Can I write this query without CURSORs?

Question

I am trying to find out the number of events that happened within a threshold time of timestamps found in another table for the same category. What is the fastest way to vary delta (in the case given below, delta is 5 minutes)? I just tested an approach using cursor (set a variable to 5 and then keep incrementing and executing the same query) but it is taking 10 seconds for each iteration. In my actual data, number of rows in #EVENTS is approximately equal to 100K and #CHANGES is about 500K.

My tables are as follows:

CREATE TABLE #EVENTS(Category varchar(20), Timestamp datetime)
GO

INSERT INTO #EVENTS VALUES('A', '2013-01-23 05:02:00.000')
INSERT INTO #EVENTS VALUES('A', '2013-01-23 05:04:00.000')
INSERT INTO #EVENTS VALUES('B', '2013-01-23 05:03:00.000')
INSERT INTO #EVENTS VALUES('B', '2013-01-21 05:02:00.000')
GO

CREATE TABLE #CHANGES(Category varchar(10), Timestamp datetime)
GO

INSERT INTO #CHANGES VALUES('A', '2013-01-23 05:00:00.000')
INSERT INTO #CHANGES VALUES('B', '2013-01-21 05:05:00.000')

SELECT *
FROM
(
    SELECT X.Category, X.Timestamp, Y.Timestamp BeforeT, DATEADD(MINUTE, 5, Y.Timestamp) AfterT
    FROM #EVENTS X, #CHANGES Y
    WHERE X.Category = Y.Category
) X
WHERE X.Timestamp BETWEEN BeforeT AND AfterT

DROP TABLE #CHANGES
DROP TABLE #EVENTS
GO

Answer 1

Is this what you are looking for? It does a cross join to a CTE that defines the deltas:

with deltas as (
     select 5 as delta union all
     select 10 union all
     select 20
)
SELECT *
FROM (SELECT e.Category, e.Timestamp, c.Timestamp BeforeT,
             DATEADD(MINUTE, deltas.delta, c.Timestamp) AfterT,
             deltas.delta
     FROM #EVENTS e join
          #CHANGES c
          on e.Category = c.Category cross join
          deltas
    ) X
WHERE X.Timestamp BETWEEN BeforeT AND AfterT

I also fixed your aliases. Queries read much better when the aliases are related to the underlying table name.