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Time-Series "Interpolation" Strategies

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Josh Pearce
 
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Default Time-Series "Interpolation" Strategies - 11-05-2009 , 08:09 PM






Hello, this is my first post and I looked for the newsgroup rules, but
didn't find them. How can I find the rules for this group or any usenet
group for that matter? I have only been successful finding newsgroup
rules/FAQ on Google in the past.

I'm not sure how exactly to phrase what I'm trying to ask succinctly,
otherwise I would have just used Google to try to find the answer.

I am going to be storing time-series values as decimals in SQL Server,
and I wonder if there is a way to make a query which returns a bunch of
evenly spaced averages over a given time period. What I mean is, if I
log values every second for an entire day, then I want to retrieve 100
values from that day, where the values are the averages of the recorded
data over 100 evenly spaced periods. Let's just assume that there would
not be any missing data, but if anyone knows a strategy for dealing with
that, feel free to let me know also.

What is this type of retrieval or transformation called? I called it
interpolation, which might be strictly true, but I think there must be a
better name. Is there a way to do it with standard SQL? I am aware of a
software package out there for industrial data which accomplishes what I
am looking for, Wonderware's InSql for instance, but I want to know if
it's possible to do it with standard SQL or t-sql.

Thanks!

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Josh Pearce
 
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Default Re: Time-Series "Interpolation" Strategies - 11-05-2009 , 10:02 PM






Josh Pearce wrote:
Quote:
Hello, this is my first post and I looked for the newsgroup rules, but
didn't find them. How can I find the rules for this group or any usenet
group for that matter? I have only been successful finding newsgroup
rules/FAQ on Google in the past.

I'm not sure how exactly to phrase what I'm trying to ask succinctly,
otherwise I would have just used Google to try to find the answer.

I am going to be storing time-series values as decimals in SQL Server,
and I wonder if there is a way to make a query which returns a bunch of
evenly spaced averages over a given time period. What I mean is, if I
log values every second for an entire day, then I want to retrieve 100
values from that day, where the values are the averages of the recorded
data over 100 evenly spaced periods. Let's just assume that there would
not be any missing data, but if anyone knows a strategy for dealing with
that, feel free to let me know also.

What is this type of retrieval or transformation called? I called it
interpolation, which might be strictly true, but I think there must be a
better name. Is there a way to do it with standard SQL? I am aware of a
software package out there for industrial data which accomplishes what I
am looking for, Wonderware's InSql for instance, but I want to know if
it's possible to do it with standard SQL or t-sql.

Thanks!
I found the answer here:
http://stackoverflow.com/questions/1...time-averaging

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