Weighted average in T-SQL (like Excel's SUMPRODUCT) - sql

Question

I am looking for a way to derive a weighted average from two rows of data with the same number of columns, where the average is as follows (borrowing Excel notation):
(A1*B1)+(A2*B2)+...+(An*Bn)/SUM(A1:An)
The first part reflects the same functionality as Excel's SUMPRODUCT() function.
My catch is that I need to dynamically specify which row gets averaged with weights, and which row the weights come from, and a date range.
EDIT: This is easier than I thought, because Excel was making me think I required some kind of pivot. My solution so far is thus:
select sum(baseSeries.Actual * weightSeries.Actual) / sum(weightSeries.Actual)
from (
select RecordDate , Actual
from CalcProductionRecords
where KPI = 'Weighty'
) baseSeries inner join (
select RecordDate , Actual
from CalcProductionRecords
where KPI = 'Tons Milled'
) weightSeries on baseSeries.RecordDate = weightSeries.RecordDate

Answer 1

Quassnoi's answer shows how to do the SumProduct, and using a WHERE clause would allow you to restrict by a Date field...
SELECT
SUM([tbl].data * [tbl].weight) / SUM([tbl].weight)
FROM
[tbl]
WHERE
[tbl].date >= '2009 Jan 01'
AND [tbl].date < '2010 Jan 01'
The more complex part is where you want to "dynamically specify" the what field is [data] and what field is [weight]. The short answer is that realistically you'd have to make use of Dynamic SQL. Something along the lines of:
- Create a string template
- Replace all instances of [tbl].data with the appropriate data field
- Replace all instances of [tbl].weight with the appropriate weight field
- Execute the string
Dynamic SQL, however, carries it's own overhead. Is the queries are relatively infrequent , or the execution time of the query itself is relatively long, this may not matter. If they are common and short, however, you may notice that using dynamic sql introduces a noticable overhead. (Not to mention being careful of SQL injection attacks, etc.)
EDIT:
In your lastest example you highlight three fields:
RecordDate
KPI
Actual
When the [KPI] is "Weight Y", then [Actual] the Weighting Factor to use.
When the [KPI] is "Tons Milled", then [Actual] is the Data you want to aggregate.
Some questions I have are:
Are there any other fields?
Is there only ever ONE actual per date per KPI?
The reason I ask being that you want to ensure the JOIN you do is only ever 1:1. (You don't want 5 Actuals joining with 5 Weights, giving 25 resultsing records)
Regardless, a slight simplification of your query is certainly possible...
SELECT
SUM([baseSeries].Actual * [weightSeries].Actual) / SUM([weightSeries].Actual)
FROM
CalcProductionRecords AS [baseSeries]
INNER JOIN
CalcProductionRecords AS [weightSeries]
ON [weightSeries].RecordDate = [baseSeries].RecordDate
-- AND [weightSeries].someOtherID = [baseSeries].someOtherID
WHERE
[baseSeries].KPI = 'Tons Milled'
AND [weightSeries].KPI = 'Weighty'
The commented out line only needed if you need additional predicates to ensure a 1:1 relationship between your data and the weights.
If you can't guarnatee just One value per date, and don't have any other fields to join on, you can modify your sub_query based version slightly...
SELECT
SUM([baseSeries].Actual * [weightSeries].Actual) / SUM([weightSeries].Actual)
FROM
(
SELECT
RecordDate,
SUM(Actual)
FROM
CalcProductionRecords
WHERE
KPI = 'Tons Milled'
GROUP BY
RecordDate
)
AS [baseSeries]
INNER JOIN
(
SELECT
RecordDate,
AVG(Actual)
FROM
CalcProductionRecords
WHERE
KPI = 'Weighty'
GROUP BY
RecordDate
)
AS [weightSeries]
ON [weightSeries].RecordDate = [baseSeries].RecordDate
This assumes the AVG of the weight is valid if there are multiple weights for the same day.
EDIT : Someone just voted for this so I thought I'd improve the final answer :)
SELECT
SUM(Actual * Weight) / SUM(Weight)
FROM
(
SELECT
RecordDate,
SUM(CASE WHEN KPI = 'Tons Milled' THEN Actual ELSE NULL END) AS Actual,
AVG(CASE WHEN KPI = 'Weighty' THEN Actual ELSE NULL END) AS Weight
FROM
CalcProductionRecords
WHERE
KPI IN ('Tons Milled', 'Weighty')
GROUP BY
RecordDate
)
AS pivotAggregate
This avoids the JOIN and also only scans the table once.
It relies on the fact that NULL values are ignored when calculating the AVG().

Answer 2

SELECT SUM(A * B) / SUM(A)
FROM mytable

Answer 3

If I have understand the problem then try this
SET DATEFORMAT dmy
declare #tbl table(A int, B int,recorddate datetime,KPI varchar(50))
insert into #tbl
select 1,10 ,'21/01/2009', 'Weighty'union all
select 2,20,'10/01/2009', 'Tons Milled' union all
select 3,30 ,'03/02/2009', 'xyz'union all
select 4,40 ,'10/01/2009', 'Weighty'union all
select 5,50 ,'05/01/2009', 'Tons Milled'union all
select 6,60,'04/01/2009', 'abc' union all
select 7,70 ,'05/01/2009', 'Weighty'union all
select 8,80,'09/01/2009', 'xyz' union all
select 9,90 ,'05/01/2009', 'kws' union all
select 10,100,'05/01/2009', 'Tons Milled'
select SUM(t1.A*t2.A)/SUM(t2.A)Result from
(select RecordDate,A,B,KPI from #tbl)t1
inner join(select RecordDate,A,B,KPI from #tbl t)t2
on t1.RecordDate = t2.RecordDate
and t1.KPI = t2.KPI