SQL Timeseries - Group rows by gap in inactivity (session window)

Question

I'm trying to group data into sessions that are separated by inactivity, or gaps in the timestamp column, in postgres. (For reference, this is referred to as a 'session window' in the kSQL kafka streams world.)

For example, say I have a series of measurements coming in from an IoT device. Each row has a timestamp and a value, but the device does not always send data, only when needed, so there are gaps of inactivity.

    timestamp         |  value

2021-10-29 11:05:00   |  100  
2021-10-29 11:04:00   |  101  
2021-10-29 09:05:00   |  99  
2021-10-29 09:03:00   |  100

Now I want to query this data to group the rows that occur within a 10 minute session window (separated by no rows for a certain amount of time).

The query would look like:

select  
  max(timestamp) as "end",  
  min(timestamp) as "start",  
  avg(value) as "average"  
from table  
group by  
  session_window(timestamp, 'interval 10 minutes') -- <- how to do this part?

And the output should look like:

    end               |      start            |   average

2021-10-29 11:05:00   |  2021-10-29 11:04:00  |   100.5
2021-10-29 09:05:00   |  2021-10-29 09:03:00  |   99.5

Jim Jones · Answer 1 · 2021-10-29T12:13:12.150

If you want to create a 10 minutes interval based on the min and max timestamps of a given record set, you might first establish these windows within a subquery or CTE using a tsrange, and finally in the outer query aggregate the records overlap with these new windows, e.g.

CREATE TABLE iot (tmst timestamp without time zone, value numeric);

INSERT INTO iot VALUES 
('2021-10-29 11:05:00',100),
('2021-10-29 11:04:00',101),
('2021-10-29 09:05:00',99),  
('2021-10-29 09:03:00',100);

WITH j AS (
  SELECT tsrange(series,series+'00:09:59'::time) AS ts_win 
  FROM (SELECT generate_series(min(tmst),max(tmst),interval '10 minutes') 
        FROM iot) i (series)  
) 
SELECT 
 lower(j.ts_win) AS start, upper(j.ts_win) AS end, avg(iot.value) AS average
FROM j
JOIN iot ON j.ts_win @> iot.tmst
GROUP BY j.ts_win;

        start        |         end         |       average        
---------------------+---------------------+----------------------
 2021-10-29 09:03:00 | 2021-10-29 09:12:59 |  99.5000000000000000
 2021-10-29 11:03:00 | 2021-10-29 11:12:59 | 100.5000000000000000
(2 Zeilen)

Demo: db<>fiddle
Perhaps interesting: How can I group data by batches of 5 seconds with postgres?

Stefanov.sm · Answer 2 · 2021-10-29T17:37:07.843

We first need to place the event timestamp into 10 minutes long time slots (tp) then group by tp and aggregate. In Postgresql 14 you can use date_bin function to do this. Prior to version 14 use function date_bin below which is an analog of PG14 function with the same return value and arguments' signature.

create or replace function date_bin
 (trunc_period interval, ts timestamptz, base_ts timestamptz default '1970-01-01Z')
 returns timestamptz language sql immutable as
$$
select
  base_ts
  + floor(extract(epoch from ts - base_ts) / extract(epoch from trunc_period))::bigint
  * trunc_period;
$$;

CREATE temporary TABLE t (ts timestamp, val int);
INSERT INTO t (ts, val)
VALUES
    ('2021-10-29 11:05:00', 100),
    ('2021-10-29 11:04:00', 101),
    ('2021-10-29 09:05:00', 99),
    ('2021-10-29 09:03:00', 100);

with cte as 
(
    select date_bin(interval '10 minutes', ts) tp, val 
    from t
)
select tp "start", tp + interval '10 minutes' "end", avg(val) average
from cte
group by tp;

Or as the query in your example goes:

select  
  max(ts) as "end", min(ts) as "start", avg(val) as "average"  
from t  
group by date_bin(interval '10 minutes', ts);

SQL Timeseries - Group rows by gap in inactivity (session window)

2 Answers2