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generate-timeseries.md

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Generate a timeseries of dates and/or times

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Description

In order to conduct timeseries analysis, we need to have a complete timeseries for the data in question. Often, we cannot be certain that every day/hour etc. occurs naturally in our dataset. Therefore, we to be able to generate a series of dates and/or times to base our query on. The GENERATE_SERIES function will allow us to do this:

--generate timeseries in hourly increments
SELECT timeseries_hour
FROM generate_series('2021-01-01 00:00:00'::TIMESTAMP, '2021-01-01 03:00:00'::TIMESTAMP, '1 hour') AS timeseries_hour;
timeseries_hour
2021-01-01 00:00:00.000000
2021-01-01 01:00:00.000000
2021-01-01 02:00:00.000000
2021-01-01 03:00:00.000000
--generate timeseries in daily increments
SELECT timeseries_day::DATE
FROM generate_series('2021-01-01'::DATE, '2021-01-04'::DATE, '1 day') AS timeseries_day;
timeseries_day
2021-01-01
2021-01-02
2021-01-03
2021-01-04