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August 27, 2017 by Joey Blue 1 Comment

Moving Average with Windowing in SQL Server

The Moving Average used to be complex, but with the Windowing Functions, the Moving Average is easier and performs much better.

In this video I show you how to create a moving average in SQL using the OVER Clause and the ROWS Clause.

Video: SQL Moving Average with Windowing


How to use the SQL Over Clause for a Moving Average.

I use the Wide World Importers and the following scripts:

select [Invoice Date Key], sum(Profit) Profit
into dbo.ProfitByDate
from [Fact].[Sale]
group by [Invoice Date Key];

select 
[Invoice Date Key],
avg(Profit) OVER (ORDER BY [Invoice Date Key] ROWS BETWEEN 4 PRECEDING AND CURRENT ROW) as AverageProfit
from dbo.ProfitByDate
order by 1

Link to the Microsoft SQL Server Over Clause.

 

See the original SQL Rolling Average with Windowing video.

Filed Under: SQL Tip Tagged With: datetime, Over Clause, SQL Average, SQL Datetime, SQL INTO, SQL Moving Average, SQL Server, SQL Where

January 31, 2013 by Joey Blue Leave a Comment

How to Calculate a SQL Moving Average without a Cursor

Update:  If you are working with the newest versions of SQL Server, you can use the windowing functions to accomplish the same thing.  I posted the updated code at the end of the post.  For this video, I still like the thought process of anchoring to a date.

Video: 3 Day Moving Average in SQL


An efficient way to calculate a moving average in SQL using a few tricks to set date anchors.

There are debates on the best way to do a SQL Moving Average in SQL Server.

Some people think there are times when a cursor is most efficient.  Other’s think that you can do it all in a set-based way without the cursor.

The other day I was going to calculate a moving average and my first thought was to use a cursor.

I did some quick research and found this forum question: Moving Average in TSQL

There is a post that shows a subquery with an anchor date to help find the 1 and 2 day offset.

Here is the script you can use to test the 3 day SQL Moving Average final result.

CREATE TABLE [dbo].[daily_sales](
    [id] [int] NULL,
    [dt] [datetime] NULL,
    [revenue] [decimal](12, 2) NULL
) ON [PRIMARY]

GO
INSERT [dbo].[daily_sales] ([id], [dt], [revenue]) 
VALUES (1, CAST(0x0000A15700000000 AS DateTime), CAST(125.00 AS Decimal(12, 2)))
GO
INSERT [dbo].[daily_sales] ([id], [dt], [revenue]) 
VALUES (2, CAST(0x0000A15800000000 AS DateTime), CAST(114.00 AS Decimal(12, 2)))
GO
INSERT [dbo].[daily_sales] ([id], [dt], [revenue]) 
VALUES (3, CAST(0x0000A15900000000 AS DateTime), CAST(92.00 AS Decimal(12, 2)))
GO
INSERT [dbo].[daily_sales] ([id], [dt], [revenue]) 
VALUES (4, CAST(0x0000A15A00000000 AS DateTime), CAST(152.00 AS Decimal(12, 2)))
GO
INSERT [dbo].[daily_sales] ([id], [dt], [revenue]) 
VALUES (5, CAST(0x0000A15B00000000 AS DateTime), CAST(48.00 AS Decimal(12, 2)))
GO

Here is the final query.

SELECT        
            DATEADD(DAY, days_since_1900, '19000101') AS dt,
            AVG(revenue) AS Revenue_3_day_moving_average
FROM (
            select 
            DATEDIFF(DAY, '18991230', dt) AS days_since_1900
            ,revenue
            ,0 as Actualdate
            from daily_sales

            UNION ALL

            select 
            DATEDIFF(DAY, '18991231', dt) AS days_since_1900
            ,revenue
            ,0 as Actualdate
            from daily_sales

            UNION ALL
            select 
            DATEDIFF(DAY, '19000101', dt) AS days_since_1900
            ,revenue
            ,1 as Actualdate
            from daily_sales

) AS daily_sales_normalized_to_1900
GROUP BY    days_since_1900
HAVING        MAX(Actualdate) = 1
ORDER BY    dt

Here is the query you would use with SQL Server 2012.

select dt, 
    avg(revenue)
    OVER (
        ORDER BY dt
        ROWS BETWEEN 2 PRECEDING AND CURRENT ROW
    )
FROM daily_sales

 

The original Youtube video: SQL Moving Average

Filed Under: SQL Training Tagged With: SQL Dateadd, SQL Datediff, SQL Datetime, SQL Group By, SQL Having, SQL Moving Average, SQL Server 2012, SQL Subquery

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