From the course: Advanced SQL for Data Science: Time Series

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Joining two time series

Joining two time series - SQL Tutorial

From the course: Advanced SQL for Data Science: Time Series

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Joining two time series

- [Instructor] Sometimes we need to join multiple time series. For example, two time series may have different measurements over the same period. For example, we might want to compare, or examine, server utilization and network throughput and latency over the same period of time. So it's often useful to combine multiple measurements, or multiple time series. Now there are some potential problems joining on time. Times may have different precision, and actually the more precise, so the more we get down into seconds, and milliseconds, and microseconds, we're more likely to have inexact matches. So for example, we might have two data points in two different time series that have the same hour, minute, and second, but have different fractions of a second. So we need to take that into consideration when we plan on how we're going to do our joins. We also need to consider the possibility of clock skew. This occurs when the clocks used on different servers begin to shift and vary in time…

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