SQL Serverにおける標準偏差の偏差

Question

オブジェクトIDによってグループ化された時系列データがあります。今日と4日前のPER OBJECTの間のすべての値の標準偏差を逐次計算する方法を知りたい。私：

id  date  value     stdev 
12345 24/11/2005 0.0001923076923076920 0.0000000000000000000000 
37470 25/11/2005 0.0001923076923076920 0.0000000000000000000000 
37470 28/11/2005 0.0001923076923076920 0.0000000000000000000000 
37470 29/11/2005 0.0001923076923076920 0.0000000000000000000000 
37470 30/11/2005 0.0001923076923076920 0.0000000000000000000000 
37470 01/12/2005 0.0001923076923076920 0.0000000000000000000000 
37470 02/12/2005 0.0001921229586935640 0.0000000826153837838936 
37470 05/12/2005 0.0001923076923076920 0.0000000826153837838936 
37470 06/12/2005 0.0001923076923076920 0.0000000826153837838937 

67890 07/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 08/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 09/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 12/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 13/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 14/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 15/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 16/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 19/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 20/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 21/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 22/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 23/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 26/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 27/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 28/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 29/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 30/12/2005 0.0001923076923076920 0.0000000000000000000000 
67890 02/01/2006 0.0001922984471900390 0.0000000041345423064249 

Answer 1

これはトリックですか？

;WITH sample_data AS 
(
SELECT 12345 as id, '2005-11-24' as date, 0.0001923076923076920 as datas 
UNION ALL SELECT 37470 , '2005-11-25' , 0.0001923076923076920 
UNION ALL SELECT 37470 , '2005-11-28' , 0.0001923076923076920 
UNION ALL SELECT 37470 , '2005-11-29' , 0.0001923076923076920 
UNION ALL SELECT 37470 , '2005-11-30' , 0.0001923076923076920 
UNION ALL SELECT 37470 , '2005-12-01' , 0.0001923076923076920 
UNION ALL SELECT 37470 , '2005-12-02' , 0.0001921229586935640 
UNION ALL SELECT 37470 , '2005-12-05' , 0.0001923076923076920 
UNION ALL SELECT 37470 , '2005-12-06' , 0.0001923076923076920 
) 
,sample_data2 AS 
(
SELECT 
id 
,date 
,datas 
,row_number() OVER (PARTITION BY id ORDER BY date ASC) as row 
FROM sample_data 
) 
,sample_data3 AS 
(
SELECT 
sd2.id AS id 
,sd2.date as Date 
,sd2.datas as orig_data 
,sd3.datas as prior_data 
FROM sample_data2 sd2 
LEFT OUTER JOIN sample_data2 sd3 ON sd3.id = sd2.id 
AND sd3.row <= sd2.row 
AND sd3.row > sd2.row - 5 
AND sd2.row > 0 
) 
SELECT 
id 
,Date 
,MAX(orig_data) as Data_value 
,ISNULL(STDEV(prior_data),0) AS STDEV_ 
FROM sample_data3 
GROUP BY 
id 
,date