ventually migrated to
the core if there is a sufficient interest.
- Original Message -
From: [EMAIL PROTECTED]
To: sqlite-users@sqlite.org
Subject: Re: [sqlite] windowing functions != recursive functions
Date: Wed, 12 Oct 2005 22:48:35 -0400
>
> "pilot pirx"
On Wed, Oct 12, 2005 at 09:05:26PM -0500, pilot pirx wrote:
> There is no problem in computing moving average
> or cumulative sum etc
> with the existing SQL (or dealing with time windows
> in general) - it just the SQL gets nasty - examples
Except that the SQL doesn't "just" get nasty, it can
On Wed, Oct 12, 2005 at 09:05:26PM -0500, pilot pirx wrote:
> The windowing functions described in the link
> are different from recursive functions.
Yes, I think you're right. Your EMA example bugged me, so I fooled
with it, but I couldn't come up with any way to implement EMA using
plain SQL,
"pilot pirx" <[EMAIL PROTECTED]> wrote:
> Now, for the recursive function like exponential moving average
> the defintion is that
>
> ema(i+1) = val(i) * coef + ema(i) * (1-coef).
>
> That is I have to know the previous value of both EMA _and_ VALUE
> (while for moving avearage I need to kno
I was unaware of the windowing functions discusssion.
Having a look at the first link, it looks like we may be
talking about two subtly different issues.
The windowing functions described in the link
are different from recursive functions.
There is no problem in computing moving average
or cumulat
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