PostgreSQL calculate rolling average with group and order

Question

I have a table as follows

id    |   x    |  y    |  value
------+--------+-------+------------
 1    |   1    |  1    |  25
 1    |   1    |  2    |  42
 1    |   2    |  3    |  98
 1    |   2    |  4    |  54
 1    |   3    |  5    |  67
 2    |   1    |  1    |  78
 2    |   1    |  2    |  45
 2    |   2    |  3    |  96

I have to group this by id while maintaining the order by id, x, and y (in the respective order) and calculate the rolling average for previous n number of rows. For example if n = 3

id    |   x    |  y    |  value | rollingAvg
------+--------+-------+--------+-----------
 1    |   1    |  1    |  25    |      25
 1    |   1    |  2    |  42    |   (25 / 1) = 25
 1    |   2    |  3    |  98    | (25+42/2) = 33.5
 1    |   2    |  4    |  54    | (25+42+98 /3) = 55
 1    |   3    |  5    |  67    | (42+98+54 /3) = 64.67
 2    |   1    |  1    |  78    |      78
 2    |   1    |  2    |  45    |   (78/1) = 78
 2    |   2    |  3    |  96    |  (78+45 / 2) = 61.5

Logic is

1) If the row is the 1st when grouped by id, the value should be the average

2) The average should not include the current row

Thanks in advance

Tim Biegeleisen Tim Biegeleisen · Accepted Answer · 2019-05-01T07:38:13

We can use the AVG() function with a window frame to cover the previous three rows only:

select
    id,
    x,
    y,
    coalesce(avg(value) over
        (partition by id order by y rows between 3 preceding AND 1 preceding), value) as rollingAvg
from your_table
order by id, y;

Demo

The call to COALESCE() is necessary, because you seem to expect that if the previous three rows are all NULL (which happens for the first record in each id group), then the current row's value should be used.

PostgreSQL calculate rolling average with group and order

1 Answers

Demo