It most definitely is.. LEAD and LAG are about all you get, and they are painfully slow. SQL was made to be order agnostic, and attempts to make it most order-aware don't quite work. A good time series database is build on table order and lets you exploit it. SQL is abysmal for any time series work.
And temporal and bitemporal databases (despite the name) are orthogonal to the aggregation and windowing issues that make time series difficult in SQL or a row-oriented database. The are just a couple of timestamps and where clauses to support point-in-time queries.
Maybe this is why so many time series databases fail. People making them often don't seem to fundamentally understand the issues, Very few, such as Kx and KDB, seem to understand them.
And temporal and bitemporal databases (despite the name) are orthogonal to the aggregation and windowing issues that make time series difficult in SQL or a row-oriented database. The are just a couple of timestamps and where clauses to support point-in-time queries.
Maybe this is why so many time series databases fail. People making them often don't seem to fundamentally understand the issues, Very few, such as Kx and KDB, seem to understand them.