Databases
StackOverflow2013
Postsdbo
POSubsampling SQL-stored data for plots
 

Note that there are some explanatory texts on larger screens.

plurals
  1. POSubsampling SQL-stored data for plots
    primarykey
    data
    text
    <p>Suppose you have a program that logs (timestamp, stock_price) to an SQL database every 30 seconds, and you want to generate plots of the stock price over various timescales. If you plot measurements over a 1-hour range, it's OK to use all 120 samples taken during that time. However, if you want to plot price over a 1-year range, you obviously don't want to pull over 1 million samples out of the database. It would be better to pull some representative subset of the samples out of the database.</p> <p>This reminds me of the Level of Detail technique in computer graphics -- as you move farther from a 3d model, a lower-fidelity version of the model can be used.</p> <p>Are there common techniques for representing Level of Detail information in a database, or for quickly querying an evenly spaced subset of data (e.g. give me 100 evenly spaced samples from January 2009)?</p> <hr> <p>The solution I've come up with so far is to include a level_of_detail column in the database table. If level_of_detail=0, the row holds a single instantaneous sample. If level_of_detail=n, the row contains an average of the last (sample_interval*(2^n)) seconds of data, and there are 1/(2^n) as many rows at this level. The table has an index on (level_of_detail, timestamp), and when you want to generate a plot, you calculate an appropriate level_of_detail value based on the number of samples you want and query with that constraint. Disadvantages are:</p> <ul> <li>For N samples, the table needs to store 2*N rows</li> <li>The client must know to specify an appropriate level_of_detail constraint</li> <li>Some process needs to be responsible for building the averaged rows as samples are added to the table</li> </ul>
    singulars
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. PTQuestion
    1. USKevin Ivarsen
    1. USKevin Ivarsen
    plurals
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. PO
      singulars
      1. PTAnswer
    1. VO
      singulars
      1. POSubsampling SQL-stored data for plots
      1. This table or related slice is empty.
      1. VTUpMod
    1. COIsn't there a reason you see financial charts showing like High, Low, Close, Open. it shows you the trend (the trend is your friend) and movement during the day that is easy to see over a period of time.
      singulars
      1. POSubsampling SQL-stored data for plots
      1. USu07ch
 

Querying!

 
Guidance
A row detail

Detail views are divided into sections. All the information in the data section comes from columns in the selected row. The other sections display data from other, related rows.

Related data can be related in a to-one or a to-many fashion. Captions of data related in a to-many fashion link to a list view showing a filtered view of the table.

Try moving around until you find a non-empty to-many entry and click on the label to get to one. You can move back to the root by clicking on the database name in the header.

SQuiL has stopped working due to an internal error.

If you are curious you may find further information in the browser console, which is accessible through the devtools (F12).

Reload