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POVertica INTERPOLATE feature
 

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    <h1>Vertica's shiny feature:</h1> <p>I have two tables that I would like to join with <strong>INTERPOLATE</strong> and expect data from the second table to be interpolated with the latest available. But unfortunately I am not able to get my desired result. I have checked out the Vertica documentation related to the <a href="https://my.vertica.com/docs/6.1.x/HTML/index.htm#15903.htm" rel="nofollow">INTERPOLATE</a> feature and tried an example which worked fine.</p> <pre><code>CREATE TABLE a ( family int, date DATE, id int ); CREATE TABLE b ( Id int, date DATE, datapoint float ); INSERT INTO a VALUES (1, '20130603', 1); INSERT INTO a VALUES (1, '20130604', 1); INSERT INTO a VALUES (1, '20130605', 1); INSERT INTO a VALUES (1, '20130606', 1); INSERT INTO a VALUES (1, '20130607', 1); INSERT INTO b VALUES (1, '20130603', 3.00); SELECT a.family, a.date, a.id, a.date, b.datapoint FROM a LEFT JOIN b ON a.id = b.id AND a.date INTERPOLATE PREVIOUS VALUE b.date; vertdeva01:20130612-095628 &gt; \g family | date | id | date | data --------+------------+----+------------+------ 1 | 2013-06-03 | 1 | 2013-06-03 | 3 1 | 2013-06-04 | 1 | 2013-06-04 | 3 1 | 2013-06-05 | 1 | 2013-06-05 | 3 1 | 2013-06-06 | 1 | 2013-06-06 | 3 1 | 2013-06-07 | 1 | 2013-06-07 | 3 </code></pre> <p>There I get the results as expected. The values in table <strong>b</strong> are interpolated according to the dates in table <strong>a</strong>.</p> <p>But when I try something similar to a slightly more complex scenario I don't really get what I want. </p> <h2>What I intend to achieve:</h2> <p><em>What I intend to achieve is select latest available data from <strong>b</strong> for every id in <strong>a</strong> that matches the corresponding date in <strong>a</strong>. So if <strong>a</strong> has an (id,date) combination then I would like to fetch data from <strong>b</strong> for that id and date. But if there is no data for that id in b on that date, then fetch what is available <strong>AS OF</strong> that date. Fetch data that would be valid as of the date in <strong>a</strong>. In other words, a feel-back behavior. A data point for an id is valid in <strong>b</strong> as long as there is no other data point for that id after that date. I hope that makes sense. I know a way to do this using <code>MAX()</code> and <code>GROUP BY</code>. I would like to know if the same is possible using <code>INTERPOLATE</code></em> </p> <h2>An Example:</h2> <p>Just to give you an idea of what it is, I played with an example. This time I just modified the previously created tables to have more fields. </p> <pre><code>CREATE TABLE a ( family int, family_name varchar(50), industry varchar(15), style_flag varchar(1), id int, id_name varchar(50), id1 int, id2 int, id3 int, date DATE, id4 int ); CREATE TABLE b ( id4 int, flag int, period int, date DATE, datapoint float ); INSERT INTO a VALUES (1, '1family', 'comp', 'A', 1, '1 id', 101, 201, 301, '20130603', 401); INSERT INTO a VALUES (1, '1family', 'comp', 'A', 2, '2 id', 102, 202, 302, '20130603', 402); INSERT INTO a VALUES (1, '1family', 'comp', 'A', 3, '3 id', 103, 203, 303, '20130603', 403); INSERT INTO a VALUES (2, '2family', 'bio', 'A', 5, '5 id', 105, 205, 305, '20130603', 405); INSERT INTO a VALUES (2, '2family', 'bio', 'A', 7, '7 id', 107, 207, 307, '20130603', 407); INSERT INTO a VALUES (2, '2family', 'bio', 'A', 9, '9 id', 109, 209, 309, '20130603', 409); INSERT INTO b VALUES (401, 1, 10, '20130501', 2.00); INSERT INTO b VALUES (401, 1, 20, '20130501', 1.50); INSERT INTO b VALUES (401, 2, 10, '20130409', 12.34); INSERT INTO b VALUES (401, 2, 20, '20130401', 10.56); INSERT INTO b VALUES (402, 1, 10, '20130501', 2.00); INSERT INTO b VALUES (402, 2, 20, '20130409', 12.34); INSERT INTO b VALUES (402, 2, 20, '20130401', 10.56); INSERT INTO b VALUES (402, 2, 20, '20130515', 20.55); </code></pre> <p>when I run the following query:</p> <pre><code>SELECT a.family, a.family_name, a.industry, a.style_flag, a.id, a.id_name, a.id1, a.id2, a.id3, a.date, b.id4, b.flag, b.period, b.datapoint FROM a LEFT JOIN b ON a.id4 = b.id4 AND a.date INTERPOLATE PREVIOUS VALUE b.date; </code></pre> <p>I get the following:</p> <pre><code>family | family_name | industry | style_flag | id | id_name | id1 | id2 | id3 | date | id4 | flag | period | datapoint --------+-------------+----------+------------+----+---------+-----+-----+-----+------------+-----+------+--------+----------- 2 | 2family | bio | A | 5 | 5 id | 105 | 205 | 305 | 2013-06-03 | | | | 1 | 1family | comp | A | 1 | 1 id | 101 | 201 | 301 | 2013-06-03 | 401 | 1 | 10 | 2 1 | 1family | comp | A | 3 | 3 id | 103 | 203 | 303 | 2013-06-03 | | | | 2 | 2family | bio | A | 9 | 9 id | 109 | 209 | 309 | 2013-06-03 | | | | 2 | 2family | bio | A | 7 | 7 id | 107 | 207 | 307 | 2013-06-03 | | | | 1 | 1family | comp | A | 2 | 2 id | 102 | 202 | 302 | 2013-06-03 | 402 | 2 | 20 | 20.55 </code></pre> <p>But I need to select the latest value available for an id from <strong>b</strong> for a kind of group by of (id4,flag, period), instead of what it is currently giving me as a result. is there a way that I can make use of the <strong>INTERPOLATE</strong> feature for this? Or should I take a completely different approach. The problem is data in table <strong>b</strong> is sparse. We may not have a datapoint every day, where as in <strong>a</strong> we have a data point every day. </p> <p>I also tried filling in the gaps between the data points in <strong>b</strong> using <strong>TIMESERIES</strong> clause and <strong>TS_FIRST_VALUE(datapoint, 'const')</strong>. But there again, the latest date available for a combination of id4, flag, period in <strong>b</strong> could be way back in time when compared to the date for an id in <strong>a</strong>. And I end up with the same problem as demonstrated above. </p> <p>Any guidance would be highly appreciated. </p>
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