I'm trying to optimize some software, so I generated a large volume of real world performance measurements - nothing fancy, just a few numbers describing the case plus time in milliseconds.
I did some basic analysis on it - mostly dividing data into buckets in various ways and calculating bucket averages - and it was quite helpful in giving me a general idea, but it seems these relationships are more complex than I expected.
In the mean time I'll keep throwing various formulas at the data, but perhaps by some chance there exists a tool I could use to explore such data visually, and look for patterns this way? Any recommendations?
If you are willing to spend some money, Tableau and Spotfire are good at visualizing data of practically any kind.
I like Excel for this sort of raw data performance analysis. Dump your raw data into a .csv file, load it up in Excel and from there you can group and graph the data however you want. Once graphed, often discernible patterns will emerge.
Related
Looking for advice on how to determine wether my model output data distribution is similar (and if so, then how similar) to the observed datasets distribution.
Basically I have a GBM model with mean reversion that provides seemingly good results, when I compare its distribution to observed data. You can see their PDFs side-by-side in the attached picture.
PDF of observed and model data
Both datasets are huge (~6 million datapoint), and I start to suspect that this is part of the problem...
I am looking for a way to verify that the datasets distributions are similar. I tried the two-sample Kolmogorov-Smirnov test, two-sample t-test, but for some reason both of them rejected the Null hypothesis (always, even with different Alphas). In some threads I've read that these tests are unreliable, when applied to huge datasets, but there wasn't a consensus about this.
I am using Matlab currently, but I am open to others if necessary.
Any help would be appreciated! I primarily looking for a hypothesis test for verification, but if you have a different idea don't hold it back!
I want to use clustering techniques for binary data analysis. I have collected the data through survey in which i asked the users to select exactly 20 features out of list of 94 product features. The columns in my data represents the 94 product features and the rows represents the participants. I am trying to cluster the similar users in different user groups based on the product features they selected. Each user cluster should also tell me the product features associated with each cluster. I am using some open source clustering tools like NCSS and JMP. I was trying to use fuzzy clustering technique for achieveing my goal but unfortunately these tools do not deal with binary data. Can you please suggest me which technique would really be appropriate for my tasks , also which online tool i can use for using the cluster analysis on my data? As beacuse of the time limitation, I am not looking to code myself and i am only looking for some open source tools that have all the functionality available in them which i can use as it is.
Clustering for binary data is not really well defined.
Rather than looking for some tool/function that may or may not work by trial and error, you should first try to answer a 'simple" question:
What is a good cluster, mathematically?
Vague terms not allowed. The next questions to answer then are: I) when is clustering A better than clustering B (I.e. how does the computer compute quality), and ii) how can this be found efficiently.
You won't get far if you don't understand what you are doing just by calling random functions...
Also, is clustering actually what you are looking for? Most of the time with binary data e.g. frequent itemset mining is the better choice.
I am trying to work out the best way to structure an application that in essence is a peak detection program. In my line of work I have been given charge of developing a system that essentially is looking at pulses in a stream of data and doing calculations on the peak data.
At the moment the software is implemented in LabVIEW. I'm sure many of you on here would understand why I'd love to see the end of that environment. I would like to redesign this in Scala (and possibly use Play if I was to make it use a web frontend) but I am not sure how best to approach the initial peak-detection component.
I've seen many tutorials for peak detection in various languages and I understand from a theoretical perspective many of the algorithms. What I am not sure is how would I approach this from the most Scala/Play idiomatic way?
Obviously I don't expect someone to write the code for me but I would really appreciate any pointers as to the direction I should take that makes the most sense. Since I cannot be too specific on the use case I'll try to give an overview of what I'm trying to do below:
Interfacing with data acquisition hardware to send out control voltages and read back "streams" of data.
I should be able to work the hardware side out, but is there a specific structure that would be best for the returned stream? I don't necessarily know ahead of time how much data I'll be reading so a stream that can be buffered and chunked would probably be appropriate.
Scan through the stream to find peaks and measure their height and trigger an event.
Peaks are usually about 20 samples wide or so but that depends on sample rate so I don't want to hard-code anything like that. I assume a sliding window would be necessary so peaks don't get "cut off" on the edge of a buffer. As a peak arrives I need to record and act on it. I think reactive streams and so on may be appropriate but I'm not sure. I will be making live graphs etc with the data so however it is done I need a way to send an event immediately on a successful detection.
The streams can be quite long and are at high sample-rates (minimum of 250ksamples per second) so I'd prefer not to have to buffer the entire stream to memory. The only information that needs to be permanent is the peak voltage data. I will need a way to visualise the raw stream for calibration purposes but I imagine that should be pretty simple.
The full application is much more complex and I'll need to do some initial filtering of noise and drift but I believe I should be able to work that out once I know what kind of implementation I should build on.
I've tried to look into Play's Iteratees and such but they are a little hard to follow. If they are an appropriate fit then I'm happy to work on learning them but since I'm not sure if that is the best way to approach the problem I'd love to know where I should look.
Reactive frameworks and the like certainly look interesting and I can see how I could really easily build the rest of the application around them but I'm just not sure how best to implement a streaming peak detection function on top of them beyond something simple like triggering when a value is over a threshold (as mentioned previously a "peak" can be quite wide and the signal is noisy).
Any advice would be greatly appreciated!
This is not a solution to this question but I'm writing this as an answer because of space/formatting limitations in the comments section.
Since you are exploring options I would suggest the following:
Assuming you have a large enough buffer to keep a window of data in memory (W=tXw) you can calculate the peak for the buffer using your existing algorithm. Next you can collect the next few samples data in a delta buffer (d) (a much smaller window). The delta buffer is the size of your increment. Assuming this is time series data you can easily create the new sliding window by removing the first delta (dXt) values from the buffer W and adding d values to the buffer. This is how Spark-streaming implements reduceByWindow function on a DStream. Iteratee can also help here.
If your system is distributed then you can use stream processing systems (Storm, Spark-streaming) to get better latency and throughput at the cost of distributing the system.
If you are really resource constrained and can live approximate results that bounded I would suggest you look at implementing a combination of probabilistic data structures such as count-min-sketch, hyperloglog and bloom filter.
I've heard quite a couple times people talking about KDB deal with millions of rows in nearly no time. why is it that fast? is that solely because the data is all organized in memory?
another thing is that is there alternatives for this? any big database vendors provide in memory databases ?
A quick Google search came up with the answer:
Many operations are more efficient with a column-oriented approach. In particular, operations that need to access a sequence of values from a particular column are much faster. If all the values in a column have the same size (which is true, by design, in kdb), things get even better. This type of access pattern is typical of the applications for which q and kdb are used.
To make this concrete, let's examine a column of 64-bit, floating point numbers:
q).Q.w[] `used
108464j
q)t: ([] f: 1000000 ? 1.0)
q).Q.w[] `used
8497328j
q)
As you can see, the memory needed to hold one million 8-byte values is only a little over 8MB. That's because the data are being stored sequentially in an array. To clarify, let's create another table:
q)u: update g: 1000000 ? 5.0 from t
q).Q.w[] `used
16885952j
q)
Both t and u are sharing the column f. If q organized its data in rows, the memory usage would have gone up another 8MB. Another way to confirm this is to take a look at k.h.
Now let's see what happens when we write the table to disk:
q)`:t/ set t
`:t/
q)\ls -l t
"total 15632"
"-rw-r--r-- 1 kdbfaq staff 8000016 May 29 19:57 f"
q)
16 bytes of overhead. Clearly, all of the numbers are being stored sequentially on disk. Efficiency is about avoiding unnecessary work, and here we see that q does exactly what needs to be done when reading and writing a column - no more, no less.
OK, so this approach is space efficient. How does this data layout translate into speed?
If we ask q to sum all 1 million numbers, having the entire list packed tightly together in memory is a tremendous advantage over a row-oriented organization, because we'll encounter fewer misses at every stage of the memory hierarchy. Avoiding cache misses and page faults is essential to getting performance out of your machine.
Moreover, doing math on a long list of numbers that are all together in memory is a problem that modern CPU instruction sets have special features to handle, including instructions to prefetch array elements that will be needed in the near future. Although those features were originally created to improve PC multimedia performance, they turned out to be great for statistics as well. In addition, the same synergy of locality and CPU features enables column-oriented systems to perform linear searches (e.g., in where clauses on unindexed columns) faster than indexed searches (with their attendant branch prediction failures) up to astonishing row counts.
Sources(S): http://www.kdbfaq.com/kdb-faq/tag/why-kdb-fast
as for speed, the memory thing does play a big part but there are several other things, fast read from disk for hdb, splaying etc. From personal experienoce I can say, you can get pretty good speeds from c++ provided you want to write that much code. With kdb you get all that and some more.
another thing about speed is also speed of coding. Steep learning curve but once you get it, complex problems can be coded in minutes.
alternatives you can look at onetick or google in memory databases
kdb is fast but really expensive. Plus, it's a pain to learn Q. There are a few alternatives such as DolphinDB, Quasardb, etc.
I am looking for a convenient way to store and to query huge amount of meteorological data (few TB). More information about the type of data in the middle of the question.
Previously I was looking in the direction of MongoDB (I was using it for many of my own previous projects and feel comfortable dealing with it), but recently I found out about HDF5 data format. Reading about it, I found some similarities with Mongo:
HDF5 simplifies the file structure to include only two major types of
object: Datasets, which are multidimensional arrays of a homogenous
type Groups, which are container structures which can hold datasets
and other groups This results in a truly hierarchical, filesystem-like
data format. Metadata is stored in the form of user-defined, named
attributes attached to groups and datasets.
Which looks like arrays and embedded objects in Mongo and also it supports indices for querying the data.
Because it uses B-trees to index table objects, HDF5 works well for
time series data such as stock price series, network monitoring data,
and 3D meteorological data.
The data:
Specific region is divided into smaller squares. On the intersection of each one of the the sensor is located (a dot).
This sensor collects the following information every X minutes:
solar luminosity
wind location and speed
humidity
and so on (this information is mostly the same, sometimes a sensor does not collect all the information)
It also collects this for different height (0m, 10m, 25m). Not always the height will be the same. Also each sensor has some sort of metainformation:
name
lat, lng
is it in water, and many others
Giving this, I do not expect the size of one element to be bigger than 1Mb.
Also I have enough storage at one place to save all the data (so as far as I understood no sharding is required)
Operations with the data.
There are several ways I am going to interact with a data:
convert as store big amount of it: Few TB of data will be given to me as some point of time in netcdf format and I will need to store them (and it is relatively easy to convert it HDF5). Then, periodically smaller parts of data (1 Gb per week) will be provided and I have to add them to the storage. Just to highlight: I have enough storage to save all this data on one machine.
query the data. Often there is a need to query the data in a real-time. The most of often queries are: tell me the temperature of sensors from the specific region for a specific time, show me the data from a specific sensor for specific time, show me the wind for some region for a given time-range. Aggregated queries (what is the average temperature over the last two months) are highly unlikely. Here I think that Mongo is nicely suitable, but hdf5+pytables is an alternative.
perform some statistical analysis. Currently I do not know what exactly it would be, but I know that this should not be in a real time. So I was thinking that using hadoop with mongo might be a nice idea but hdf5 with R is a reasonable alternative.
I know that the questions about better approach are not encouraged, but I am looking for an advice of experienced users. If you have any questions, I would be glad to answer them and will appreciate your help.
P.S I reviewed some interesting discussions, similar to mine: hdf-forum, searching in hdf5, storing meteorological data
It's a difficult question and I am not sure if I can give a definite answer but I have experience with both HDF5/pyTables and some NoSQL databases.
Here are some thoughts.
HDF5 per se has no notion of index. It's only a hierarchical storage format that is well suited for multidimensional numeric data. It's possible to extend on top of HDF5 to implement an index (i.e. PyTables, HDF5 FastQuery) for the data.
HDF5 (unless you are using the MPI version) does not support concurrent write access (read access is possible).
HDF5 supports compression filters which can - unlike popular belief - make data access actually faster (however you have to think about proper chunk size which depends on the way you access the data).
HDF5 is no database. MongoDB has ACID properties, HDF5 doesn't (might be important).
There is a package (SciHadoop) that combines Hadoop and HDF5.
HDF5 makes it relatively easy to do out core computation (i.e. if the data is too big to fit into memory).
PyTables supports some fast "in kernel" computations directly in HDF5 using numexpr
I think your data generally is a good fit for storing in HDF5. You can also do statistical analysis either in R or via Numpy/Scipy.
But you can also think about a hybdrid aproach. Store the raw bulk data in HDF5 and use MongoDB for the meta-data or for caching specific values that are often used.
You can try SciDB if loading NetCDF/HDF5 into this array database is not a problem for you. Note that if your dataset is extremely large, the data loading phase will be very time consuming. I'm afraid this is a problem for all the databases. Anyway, SciDB also provides an R package, which should be able to support the analysis you need.
Alternatively, if you want to perform queries without transforming HDF5 into something else, you can use the product here: http://www.cse.ohio-state.edu/~wayi/papers/HDF5_SQL.pdf
Moreover, if you want to perform a selection query efficiently, you should use index; if you want to perform aggregation query in real time (in seconds), you can consider approximate aggregation. Our group has developed some products to support those functions.
In terms of statistical analysis, I think the answer depends on the complexity of your analysis. If all you need is to compute something like entropy or correlation coefficient, we have products to do it in real time. If the analysis is very complex and ad-hoc, you may consider SciHadoop or SciMATE, which can process scientific data in the MapReduce framework. However, I am not sure if SciHadoop currently can support HDF5 directly.