How to compute the moving average over the last n hours

Question

I am trying to compute efficiently (using SQL Server 2008) the moving average of the ProductCount over a period of 24 hours. For every single row in the Product table, I\'d

Answer 1

Well, the fact that you need to calculate the average for every hour, actually makes this simpler, since you just need to SUM the product count and divide it by a fixed number (24). So I think that this will get the results you want (though in this particular case, a cursor by be actually faster):

SELECT A.*, B.ProductCount/24 DailyMovingAverage
FROM ProductInventory A
OUTER APPLY (   SELECT SUM(ProductCount) ProductCount
                FROM ProductInventory
                WHERE ProductName = A.ProductName 
                AND [Date] BETWEEN DATEADD(HOUR,-23,A.[Date]) AND A.[Date]) B

Answer 2

I added to Lamak's answer to include min/max:

SELECT *
FROM ProductInventory A
OUTER APPLY (   
    SELECT 
        SUM(ProductCount) / 24 AS DailyMovingAverage, 
        MAX(ProductCount) AS MaxProductCount,
        CASE COUNT(*) WHEN 24 THEN MIN(ProductCount) ELSE 0 END AS MinProductCount
    FROM ProductInventory
    WHERE ProductName = A.ProductName 
    AND [Date] BETWEEN DATEADD(HOUR, -23, A.[Date]) AND A.[Date]) B

To account for missing records, check that there were indeed 24 records in the last 24 hours before using MIN(ProductCount), and return 0 otherwise.

Working SQL Fiddle, with a bunch (bushel?) of Oranges added to show the MinProductCount working