I have a large table in Matlab of 7 variables and about 2 million rows. The first columns/variable has Ids, the second has dates, and the 3rd variable has prices. For each Id and each date I want to check whether the price was above 100 in each of the previous 6 days. I have a solution but it's very slow, so I would like ideas for improving speed. My solution is the following (with some toy data):
Data = table(reshape(repmat(1:4,3000,1),12000,1),repmat(datestr(datenum(2001,01,31):1:datenum(2009,04,18)),4,1),normrnd(200,120,12000,1),...
'VariableNames',{'ID','Date','Price'});
function y=Lag6days(x)
y=zeros(size(x));
for i=7:size(x,1)
y(i,1)=sum(x(i-6:i-1,1)>100)==6;
end
end
Func = #Lag6days;
A = varfun(Func,Data,'GroupingVariables',{'ID'},'InputVariables','Price');
Any suggestions?
This might have something to do with the table data structure - which I'm not really used to.
Consider the use of 'OutputFormat','cell', in the call of varfun, this seems to work for me.
Of course you would have to make sure that the grouping procedure of varfun is stable, so that your dates don't get mixed.
You could consider extracting each ID group into separate vectors by using:
A1 = Lag6days(Data.Price(Data.ID==1));
...
So you can have more control over your dates getting shuffled.
PS: Obviously your algorithm will only work if your prices are already sorted by date and there's exactly one price entry per day. It would be good practice to check for these assertions.
Related
I am try to add up columns to get sum of sales made over years
how to achieve this dynamically without adding manually like
F.sum(2015,2016...)
SUM() is an aggregation function, it works column-wise not row-wise. To add results across rows simply use + e.g.
(`2015`+`2016`+...)
Having said all of that if your objective is to support the operation in a dynamic way. I suggest normalising your data (columns to rows) so the year becomes a single column with values of 2015,2016,... Doing so will allow you employ the SUM() function on the year column.
Working with denormalised data is generally bad practice for all sorts of reasons and only usually employed in the final output for display/presentation purposes. i.e. poor support for changing data (such as a new year value being added).
You can normalise the data using the STACK() function
I'm using Dataprep on GCP to wrangle a large file with a billion rows. I would like to limit the number of rows in the output of the flow, as I am prototyping a Machine Learning model.
Let's say I would like to keep one million rows out of the original billion. Is this possible to do this with Dataprep? I have reviewed the documentation of sampling, but that only applies to the input of the Transformer tool and not the outcome of the process.
You can do this, but it does take a bit of extra work in your Recipe--set up a formula in a new column using something like RANDBETWEEN to give you a random integer output between 1 and 1,000 (in this million-to-billion case). From there, you can filter rows based on whatever random integer between 1 and 1,000 as what you'll keep, and then your output will only have your randomized subset. Just have your last part of the recipe remove this temporary column.
So indeed there are 2 approaches to this.
As Courtney Grimes said, you can use one of the 2 functions that create random-number out of a range.
randbetween :
rand :
These methods can be used to slice an "even" portion of your data. As suggested, a randbetween(1,1000) , then pick 1<x<1000 to filter, because it's 1\1000 of data (million out of a billion).
Alternatively, if you just want to have million records in your output, but either
Don't want to rely on the knowledge of the size of the entire table
just want the first million rows, agnostic to how many rows there are -
You can just use 2 of these 3 row filtering methods: (top rows\ range)
P.S
By understanding the $sourcerownumber metadata parameter (can read in-product documentation), you can filter\keep a portion of the data (as per the first scenario) in 1 step (AKA without creating an additional column.
BTW, an easy way of "discovery" of how-to's in Trifacta would be to just type what you're looking for in the "search-transtormation" pane (accessed via ctrl-k). By searching "filter", you'll get most of the relevant options for your problem.
Cheers!
I will try to explain the problem on an abstract level first:
I have X amount of data as input, which is always going to have a field DATE. Before, the dates that came as input (after some process) where put in a table as output. Now, I am asked to put both the input dates and any date between the minimun date received and one year from that moment. If there was originally no input for some day between this two dates, all fields must come with 0, or equivalent.
Example. I have two inputs. One with '18/03/2017' and other with '18/03/2018'. I now need to create output data for all the missing dates between '18/03/2017' and '18/04/2017'. So, output '19/03/2017' with every field to 0, and the same for the 20th and 21st and so on.
I know to do this programmatically, but on powercenter I do not. I've been told to do the following (which I have done, but I would like to know of a better method):
Get the minimun date, day0. Then, with an aggregator, create 365 fields, each has that "day0"+1, day0+2, and so on, to create an artificial year.
After that we do several transformations like sorting the dates, union between them, to get the data ready for a joiner. The idea of the joiner is to do an Full Outer Join between the original data, and the data that is going to have all fields to 0 and that we got from the previous aggregator.
Then a router picks with one of its groups the data that had actual dates (and fields without nulls) and other group where all fields are null, and then said fields are given a 0 to finally be written to a table.
I am wondering how can this be achieved by, for starters, removing the need to add 365 days to a date. If I were to do this same process for 10 years intead of one, the task gets ridicolous really quick.
I was wondering about an XOR type of operation, or some other function that would cut the number of steps that need to be done for what I (maybe wrongly) feel is a simple task. Currently I now need 5 steps just to know which dates are missing between two dates, a minimun and one year from that point.
I have tried to be as clear as posible but if I failed at any point please let me know!
Im not sure what the aggregator is supposed to do?
The same with the 'full outer' join? A normal join on a constant port is fine :) c
Can you calculate the needed number of 'dublicates' before the 'joiner'? In that case a lookup configured to return 'all rows' and a less-than-or-equal predicate can help make the mapping much more readable.
In any case You will need a helper table (or file) with a sequence of numbers between 1 and the number of potential dublicates (or more)
I use our time-dimension in the warehouse, which have one row per day from 1753-01-01 and 200000 next days, and a primary integer column with values from 1 and up ...
You've identified you know how to do this programmatically and to be fair this problem is more suited to that sort of solution... but that doesn't exclude powercenter by any means, just feed the 2 dates into a java transformation, apply some code to produce all dates between them and for a record to be output for each. Java transformation is ideal for record generation
You've identified you know how to do this programmatically and to be fair this problem is more suited to that sort of solution... but that doesn't exclude powercenter by any means, just feed the 2 dates into a java transformation, apply some code to produce all dates between them and for a record to be output for each. Java transformation is ideal for record generation
Ok... so you could override your source qualifier to achieve this in the selection query itself (am giving Oracle based example as its what I'm used to and I'm assuming your data in is from a table). I looked up the connect syntax here
SQL to generate a list of numbers from 1 to 100
SELECT (MIN(tablea.DATEFIELD) + levquery.n - 1) AS Port1 FROM tablea, (SELECT LEVEL n FROM DUAL CONNECT BY LEVEL <= 365) as levquery
(Check if the query works for you - haven't access to pc to test it at the minute)
I want to grab data from a KDB data base for a list of roughly 200 days within the last two years. The 200 days are in no particular pattern.
I only need the data from 09:29:00.000 to 09:31:00.000 everyday.
My first approach was to query all of the last two years data that have time stamp between 09:29:00.000 and 09:31:00.000, because I didn't see a way to just query the particular 200 days that I need.
However this proved to be too much for my server to handle.
Then I tried to summarize the 2 minute data for each date into an average and just print out the average, so now I will only have 200 rows of data as output. But somehow this still turns out to be too much. I'm not sure if this is because I'm not selecting the data correctly.
My other suspicion is that the query is garbing all the data first then averaging each date, which means averaging is not making it easier to handle.
Here's the code that I have:
select maxPriceB:max(price), minPriceB:min(price), avgPriceB:avg(price), avgSizeB:avg(qty) by date from dms where date within(2015.01.01, 2016.06,10), time within(09:29:00.000, 09:31:00.000), sym = `ZF6
poms is the table that the data is in
ZFU6 is the symbol that im looking for
I tried adding the key word distinct after select.
I want to know if there's anyway to break up the query, or make the query lighter for the server to handle.
Thank you!
If you use 32-bit kdb+ and get infamous 'wsfull error then you may try processing one day at a time like this:
raze{select maxPriceB:max(price), minPriceB:min(price), avgPriceB:avg(price), avgSizeB:avg(qty)
from dms where date=x,sym=`ZF6,time within 09:29:00.000 09:31:00.000}each 2015.01.01+1+til 2016.06.10-2015.01.01
Tough problem I am working on here.
I have a table of CustomerIDs and CallDates. I want to measure whether there is a 'repeat call' within a certain period of time (up to 30 days).
I plan on creating a parameter called RepeatTime which is a range from 0 - 30 days, so the user can slide a scale to see the number/percentage of total repeats.
In Excel, I have this working. I sort CustomerID in order and then sort CallDate from earliest to latest. I then have formulas like:
=IF(AND(CurrentCustomerID = FutureCustomerID, FutureCallDate - CurrentCallDate <= RepeatTime), 1,0)
CurrentCustomerID = the current row, and the FutureCustomerID = the following row (so it is saying if the customer ID is the same).
FutureCallDate = the following row and the CurrentCallDate = the current row. It is subtracting the future call time from the first call time to measure the time in between.
The goal is to be able to see, dynamically, how many customers called in for a specific reason within maybe 4 hours or 1 day or 5 days, etc. All of the way up until 30 days (this is our actual metric but it is good to see the calls which are repeats within a shorter time frame so we can investigate).
I had a similar problem, see here for detailed version Array calculation in Tableau, maxif routine
In your case, that is basically the same thing as mine, so you could apply that solution, but I find it easier to understand the one I'm about to give, I would do:
1) Create a calculated field called RepeatTime:
DATEDIFF('day',MAX(CallDates),LOOKUP(MAX(CallDates),-1))
This will calculated how many days have passed since the last call to the current. You can add a IFNULL not to get Null values for the first entry.
2) Drag CustomersID, CallDates and RepeatTime to the worksheet (can be on the marks tab, don't need to be on rows or column).
3) Configure the table calculation of RepeatTIme, Compute using Advanced..., partitioning CustomersID, Adressing CallDates
Also Sort by Field CallDates, Maximum, Ascending.
This will guarantee the table calculation works properly
4) Now you have a base that you can use for what you need. You can either export it to csv or mdb and connect to it.
The best approach, actually, is to have this RepeatTime field calculated outside Tableau, on your database, so it's already there when you connect to it. But this is a way to use Tableau to do the calculation for you.
Unfortunately there's no direct way to do this directly with your database.