Oracle: Identifying peak values in a time series - sql

Question

I have following values in a column of table. there are two columns in table. The other column is having distinct dates in descending order.
3
4
3
21
4
4
-1
3
21
-1
4
4
8
3
3
-1
21
-1
4
The graph will be
I need only peaks higlighted in graph with circles in output
4
21
21
8
21
4

Answer 1

SQL Fiddle
Oracle 11g R2 Schema Setup:
CREATE TABLE TEST ( datetime, value ) AS
SELECT DATE '2015-01-01', 3 FROM DUAL
UNION ALL SELECT DATE '2015-01-02', 4 FROM DUAL
UNION ALL SELECT DATE '2015-01-03', 3 FROM DUAL
UNION ALL SELECT DATE '2015-01-04', 21 FROM DUAL
UNION ALL SELECT DATE '2015-01-05', 4 FROM DUAL
UNION ALL SELECT DATE '2015-01-06', 4 FROM DUAL
UNION ALL SELECT DATE '2015-01-07', -1 FROM DUAL
UNION ALL SELECT DATE '2015-01-08', 3 FROM DUAL
UNION ALL SELECT DATE '2015-01-09', 21 FROM DUAL
UNION ALL SELECT DATE '2015-01-10', -1 FROM DUAL
UNION ALL SELECT DATE '2015-01-11', 4 FROM DUAL
UNION ALL SELECT DATE '2015-01-12', 4 FROM DUAL
UNION ALL SELECT DATE '2015-01-13', 8 FROM DUAL
UNION ALL SELECT DATE '2015-01-14', 3 FROM DUAL
UNION ALL SELECT DATE '2015-01-15', 3 FROM DUAL
UNION ALL SELECT DATE '2015-01-16', -1 FROM DUAL
UNION ALL SELECT DATE '2015-01-17', 21 FROM DUAL
UNION ALL SELECT DATE '2015-01-18', -1 FROM DUAL
UNION ALL SELECT DATE '2015-01-19', 4 FROM DUAL
Query 1:
SELECT datetime, value
FROM (
SELECT datetime,
LAG( value ) OVER ( ORDER BY datetime ) AS prv,
value,
LEAD( value ) OVER ( ORDER BY datetime ) AS nxt
FROM test
)
WHERE ( prv IS NULL OR prv < value )
AND ( nxt IS NULL OR nxt < value )
Results:
| DATETIME | VALUE |
|---------------------------|-------|
| January, 02 2015 00:00:00 | 4 |
| January, 04 2015 00:00:00 | 21 |
| January, 09 2015 00:00:00 | 21 |
| January, 13 2015 00:00:00 | 8 |
| January, 17 2015 00:00:00 | 21 |
| January, 19 2015 00:00:00 | 4 |

Answer 2

So the peak is defined as the previous value and next value being less than the current value, and you can retrieve the previous an next using LAG() and LEAD() functions.
You really need some other column (e.g. my_date) to define the order of the rows, then you can:
select my_date,
value
from (select value,
lag(value ) over (order by my_date) lag_value,
lead(value) over (order by my_date) lead_value
from my_table)
where value > coalesce(lag_value , value - 1) and
value > coalesce(lead_value, value - 1);
This would not allow for a "double-peak" such as:
1,
15,
15,
4
... for which much more complex logic would be needed.

Answer 3

Just for completeness the row pattern matching example:
WITH source_data(datetime, value) AS (
SELECT DATE '2015-01-01', 3 FROM DUAL UNION ALL
SELECT DATE '2015-01-02', 4 FROM DUAL UNION ALL
SELECT DATE '2015-01-03', 3 FROM DUAL UNION ALL
SELECT DATE '2015-01-04', 21 FROM DUAL UNION ALL
SELECT DATE '2015-01-05', 4 FROM DUAL UNION ALL
SELECT DATE '2015-01-06', 4 FROM DUAL UNION ALL
SELECT DATE '2015-01-07', -1 FROM DUAL UNION ALL
SELECT DATE '2015-01-08', 3 FROM DUAL UNION ALL
SELECT DATE '2015-01-09', 21 FROM DUAL UNION ALL
SELECT DATE '2015-01-10', -1 FROM DUAL UNION ALL
SELECT DATE '2015-01-11', 4 FROM DUAL UNION ALL
SELECT DATE '2015-01-12', 4 FROM DUAL UNION ALL
SELECT DATE '2015-01-13', 8 FROM DUAL UNION ALL
SELECT DATE '2015-01-14', 3 FROM DUAL UNION ALL
SELECT DATE '2015-01-15', 3 FROM DUAL UNION ALL
SELECT DATE '2015-01-16', -1 FROM DUAL UNION ALL
SELECT DATE '2015-01-17', 21 FROM DUAL UNION ALL
SELECT DATE '2015-01-18', -1 FROM DUAL UNION ALL
SELECT DATE '2015-01-19', 4 FROM DUAL
)
SELECT *
FROM
source_data MATCH_RECOGNIZE (
ORDER BY datetime
MEASURES
LAST(UP.datetime) AS datetime,
LAST(UP.value) AS value
ONE ROW PER MATCH
PATTERN ((UP DOWN) | UP$)
DEFINE
DOWN AS DOWN.value < PREV(DOWN.value),
UP AS UP.value > PREV(UP.value)
)
ORDER BY
datetime

Answer 4

There is a much more sophisticated method available in Oracle 12c, which is to use pattern matching SQL.
http://docs.oracle.com/database/121/DWHSG/pattern.htm#DWHSG8966
It would be overkill for a situation like this, but if you needed more complex patterns matched, such as W shaped patterns, then it would be worth investigating.

Answer 5

Using LAG function you can compare values from different rows. I assume the resultset you showed is ordered by another column named position.
select value
from
(select value,
lag(value,-1) over (order by position) prev,
lag(value,1) over (order by position) next
from table)
where value > prev
and value > next