时间序列数据 - 查找状态转换的时间

Question

假设我有一个简单的表格：

<timestamp> <state (A or B)>

我希望能够选择系列从状态 A 转换到状态 B 的所有时间（即 X_t = B && X_t-1 = A ）。以数据为例：

00:00 A
00:01 A
00:02 B
00:03 B
00:04 B
00:05 B
00:06 A
00:07 B
00:08 B

我想返回00:02 和00:07。

也许我搜索了错误的关键字，但我找不到任何类似问题的好例子。我该如何使用 PostgreSQL 来解决这个问题？

Answer 1

您需要使用领先或滞后窗口功能：

http://www.postgresql.org/docs/current/static/tutorial-window.html

http://www.postgresql.org/docs/current/static/functions-window.html

Answer 2

单一时间序列

SELECT ts
FROM  (
   SELECT *, lag(state) OVER (ORDER BY ts) AS last_state
   FROM   tbl
   ) sub
WHERE  state = 'B'
AND    last_state = 'A'
ORDER  BY ts;          -- I assume you want ordered results

@Denis already provided some links.

多个时间序列

...由timeseries_id 标识（回复评论）：

SELECT timeseries_id, ts
FROM  (
   SELECT *, lag(state) OVER (PARTITION BY timeseries_id
                              ORDER BY ts) AS last_state
   FROM   tbl
   ) sub
WHERE  state = 'B'
AND    last_state = 'A'
ORDER  BY timeseries_id, ts;