你试过设定一个 depth 字段来限制递归？比如：

WITH smooth AS (...),
numbered AS (...),
recursive EWMA AS (
  SELECT 
    rn, customer, closed_date, metric, CAST(metric AS NUMERIC(20,5)) as EWMA, 
    1 AS depth
  FROM numbered
  WHERE rn = 1

  UNION ALL

  SELECT 
    numbered.rn, numbered.customer, numbered.closed_date, numbered.metric,
    smooth.alpha * numbered.metric + (1-smooth.alpha) * EWMA.EWMA, 
    EWMA.Depth + 1 AS Depth
  FROM EWMA
  INNER JOIN numbered ON EWMA.rn + 1 = numbered.rn
  CROSS JOIN smooth   
  WHERE depth <= 10 -- Restrict recursion
)
SELECT * 
FROM EWMA
ORDER BY closed_date;

递归连接 numbered 可能是问题的根源，假设 my_table table很大。理想情况下，您应该在pi列上执行一个直接的相等联接——即。 table1.pi_col1 = table2.pi_col2 . 不知道如何使用 +1 表达式将影响连接。
从较高的层次来看，您似乎只想在当前行的计算中使用前一行的值。如果是这样的话，那么您可以完全取消递归cte，只使用 LAG() 窗口功能：

WITH smooth AS (
  SELECT CAST(0.741870935 AS NUMERIC (20,5)) AS alpha
)
SELECT 
  ROW_NUMBER() OVER (ORDER BY customer_name, closed_date) as rn, -- row number
  customer, 
  closed_date, 
  metric,
  CAST(
    COALESCE(
      (smooth.alpha * metric + (1-smooth.alpha)) * -- current row's value
      LAG((smooth.alpha * metric + (1-smooth.alpha))) OVER(
        ORDER BY customer_name, closed_date) -- previous row's value
      , metric -- handle first row (no previous "EWMA" value)
    )
  AS NUMERIC(20,5)) AS EWMA
FROM my_table;