Time Series Analysis #1: Introduction to Window Functions | Pivotal P.O.V.

Time Series Analysis #1: Introduction to Window Functions | Pivotal P.O.V.: "Time series data is an ordered sequence of observations of a particular variable, usually at evenly spaced time intervals. It is found in many real world applications, including click stream processing, financial analysis, and sensor data. Modeling time series data within a database presents a challenge, in that the fundamental ordered nature of the data will cause many of the interesting calculations to be outside of the traditional relational calculus. Fortunately, there are tools in the analyst’s toolbox that can aid in solving many common time series related problems.

The first of those tools, and the subject of this article, is the Window Function. First introduced in the SQL 2003 Standards specification, Window Functions enable queries to perform certain types of ordered capabilities. This is primarily accomplished through the “OVER” clause, which enables the specification of a “window” over which the calculation should be performed."



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