SQL Select Statement For Calculating A Running Average Column - sql-server

Question

I am trying to have a running average column in the SELECT statement based on a column from the n previous rows in the same SELECT statement. The average I need is based on the n previous rows in the resultset.
Let me explain
Id Number Average
1 1 NULL
2 3 NULL
3 2 NULL
4 4 2 <----- Average of (1, 3, 2),Numbers from previous 3 rows
5 6 3 <----- Average of (3, 2, 4),Numbers from previous 3 rows
. . .
. . .
The first 3 rows of the Average column are null because there are no previous rows. The row 4 in the Average column shows the average of the Number column from the previous 3 rows.
I need some help trying to construct a SQL Select statement that will do this.

Answer 1

This should do it:
--Test Data
CREATE TABLE RowsToAverage
(
ID int NOT NULL,
Number int NOT NULL
)
INSERT RowsToAverage(ID, Number)
SELECT 1, 1
UNION ALL
SELECT 2, 3
UNION ALL
SELECT 3, 2
UNION ALL
SELECT 4, 4
UNION ALL
SELECT 5, 6
UNION ALL
SELECT 6, 8
UNION ALL
SELECT 7, 10
--The query
;WITH NumberedRows
AS
(
SELECT rta.*, row_number() OVER (ORDER BY rta.ID ASC) AS RowNumber
FROM RowsToAverage rta
)
SELECT nr.ID, nr.Number,
CASE
WHEN nr.RowNumber <=3 THEN NULL
ELSE ( SELECT avg(Number)
FROM NumberedRows
WHERE RowNumber < nr.RowNumber
AND RowNumber >= nr.RowNumber - 3
)
END AS MovingAverage
FROM NumberedRows nr

Answer 2

Assuming that the Id column is sequential, here's a simplified query for a table named "MyTable":
SELECT
b.Id,
b.Number,
(
SELECT
AVG(a.Number)
FROM
MyTable a
WHERE
a.id >= (b.Id - 3)
AND a.id < b.Id
AND b.Id > 3
) as Average
FROM
MyTable b;

Answer 3

Edit: I missed the point that it should average the three previous records...
For a general running average, I think something like this would work:
SELECT
id, number,
SUM(number) OVER (ORDER BY ID) /
ROW_NUMBER() OVER (ORDER BY ID) AS [RunningAverage]
FROM myTable
ORDER BY ID

Answer 4

A simple self join would seem to perform much better than a row referencing subquery
Generate 10k rows of test data:
drop table test10k
create table test10k (Id int, Number int, constraint test10k_cpk primary key clustered (id))
;WITH digits AS (
SELECT 0 as Number
UNION SELECT 1
UNION SELECT 2
UNION SELECT 3
UNION SELECT 4
UNION SELECT 5
UNION SELECT 6
UNION SELECT 7
UNION SELECT 8
UNION SELECT 9
)
,numbers as (
SELECT
(thousands.Number * 1000)
+ (hundreds.Number * 100)
+ (tens.Number * 10)
+ ones.Number AS Number
FROM digits AS ones
CROSS JOIN digits AS tens
CROSS JOIN digits AS hundreds
CROSS JOIN digits AS thousands
)
insert test10k (Id, Number)
select Number, Number
from numbers
I would pull the special case of the first 3 rows out of the main query, you can UNION ALL those back in if you really want it in the row set. Self join query:
;WITH NumberedRows
AS
(
SELECT rta.*, row_number() OVER (ORDER BY rta.ID ASC) AS RowNumber
FROM test10k rta
)
SELECT nr.ID, nr.Number,
avg(trailing.Number) as MovingAverage
FROM NumberedRows nr
join NumberedRows as trailing on trailing.RowNumber between nr.RowNumber-3 and nr.RowNumber-1
where nr.Number > 3
group by nr.id, nr.Number
On my machine this takes about 10 seconds, the subquery approach that Aaron Alton demonstrated takes about 45 seconds (after I changed it to reflect my test source table) :
;WITH NumberedRows
AS
(
SELECT rta.*, row_number() OVER (ORDER BY rta.ID ASC) AS RowNumber
FROM test10k rta
)
SELECT nr.ID, nr.Number,
CASE
WHEN nr.RowNumber <=3 THEN NULL
ELSE ( SELECT avg(Number)
FROM NumberedRows
WHERE RowNumber < nr.RowNumber
AND RowNumber >= nr.RowNumber - 3
)
END AS MovingAverage
FROM NumberedRows nr
If you do a SET STATISTICS PROFILE ON, you can see the self join has 10k executes on the table spool. The subquery has 10k executes on the filter, aggregate, and other steps.

Answer 5

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Check out some solutions here. I'm sure that you could adapt one of them easily enough.

Answer 6

If you want this to be truly performant, and arn't afraid to dig into a seldom-used area of SQL Server, you should look into writing a custom aggregate function. SQL Server 2005 and 2008 brought CLR integration to the table, including the ability to write user aggregate functions. A custom running total aggregate would be the most efficient way to calculate a running average like this, by far.

Answer 7

Alternatively you can denormalize and store precalculated running values. Described here:
http://sqlblog.com/blogs/alexander_kuznetsov/archive/2009/01/23/denormalizing-to-enforce-business-rules-running-totals.aspx
Performance of selects is as fast as it goes. Of course, modifications are slower.