In predictive analysis, SQL can complete data preparation and feature extraction. The key is to clarify the requirements and use SQL functions reasonably. Specific steps include: 1. Data preparation requires extracting historical data from multiple tables and aggregating and cleaning, such as aggregating sales volume by day and associating promotional information; 2. The feature project can use window functions to calculate time intervals or lag features, such as obtaining the user's recent purchase interval through LAG(); 3. Data segmentation is recommended to divide the training set and test set based on time, such as sorting by date with ROW_NUMBER() and marking the collection type proportionally. These methods can efficiently build the data foundation required for predictive models.
Predictive analysis actually relies heavily on data, and SQL, as a tool for processing structured data, can save a lot of trouble if used well. Many people think that Python or R must be used for predictive analysis, but in fact, many basic data preparation and feature extraction can be done in SQL. The key is that you have to know how to "ask" the data.

Data preparation: Selecting the right features is the first step
The effect of the prediction model depends largely on the quality of the input data, and this step of SQL can help a lot. You need to extract historical data from multiple tables, such as user behavior, transaction records, product information, etc. At this time, don't just simply SELECT *, and be sure which variables you want. For example, if you want to make sales forecasts, you may need fields such as sales volumes, promotional signs, and holiday signs for the past year.
You can first write a query with GROUP BY and SUM, aggregate sales by day, and then LEFT JOIN promotion information table. In this way, the data produced can be directly fed to the model.
- Gross aggregation by time (date/week/month)
- Pay attention to excluding outliers, such as filtering out extreme values with WHERE
- If there are multiple sources, remember to use JOIN to connect the main table and the dimension table
Feature Engineering: SQL can also do something "intelligent"
Many people think that feature engineering can only be done in Python, and in fact, SQL can also do some basic but effective operations. For example, you can use a window function to calculate the interval between the last three purchases of a user and use it to predict the next purchase time. Or use the LAG() function to construct the lag characteristics of the time series.

To give a simple example: If you want to predict whether a user will repurchase, you can use SQL to calculate the difference between the last purchase time and the current time of each user:
SELECT user_id, order_date, LAG(order_date) OVER (PARTITION BY user_id ORDER BY order_date) AS last_order_date, DATEDIFF(order_date, last_order_date) AS days_since_last_order FROM orders;
This time-based behavioral feature is often useful in predictive models.

Data segmentation: How to divide the training set and the test set?
This step is often overlooked, but is particularly important. If you want to use SQL to do data segmentation, the most common method is to divide it according to time. For example, the first 80% of the time is used as the training set, and the last 20% is used as the test set.
If your data has been sorted by time, you can use ROW_NUMBER() to mark it:
WITH ordered_data AS ( SELECT *, ROW_NUMBER() OVER (ORDER BY date) as rn, COUNT(*) OVER () as total FROM data_table ) SELECT *, CASE WHEN rn / total <= 0.8 THEN 'train' ELSE 'test' END as set_type FROM ordered_data;
Note that you do not use random sampling to classify predictive data, especially time series problems, because the order makes sense.
Basically that's it. SQL is not omnipotent, but in the early stages of predictive analysis, it can really help you quickly build a data framework. As long as the logic is clear and the structure is reasonable, the basic work of many models can be done in SQL.
The above is the detailed content of SQL for Predictive Analytics. For more information, please follow other related articles on the PHP Chinese website!

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