获取表中不同列的最新 NOT NULL 值，按公共列分组

Question

在 PostgreSQL 数据库中，我有一个如下所示的测量表：

| sensor_group_id | ts                        | value_1 | value_2 | etc... |
|-----------------|---------------------------|---------|---------|--------|
| 1               | 2021-07-21T00:20:00+00:00 | 15      | NULL    |        |
| 1               | 2021-07-15T00:20:00+00:00 | NULL    | 23      |        |
| 2               | 2021-07-17T00:20:00+00:00 | NULL    | 11      |        |
| 1               | 2021-07-13T00:20:00+00:00 | 9       | 4       |        |
| 2               | 2021-07-10T00:20:00+00:00 | 99      | 36      |        |

此表中有许多列具有不同类型的测量值。每个传感器组同时产生不同类型的测量值，但并不总是所有类型。 所以我们最终得到了部分填充的行。

我想做什么：

• 对于每个不同的 sensor_group_id
• 针对每个不同的列（测量类型）
• 获取该列不为 NULL 时的最新时间戳以及该时间戳处该度量的值

我现在的解决方案，看起来很麻烦：

WITH
    latest_value_1 AS (SELECT DISTINCT ON (sensor_group_id) sensor_group_id, ts, value_1
                                  FROM measurements
                                  WHERE value_1 IS NOT NULL
                                  ORDER BY sensor_group_id, ts DESC),
    latest_value_2 AS (SELECT DISTINCT ON (sensor_group_id) sensor_group_id, ts, value_2
                                  FROM measurements
                                  WHERE value_2 IS NOT NULL
                                  ORDER BY sensor_group_id, ts DESC),
    latest_value_3 AS (SELECT DISTINCT ON (sensor_group_id) sensor_group_id, ts, value_3
                                  FROM measurements
                                  WHERE value_3 IS NOT NULL
                                  ORDER BY sensor_group_id, ts DESC),
etc...
SELECT latest_value_1.sensor_group_id,
       latest_value_1.ts        AS latest_value_1_ts,
       value_1,
       latest_value_2.ts        AS latest_value_2_ts,
       value_2,
       latest_value_3.ts        AS latest_value_3_ts,
       value_3,
       etc...
FROM lastest_value_1
         JOIN latest_value_2
              ON latest_value_1.sensor_group_id = latest_value_2.sensor_group_id
         JOIN latest_value_2
              ON latest_value_1.sensor_group_id = latest_value_2.sensor_group_id
         JOIN latest_value_3
              ON latest_value_1.sensor_group_id = latest_value_3.sensor_group_id
        etc...

这会产生以下结果：

sensor_group_id	latest_value_1_ts	value_1	latest_value_2_ts	value_2	etc...
1	2021-07-21T00:20:00+00:00	15	2021-07-21T00:20:00+00:00	23
2	2021-07-10T00:20:00+00:00	99	2021-07-17T00:20:00+00:00	11

这看起来异常复杂，但我不确定是否有更好的方法。非常感谢您的帮助！

Answer 1

您真正想要的是LAG() 或LAST_VALUE() 上的IGNORE NULLS 选项。但是 Postgres 不支持这个功能。相反，您可以使用两级技巧，为每个值分配一个分组，因此每个 NULL 值与具有值的前一行位于同一组中。然后通过组“schmear”值：

select t.*,
       max(value_1) over (partition by sensor_group_id, grp_1) as imputed_value_1,
       max(value_2) over (partition by sensor_group_id, grp_2) as imputed_value_2,
       max(value_3) over (partition by sensor_group_id, grp_3) as imputed_value_3
from (select t.*,
             count(value_1) over (partition by sensor_group_id order by ts) as grp_1,
             count(value_2) over (partition by sensor_group_id order by ts) as grp_2,
             count(value_3) over (partition by sensor_group_id order by ts) as grp_3
      from t
     ) t;

Answer 2

不确定是不是更简单...

with
  sensor_groups(sgr_id) as ( -- Change it to the list of groups if you have it
    select distinct sensor_group_id from measurements)
select
  *
from
  sensor_groups as sg
    left join lateral (
      select ts, value_1
      from measurements
      where value_1 is not null and sensor_group_id = sg.sgr_id
      order by ts desc limit 1) as v1(ts_1, v_1) on true
    left join lateral (
      select ts, value_2
      from measurements
      where value_2 is not null and sensor_group_id = sg.sgr_id
      order by ts desc limit 1) as v2(ts_2, v_2) on true
    ...

PS：数据规范化会很有帮助