My question is similar to this. I need data struture to store and access large amount of time series data. In my case insert rate is very hight - 10-100k inserts per second. Data items is a tuples that contains timestamp, sensor id and sensor value. And I have very large number of sensors. In my case values that is older than some point in time must be erased.
I need to query dataset by sensor id and time range. All the data must be stored in external memory, there is no way to fit it in main memory.
I know about TSB-tree already, but TSB-tree is hard to implement and there is no guarantee that it will do the job. I suspect that TSB-tree doesn't behave very good under high insert rate.
Is there any alternative? Maybe something like LSM-tree but for multidimentional data?
Because you're using external memory, you may want to read through the chapter on B-trees in Henrik Jonsson's thesis - B-trees themselves are a very popular way to index data in external memory and you should be able to find implementations in any language, and Jonnson discusses how to adapt them to store time series data.
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I'm gathering data from load sensors at about 50Hz. I might have 2-10 sensors running at a time. This data is stored locally but after a period of about a month it needs to be uploaded to the cloud. The data during this one second can vary quite significantly and is quite dynamic.
It's too much data to send because its going over GSM and signal will not always be great.
The most simplistic approach I can think of is to look at the 50 data points in 1 sec and reduce it to just enough data to make a box and whisker graph. Then, the data stored in the cloud could be used to create dashboards that look similar to how you look at stocks. This would at least show me the max, min, average and give some idea around the distribution of the load during that second.
This is probably over simplified though so I was wondering if there was a common approach to this problem in data science... take a dense set of data and reduce it to still capture the highlights and not lose its meaning.
Any help or ideas appreciated
I am trying to improve the performance of my database, which simplified set-up is the following :
EDIT
One table with 3 rows (id_device, timestamp, data) with a composite btree index (id_device, timestamp)
1k devices sending data every minute
The insert are quite fast, since PostgreSQL merely writes the rows in the order they are received. However, when trying to get many data with consecutive timestamp of a given device, the query is not so fast. The way I understand it is that due to the way the data is collected, there is never more than one row of a given device on each page of the table. Therefore, if I want to get 10k data with consecutive timestamp of a given device, PostgreSQL has to fetch 10k pages from disk. Besides, since this operation can be done on any of the 1k devices, those pages are not going to be kept in RAM.
I have tried to CLUSTER the table, and it indeed solve the performance issue, but this operation is incredibly long (~1 day) and it locks the entire table, so I discarded this solution.
I have read about the partitionning, but that would mean a lot of scripting if I need to add a new table every time a new devices is connected, and it seems to me a bit bug-prone.
I am rather confident in the fact that this set-up is not particularly original, so is there an advice I could use?
Thanks for reading,
Guillaume
I'm guessing your index also has low selectivity, because you're indexing device_id first (which are only 1000 different) and not timestamp first.
Depends on what you do with the data you fetch, but maybe the solution could be batching the operation, such as fetching the data for a predetermined period and processing data for all 1000 devices in one go.
Could you please tell me whether the cost of a query is dependent on the amount of data available in the database at that time?
means, does the cost varies with the variation in the amount of data?
Thanks,
Savitha
The answer is, Yes, the data size will influence the query execution plan, that is why you must test your queries with real amounts of data (and if possible realistic data as the distribution of the data is also important and will influence the query cost).
Any Database management system is different in some respect and what works well for Oracle,MS SQL, PostgreSQL may not work well for MySQL and other way around. Even storage engines have very important differences which can affect performance dramatically.
Of course, mass data will Slow down the process, In fact If u are firing a query, it need to traverse and search into the database. For more data it ll take time, The three main issues you should be concerned if you’re dealing with very large data sets are Buffers, Indexes and Joins..
I have a requirement where I have large sets of incoming data into a system I own.
A single unit of data in this set has a set of immutable attributes + state attached to it. The state is dynamic and can change at any time.
The requirements are as follows -
Large sets of data can experience state changes. Updates need to be fast.
I should be able to aggregate data pivoted on various attributes.
Ideally - there should be a way to correlate individual data units to an aggregated results i.e. I want to drill down into the specific transactions that produced a certain aggregation.
(I am aware of the race conditions here, like the state of a data unit changing after an aggregation is performed ; but this is expected).
All aggregations are time based - i.e. sum of x on pivot y over a day, 2 days, week, month etc.
I am evaluating different technologies to meet these use cases, and would like to hear your suggestions. I have taken a look at Hive/Pig which fit the analytics/aggregation use case. However, I am concerned about the large bursts of updates that can come into the system at any time. I am not sure how this performs on HDFS files when compared to an indexed database (sql or nosql).
You'll probably arrive at the optimal solution only by stress testing actual scenarios in your environment, but here are some suggestions. First, if write speed is a bottleneck, it might make sense to write the changing state to an append-only store, separate from the immutable data, then join the data again for queries. Append-only writing (e.g., like log files) will be faster than updating existing records, primarily because it minimizes disk seeks. This strategy can also help with the problem of data changing underneath you during queries. You can query against a "snapshot" in time. For example, HBase keeps several timestamped updates to a record. (The number is configurable.)
This is a special case of the persistence strategy called Multiversion Concurrency Control - MVCC. Based on your description, MVCC is probably the most important underlying strategy for you to perform queries for a moment in time and get consistent state information returned, even while updates are happening simultaneously.
Of course, doing joins over split data like this will slow down query performance. So, if query performance is more important, then consider writing whole records where the immutable data is repeated along with the changing state. That will consume more space, as a tradeoff.
You might consider looking at Flexviews. It supports creating incrementally refreshable materialized views for MySQL. A materialized view is like a snapshot of a query that is updated periodically with the data which has changed. You can use materialized views to summarize on multiple attributes in different summary tables and keep these views transactionally consistent with each other. You can find some slides describing the functionality on slideshare.net
There is also Shard-Query which can be used in combination with InnoDB and MySQL partitioning, as well as supporting spreading data over many machines. This will satisfy both high update rates and will provide query parallelism for fast aggregation.
Of course, you can combine the two together.
I have a list of 1 million digits. Every time the user submit an input, I would need to do a matching of the input with the list.
As such, the list would have the Write Once Read Many (WORM) characteristics?
What would be the best way to implement storage for this data?
I am thinking of several options:
A SQL Database but is it suitable for WORM (UPDATE: using VARCHAR field type instead of INT)
One file with the list
A directory structure like /1/2/3/4/5/6/7/8/9/0 (but this one would be taking too much space)
A bucket system like /12345/67890/
What do you think?
UPDATE: The application would be a web application.
To answer this question you'll need to think about two things:
Are you trying to minimize storage space, or are you trying to minimize process time.
Storing the data in memory will give you the fastest processing time, especially if you could optimize the datastructure for your most common operations (in this case a lookup) at the cost of memory space. For persistence, you could store the data to a flat file, and read the data during startup.
SQL Databases are great for storing and reading relational data. For instance storing Names, addresses, and orders can be normalized and stored efficiently. Does a flat list of digits make sense to store in a relational database? For each access you will have a lot of overhead associated with looking up the data. Constructing the query, building the query plan, executing the query plan, etc. Since the data is a flat list, you wouldn't be able to create an effective index (your index would essentially be the values you are storing, which means you would do a table scan for each data access).
Using a directory structure might work, but then your application is no longer portable.
If I were writing the application, I would either load the data during startup from a file and store it in memory in a hash table (which offers constant lookups), or write a simple indexed file accessor class that stores the data in a search optimized order (worst case a flat file).
Maybe you are interested in how The Pi Searcher did it. They have 200 million digits to search through, and have published a description on how their indexed searches work.
If you're concerned about speed and don't want to care about file system storage, probably SQL is your best shot. You can optimize your table indexes but also will add another external dependency on your project.
EDIT: Seems MySQL have an ARCHIVE Storage Engine:
MySQL supports on-the-fly compression since version 5.0 with the ARCHIVE storage engine. Archive is a write-once, read-many storage engine, designed for historical data. It compresses data up to 90%. It does not support indexes. In version 5.1 Archive engine can be used with partitioning.
Two options I would consider:
Serialization - when the memory footprint of your lookup list is acceptable for your application, and the application is persistent (a daemon or server app), then create it and store it as a binary file, read the binary file on application startup. Upside - fast lookups. Downside - memory footprint, application initialization time.
SQL storage - when the lookup is amenable to index-based lookup, and you don't want to hold the entire list in memory. Upside - reduced init time, reduced memory footprint. Downside - requires DBMS (extra app dependency, design expertise), fast, but not as fast as holding the whole list in memeory
If you're concerned about tampering, buy a writable DVD (or a CD if you can find a store which still carries them ...), write the list on it and then put it into a server with only a DVD drive (not a DVD writer/burner). This way, the list can't be modified. Another option would be to buy an USB stick which has a "write protect" switch but they are hard to come by and the security isn't as good as with a CD/DVD.
Next, write each digit into a file on that disk with one entry per line. When you need to match the numbers, just open the file, read each line and stop when you find a match. With todays computer speeds and amounts of RAM (and therefore file system cache), this should be fast enough for a once-per-day access pattern.
Given that 1M numbers is not a huge amount of numbers for todays computers, why not just do pretty much the simplest thing that could work. Just store the numbers in a text file and read them into a hash set on application startup. On my computer reading in 1M numbers from a text file takes under a second and after that I can do about 13M lookups per second.