BY day) ) - 1
       ) AS delta_v
FROM mytable t
ORDER BY day, industry;