如何使用Oracle SQL執行線性插值？

Question

我正在嘗試使用Oracle 11g（dev中爲11.1，生產中爲11.2）進行數值分析，特別是對有三列感興趣的表格（時間戳，設備ID和值）的線性插值。

值列保存來自設備的數據（ID爲deviceid），取自時間戳中給出的時間。例如，這是虛假的數據，但它給人的想法：

 time  | deviceid | value 
----------------|------------|----------- 
01:00:00.000 | 001  | 1.000 
01:00:01.000 | 001  | 1.030 
01:00:02.000 | 001  | 1.063 
01:00:00.050 | 002  | 553.10 
01:00:01.355 | 002  | 552.30 
01:00:02.155 | 002  | 552.43 

從設備001的時間戳不匹配裝置002的時間戳，但我需要從兩個設備001和002在一個有值行，有一個時間戳，匹配的設備001的時間戳是什麼我想落得這樣的：

 time  | device 001 | device 002 
----------------|--------------|------------ 
01:00:00.000 | 1.000  | null 
01:00:01.000 | 1.030  | 552.520 
01:00:02.000 | 1.063  | 552.405 

凡裝置002的值線性插值基礎上，值在收集裝置002設備001的每個時間戳任一側的兩個最接近的時間戳。 發生null是因爲我沒有兩次設備002在01：00：00.000任意一側出現篡改，我不想推斷該值。

從我的理解我可以使用percentile_cont來做到這一點，但我不明白我在網上看到的例子。例如，percentile_cont使用的百分位數是從哪裏來的？

在此先感謝您的幫助！

Answer 1

我不確定你如何使用PERCENTILE_CONT來做你想要的插值，但藉助不同的分析函數，你可以實現你想要的。

首先，我們將創建下列函數，它INTERVAL DAY TO SECOND值轉換成秒：

CREATE OR REPLACE FUNCTION intvl_to_seconds(
    p_interval INTERVAL DAY TO SECOND 
) RETURN NUMBER DETERMINISTIC 
AS 
BEGIN 
    RETURN EXTRACT(DAY FROM p_interval) * 24*60*60 
     + EXTRACT(HOUR FROM p_interval) * 60*60 
     + EXTRACT(MINUTE FROM p_interval) * 60 
     + EXTRACT(SECOND FROM p_interval); 
END; 
/

有了這個功能，我們可以使用查詢，如下列：

SELECT d1.time, 
     d1.value AS value1, 
     q2.prev_value + intvl_to_seconds(d1.time - q2.prev_time) * (q2.next_value - q2.prev_value)/intvl_to_seconds(q2.next_time - q2.prev_time) AS value2 
    FROM devices d1 
    LEFT OUTER JOIN (SELECT d2.time AS prev_time, 
          d2.value AS prev_value, 
          LEAD(d2.time, 1) OVER (ORDER BY d2.time) AS next_time, 
          LEAD(d2.value, 1) OVER (ORDER BY d2.time) AS next_value 
        FROM devices d2 
        WHERE d2.deviceid = 2) q2 
       ON d1.time BETWEEN q2.prev_time AND q2.next_time 
WHERE d1.deviceid = 1; 

我把你上面的數據，把時間戳的日期組件設置爲今天，當我運行上面的查詢時，我得到了以下結果：

 
TO_CHAR(D1.TIME)       VALUE1  VALUE2 
------------------------------------- ---------- ---------- 
09-SEP-11 01.00.00.000000      1 
09-SEP-11 01.00.01.000000     1.03 552.517625 
09-SEP-11 01.00.02.000000     1.063 552.404813 

（我加了一個TO_CHAR各地d1.time以減少在SQL * Plus過多空白。）

如果您使用DATE！而非TIMESTAMP S，你不需要的功能：你可以減日期。

Answer 2

我使用@Luke伍德沃德的查詢的修改版本：

SELECT d1.time, 
    d1.value AS value1, 
    q2.prev_value + 
    (EXTRACT(SECOND FROM (d1.time - q2.prev_time)) + 
    EXTRACT(MINUTE FROM (d1.time - q2.prev_time)) * 60) 
    * (q2.next_value - q2.prev_value)/ 
     (EXTRACT (SECOND FROM (q2.next_time - q2.prev_time)) + 
     EXTRACT (MINUTE FROM (q2.next_time - q2.prev_time)) * 60) AS value2 
FROM devices d1 
LEFT OUTER JOIN (SELECT d2.time AS prev_time, 
         d2.value AS prev_value, 
         LEAD(d2.time, 1) OVER (ORDER BY d2.time) AS next_time, 
         LEAD(d2.value, 1) OVER (ORDER BY d2.time) AS next_value 
       FROM devices d2 
       WHERE d2.deviceid = 2 
         and time between '20100914 000000' and '20100915 000000' 
       ) q2 
      ON d1.time BETWEEN q2.prev_time AND q2.next_time 
WHERE d1.deviceid = 1; 

但插值總是上來爲空，即使是在日期範圍裝置2的數據。

請注意，我不得不在q2中添加查詢的日期範圍，這也許是爲什麼普通連接會丟失外部數據。

如果我使用正常連接，但是在使用正常連接時，我不會得到插值數據的空值，但是我丟失了設備1的端點之外的設備1的數據（q2中的插值設備） 。建議？

Answer 3

的日期範圍的最終解決方案：

SELECT 
    d1.time, 
    d1.value AS value1, 
    q2.prev_value + 
    (EXTRACT(SECOND FROM (d1.time - q2.prev_time)) + 
    EXTRACT(MINUTE FROM (d1.time - q2.prev_time)) * 60) 
    * (q2.next_value - q2.prev_value)/ 
     (EXTRACT (SECOND FROM (q2.next_time - q2.prev_time)) + 
     EXTRACT (MINUTE FROM (q2.next_time - q2.prev_time)) * 60 
    ) AS value2 
FROM devices d1 
LEFT OUTER JOIN (
    SELECT d2.time AS prev_time, 
      d2.value AS prev_value, 
      LEAD(d2.time, 1) OVER (ORDER BY d2.time) AS next_time, 
      LEAD(d2.value, 1) OVER (ORDER BY d2.time) AS next_value 
    FROM devices d2 
    WHERE d2.deviceid = 2 
    AND time BETWEEN '20100914 000000' AND '20100915 000000' 
) q2 
ON d1.time BETWEEN q2.prev_time AND q2.next_time 
WHERE d1.deviceid = 1 
AND time BETWEEN '20100914 000000' AND '20100915 000000';