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 cumulative sum etc
with the existing SQL (or dealing with time windows
in general) - it just the SQL gets nasty - examples
are in 'SQL for smarties' by Joe Celko. Therefore
adding such functions to SQLite is 'nice' but does
not really increase the functionality.
In contrast, computation of the recursion function
adds it.
example with moving averages, since they
are mentioned in the windowing functions
assuming original series is
VALUE = 1 2 3 4 5 6 7
following statement will compute 5-day moving average for the whole column
UPDATE data SET
MAVE5 = (SELECT AVG(val) FROM data AS h1 WHERE h1.dayno <= data.dayno
AND h1.dayno > data.dayno-05);
But this statement operates always on existing data in the existing column - to
compute new value of MAVE5 it only needs to know values of VALUE. (When, for
the element one, there is not enough data (because there is no dayno < 1) SQL
simply averages over existing data.)
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 know _only_
the previous value(s) of VALUE.
----- Original Message -----
From: "Andrew Piskorski" <[EMAIL PROTECTED]>
To: sqlite-users@sqlite.org
Subject: [sqlite] SQL Window/OLAP functions
Date: Wed, 12 Oct 2005 08:34:02 -0400
>
> On Wed, Oct 12, 2005 at 05:12:05AM -0500, pilot pirx wrote:
> > Subject: [sqlite] Please, please do _not_ remove this feature from SQLite...
>
> > While using SQLite for some time (with R package, www.r-project.org)
> > I did admire its functionality and speed. Then I did discover a
> > hidden SQLite feature of immense usefulness - not available in other
> > databases. SQLite can compute Fibonacci numbers! (I will explain why
>
> Transaction visibility features do vary, although often it doesn't
> matter anyway. E.g., here's a dicussion of how (at least as of early
> 2004), PostgreSQL's docs were quite confused about certain subtleties,
> but what I find interesting, is this was still something that in
> practice had never really mattered to the mostly hard-core RDBMS
> programmers talking about it in that thread:
>
> http://openacs.org/forums/message-view?message_id=176198
>
> > UPDATE fib SET
> > val = (SELECT h1.val FROM fib as h1 where pos = fib.pos - 1) +
> > (SELECT h2.val FROM fib as h2 where pos = fib.pos - 2)
> > WHERE pos > 2;
>
> I don't see why this is such a great feature. Without it, worst case,
> you could still write a simple little loop which would issue one
> update statement for each row, all within a single transaction. No?
>
> > This is an _immensely_ useful functionality when one needs to
> > compute various recursive functions. For example exponential moving
> > average, used frequently in financials. Or Kalman filter (and many
>
> Vastly more useful for moving average and the like would be real
> windowing/grouping functions, like Oracle's "analytic" functions. I'm
> not thrilled by their particular syntax, but the functionality is
> INCREDIBLY useful. (And on the other hand, I haven't thought of any
> obviously better syntax, either.)
>
> Hm, an amendement to the SQL:1999 spec added windowing support, and
> SQL:2003 includes that, I think as features T611, "Elementrary OLAP
> functions" and T612, "Advanced OLAP functions". Apparently Fred Zemke
> of Oracle was the author of that SQL spec, and IBM also supported it,
> so the SQL:2003 syntax and behavior is probably very similar (maybe
> identical?) to what Oracle 8i, 9i, and 10g and IBM's DB2 already have.
> PostgreSQL, as of 8.0, doesn't support it yet.
>
> http://www.wintercorp.com/rwintercolumns/SQL_99snewolapfunctions.html
> http://www.ncb.ernet.in/education/modules/dbms/SQL99/OLAP-99-154r2.pdf
> http://www.wiscorp.com/sql/SQL2003Features.pdf
> http://troels.arvin.dk/db/rdbms/#select-limit-offset
> http://www.postgresql.org/docs/8.0/interactive/features.html
> http://en.wikipedia.org/wiki/SQL
> http://www.sigmod.org/sigmod/record/issues/0403/E.JimAndrew-standard.pdf
> http://www.oracle.com/oramag/oracle/01-jul/o41industry.html
>
> SQLite basically supports just SQL-92, it doesn't have any of these
> newer SQL:1999 or SQL:2003 features, right?
>
> Using SQLite in conjunction with a powerful statistical data analysis
> programming language like R is an excellent example of a use where
> windowing functions can be hugely helpful. Unfortunately, I've never
> had a compelling need to use SQLite for that, otherwise I'd probably
> take a shot at adding support for the SQL:2003 Window/OLAP stuff. :)
>
> --
> Andrew Piskorski <[EMAIL PROTECTED]>
> http://www.piskorski.com/
--
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