Average calculation through time scale (SQL Server) - preparation for charting - sql-server

Question

I have the following table in SQL Server Express edition:
Time Device Value
0:00 1 2
0:01 2 3
0:03 3 5
0:03 1 3
0:13 2 5
0:22 1 7
0:34 3 5
0:35 2 6
0:37 1 5
The table is used to log the events of different devices which are reporting their latest values. What I'd like to do is to prepare the data in a way that I'd present the average data through time scale and eventually create a chart using this data. I've manipulated this example data in Excel in the following way:
Time Average value
0:03 3,666666667
0:13 4,333333333
0:22 5,666666667
0:34 5,666666667
0:35 6
0:37 5,333333333
So, at time 0:03 I need to take latest data I have in the table and calculate the average. In this case it's (3+3+5)/3=3,67. At time 0:13 the steps would be repeated, and again at 0:22,...
As I'd like to leave the everything within the SQL table (I wouldn't like to create any service with C# or similar which would grab the data and store it into some other table)
I'd like to know the following:
is this the right approach or should I use some other concept of calculating the average for charting data preparation?
if yes, what's the best approach to implement it? Table view, function within the database, stored procedure (which would be called from the charting API)?
any suggestions on how to implement this?
Thank you in advance.
Mark
Update 1
In the mean time I got one idea how to approach to this problem. I'd kindly ask you for your comments on it and I'd still need some help in getting the problem resolved.
So, the idea is to crosstab the table like this:
Time Device1Value Device2Value Device3Value
0:00 2 NULL NULL
0:01 NULL 3 NULL
0:03 3 NULL 5
0:13 NULL 5 NULL
0:22 7 NULL NULL
0:34 NULL NULL 5
0:35 NULL 6 NULL
0:37 5 NULL NULL
The query for this to happen would be:
SELECT Time,
(SELECT Stock FROM dbo.Event WHERE Time = S.Time AND Device = 1) AS Device1Value,
(SELECT Stock FROM dbo.Event WHERE Time = S.Time AND Device = 2) AS Device2Value,
(SELECT Stock FROM dbo.Event WHERE Time = S.Time AND Device = 3) AS Device3Value
FROM dbo.Event S GROUP BY Time
What I'd still need to do is to write a user defined function and call it within this query which would write last available value in case of NULL and if the last available value doesn't exist it would leave NULL value. With this function I'd get the following results:
Time Device1Value Device2Value Device3Value
0:00 2 NULL NULL
0:01 2 3 NULL
0:03 3 3 5
0:13 3 5 5
0:22 7 5 5
0:34 7 5 5
0:35 7 6 5
0:37 5 6 5
And by having this results I'd be able to calculate the average for each time by only SUMing up the 3 relevant columns and dividing it by count (in this case 3). For NULL I'd use 0 value.
Can anybody suggest how to create a user defined function for replacing NULL values with latest value?
Update 2
Thanks Martin.
This query worked but it took almost 21 minutes to go through the 13.576 lines which is far too much.
The final query I used was:
SELECT Time,
(SELECT TOP 1 Stock FROM dbo.Event e WHERE e.Time <= S.Time AND Device = 1 ORDER BY e.Time DESC) AS Device1Value,
(SELECT TOP 1 Stock FROM dbo.Event e WHERE e.Time <= S.Time AND Device = 2 ORDER BY e.Time DESC) AS Device2Value,
(SELECT TOP 1 Stock FROM dbo.Event e WHERE e.Time <= S.Time AND Device = 3 ORDER BY e.Time DESC) AS Device3Value
FROM dbo.Event S GROUP BY Time
but I've extended it to 10 devices.
I agree that this is not the best way to do it. Is there any other way to prepare the data for the average calculation because this takes just too much of the processing.

Answer 1

Here's one way. It uses the "Quirky Update" approach to filling in the gaps. This relies on an undocumented behaviour so you may prefer to use a cursor for this.
DECLARE #SourceData TABLE([Time] TIME, Device INT, value FLOAT)
INSERT INTO #SourceData
SELECT '0:00',1,2 UNION ALL
SELECT '0:01',2,3 UNION ALL
SELECT '0:03',3,5 UNION ALL
SELECT '0:03',1,3 UNION ALL
SELECT '0:13',2,5 UNION ALL
SELECT '0:22',1,7 UNION ALL
SELECT '0:34',3,5 UNION ALL
SELECT '0:35',2,6 UNION ALL
SELECT '0:37',1,5
CREATE TABLE #tmpResults
(
[Time] Time primary key,
[1] FLOAT,
[2] FLOAT,
[3] FLOAT
)
INSERT INTO #tmpResults
SELECT [Time],[1],[2],[3]
FROM #SourceData
PIVOT ( MAX(value) FOR Device IN ([1],[2],[3])) AS pvt
ORDER BY [Time];
DECLARE #1 FLOAT, #2 FLOAT, #3 FLOAT
UPDATE #tmpResults
SET #1 = [1] = ISNULL([1],#1),
#2 = [2] = ISNULL([2],#2),
#3 = [3] = ISNULL([3],#3)
SELECT [Time],
(SELECT AVG(device)
FROM (SELECT [1] AS device
UNION ALL
SELECT [2]
UNION ALL
SELECT [3]) t) AS [Average value]
FROM #tmpResults
DROP TABLE #tmpResults

Answer 2

So one of the possible solutions which I found is far more efficient (less than a second for 14.574 lines). I haven't yet had time to review the results in details but on the first hand it looks promising. This is the code for the 3 device example:
SELECT Time,
SUM(CASE MAC WHEN '1' THEN Stock ELSE 0 END) Device1Value,
SUM(CASE MAC WHEN '2' THEN Stock ELSE 0 END) Device1Value,
SUM(CASE MAC WHEN '3' THEN Stock ELSE 0 END) Device1Value,
FROM dbo.Event
GROUP BY Time
ORDER BY Time
In any case I'll test the code provided by Martin to see if it makes any difference to the results.