How do I calculate a moving average using MySQL?

mysql, sql, statistics

Solution

This is just off the top of my head, and I'm on the way out the door, so it's untested. I also can't imagine that it would perform very well on any kind of large data set. I did confirm that it at least runs without an error though. :)

SELECT
     value_column1,
     (
     SELECT
          AVG(value_column1) AS moving_average
     FROM
          Table1 T2
     WHERE
          (
               SELECT
                    COUNT(*)
               FROM
                    Table1 T3
               WHERE
                    date_column1 BETWEEN T2.date_column1 AND T1.date_column1
          ) BETWEEN 1 AND 20
     )
FROM
     Table1 T1

Problem

I need to do something like: ``` SELECT value_column1 FROM table1 WHERE datetime_column1 >= '2009-01-01 00:00:00' ORDER BY datetime_column1; ``` Except in addition to `value_column1`, I also need to retrieve a moving average of the previous 20 values of `value_column1`. Standard SQL is preferred, but I will use MySQL extensions if necessary.

Original source