Temporal Aggregation in PostgreSQL

Question

I am working on a Java implementation for temporal aggregation using a PostgreSQL database.

My table looks like this

Value | Start      | Stop
(int) | (Date)     | (Date)
-------------------------------
1     | 2004-01-01 | 2010-01-01
4     | 2000-01-01 | 2008-01-01

So to visualize this periods:

                      ------------------------------
  ----------------------------------------
2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010
  [        4         ][       5=4+1      ][    1   ]

My algorithm now calculates temporal aggregations of the data, e.g. SUM():

Value | Start      | Stop
-------------------------------
4     | 2000-01-01 | 2004-01-01
5     | 2004-01-01 | 2008-01-01
1     | 2008-01-01 | 2010-01-01

In order to test the gained results, I now would like to query the data directly using PostgreSQL. I know that there is no easy way to this problem, yet. However, there surely is a way to get the same results. The aggregations Count, Max, Min, Sum and Average should be supported. I do not mind a bad or slow solution, it just has to work.

A query I found so far which should work similarly is the following:

select count(*), ts, te
from ( checkout a normalize checkout b using() ) checkoutNorm
group by ts, te;

My adoption looks like this:

select count(*), start, stop
from ( myTable a normalize myTable b using() ) myTableNorm
group by start, stop;

However, an error was reported ERROR: syntax error at or near "normalize" -- LINE 2: from ( ndbs_10 a normalize ndbs_10 b using() ) ndbsNorm.

Does anyone has a solution to this problem? It does not have to be based on the above query, as long as it works. Thanks a lot.

Answer 1

Your question was really hard to understand. But I think I figured it out.
You want a running sum over value. Values are only applicable between start and stop of a time period. So they have to be added at the begin of that period and deducted at the end.
In addition you want the begin and end of the resulting period the sum is valid for.
That should do it:

-- DROP SCHEMA x CASCADE;
CREATE SCHEMA x;
CREATE TABLE x.tbl(val int, start date, stop date);
INSERT INTO x.tbl VALUES
 (4 ,'2000-01-01' ,'2008-01-01')
,(7 ,'2001-01-01' ,'2009-01-01')
,(1 ,'2004-01-01' ,'2010-01-01')
,(2 ,'2005-01-01' ,'2006-01-01');

WITH a AS (
    SELECT start as ts, val FROM x.tbl
    UNION  ALL
    SELECT stop, val * (-1) FROM x.tbl
    ORDER  BY 1, 2)
SELECT sum(val) OVER w AS val_sum
      ,ts AS start
      ,lead(ts) OVER w AS stop
FROM   a
WINDOW w AS (ORDER BY ts)
ORDER  BY ts;

val_sum |   start    |    stop
--------+------------+------------
      4 | 2000-01-01 | 2001-01-01
     11 | 2001-01-01 | 2004-01-01
     12 | 2004-01-01 | 2005-01-01
     14 | 2005-01-01 | 2006-01-01
     12 | 2006-01-01 | 2008-01-01
      8 | 2008-01-01 | 2009-01-01
      1 | 2009-01-01 | 2010-01-01
      0 | 2010-01-01 |

Edit after request

For all requested aggregate functions:

SELECT period
      ,val_sum
      ,val_count
      ,val_sum::float /val_count AS val_avg
      ,(SELECT min(val) FROM x.tbl WHERE start < y.stop AND stop > y.start) AS val_min
      ,(SELECT max(val) FROM x.tbl WHERE start < y.stop AND stop > y.start) AS val_max
      ,start
      ,stop
FROM   (
    WITH a AS (
         SELECT start as ts, val, 1 AS c FROM x.tbl
         UNION  ALL
         SELECT stop, val, -1 FROM x.tbl
         ORDER  BY 1, 2)
    SELECT count(*) OVER w AS period
          ,sum(val*c) OVER w AS val_sum
          ,sum(c) OVER w AS val_count
          ,ts AS start
          ,lead(ts) OVER w AS stop
    FROM   a
    WINDOW w AS (ORDER BY ts)
    ORDER  BY ts
    ) y
WHERE stop IS NOT NULL;

 period | val_sum | val_count | val_avg | val_min | val_max |   start    |    stop
--------+---------+-----------+---------+---------+---------+------------+------------
      1 |       4 |         1 |       4 |       4 |       4 | 2000-01-01 | 2001-01-01
      2 |      11 |         2 |     5.5 |       4 |       7 | 2001-01-01 | 2004-01-01
      3 |      12 |         3 |       4 |       1 |       7 | 2004-01-01 | 2005-01-01
      4 |      14 |         4 |     3.5 |       1 |       7 | 2005-01-01 | 2006-01-01
      5 |      12 |         3 |       4 |       1 |       7 | 2006-01-01 | 2008-01-01
      6 |       8 |         2 |       4 |       1 |       7 | 2008-01-01 | 2009-01-01
      7 |       1 |         1 |       1 |       1 |       1 | 2009-01-01 | 2010-01-01

min() and max could possibly be optimized, but that should be good enough. CTE (WITH clause) and and subqueries are exchangeable, as you can see.