I have time series data in a relational database (postgres). Data import to the database every 5 minutes, but imput get overwritten during the day, meaning at the end of the day there is only 1 record for that day for specific id (id and date-> composite PKs).
current process is like this ->Data comes in and is evaluated the same way 1:1. (data comes in every table as they are in source, there is many redundancy.
3 problems:
currently performance of getting data out of database(reading) is fast (good performance)
frontend get query from this database and show data. result of the query is very fast. if I do normalization then getting the query become slower, but writing and updating become easier.
how can I optimize this database?
missing data (ignore this problem )
if we are able to store more records daily (history of one ID in different points of time everyday) then we can show comparison of two points in time in a day. does database support huge amoount of data every day?
DWH
source is just one, all data come from one source. can we have DWH for it or since source is only one, there is no need for it?
Edit:
How can I optimise this database?
currently there is only one Schema in a database. Data comes in and is evaluated the same way 1:1. writng is hard since we have redundany.
my solution:
I want to create 3 schemas for this database.
1 schema, for inserting data into tables, tables structure is base on data source. ( I assume data remains here temporary, and will be transfer in second schema)
2 schema, incoming data stored, and data is structured in 3NF.
3 Schema, denormlising data again because we need to get fast query (fast reading is required).
Your three schema model is exactly how this has been done for many years.
Schema 1:
Names: Staging/Landing/Ingestion
Schema matches the source system but it is cleared and reloaded for every load batch. Typically has a "looser" schema definition to allow for import and capture of bad data
Schema 2:
Names: Replica/ODS/Persisted data store
Schema 2 is never cleared, it's permanent. Following a data load, this layer should look exactly like your source systems. Data in schema 1 is "merged" into schema 2 each time. For example on a daily load cycle, Schema 1 just contains that days data but schema 2 contains the entire history of data loaded. Reference data is merged on a known primary key. Transactional data might be merged on a key or it might be merged on a "windowing" basis - i.e. delete the last days data from schema 2 and load schema 1 in
Some people like to have a "point in time view" where they can recreate what the source system looks like a historical point in time. I've never seen anyone use that though.
Schema 3:
Names: Business Layer/Star Schema/Reporting Layer/Datamart/Sematic Layer
Layer 2, which is usually a replica of an OLTP data model (OLTP is optimised for entering data). This is transformed into a data model that is optimised for reporting.
The tried and tested data model here is a star schema. It's been around for decades. If you research any reporting tool (i.e. Power BI), thay all say that the preferred data model to report from is a star schema. Yes a star schema is denormalised and has other benefits beyonf perforamnce, for example it is more easily understood by a business user, supports slowly changing dimensions etc.
All these concepts are explained further online but of you have any specific questions happy to expand further
I think the question in the title speaks it all and is general.
I can give a concrete example as well:
I have tagged articles and want to find similar articles with the tags associated with them.
The score function will look at two articles and count the number of tags in common.
Since the score is not stored anywhere, I'll have to calculate the score everytime I need to find similar articles given an article.
But this is too expensive.
What is the common work-around to this kind of problem in general?
Is there a better approach for my specific tag problem? (e.g. solr's moreLikeThis)
edit
I'm using postgres, if that matters.
I'm looking for a general solution that people used successfully, such as you should batch calculate the score and save it somewhere and etc...
The answer will vary wildly by database product and version. For example, in some database products, it may be the case that a view or an indexed view might be faster than the more common solution...
Typically the way to handle a situation like this is by precalculating the result. You can do that in a handful of ways:
a. You can use something like triggers (added in the SQL 99 standard) that update the counts as rows are added, updated or removed from the source table. In this solution, you are making a (presumably) small sacrifice on inserts, updates and deletes of the source table in order to make significant gains in retrieving the information.
b. You can use a data warehouse where you accept some level of latency of live data to reported data. That means you accept that the data queried from the data warehouse will be stale by some accepted number of minutes, hours, days, or weeks. The data warehouse works by periodically querying the live OLTP (Online Transaction Processing) data and updates the OLAP (Online Analytical Processing) database which contains the precalculated results. You then run your reports off the OLAP data or a combination of OLTP and OLAP data. A formal database warehouse isn't required to achieve the equivalent results. You could write a procedure which is executed on a timer that updates a table periodically with updated results.
I am creating a system which polls devices for data on varying metrics such as CPU utilisation, disk utilisation, temperature etc. at (probably) 5 minute intervals using SNMP. The ultimate goal is to provide visualisations to a user of the system in the form of time-series graphs.
I have looked at using RRDTool in the past, but rejected it as storing the captured data indefinitely is important to my project, and I want higher level and more flexible access to the captured data. So my question is really:
What is better, a relational database (such as MySQL or PostgreSQL) or a non-relational or NoSQL database (such as MongoDB or Redis) with regard to performance when querying data for graphing.
Relational
Given a relational database, I would use a data_instances table, in which would be stored every instance of data captured for every metric being measured for all devices, with the following fields:
Fields: id fk_to_device fk_to_metric metric_value timestamp
When I want to draw a graph for a particular metric on a particular device, I must query this singular table filtering out the other devices, and the other metrics being analysed for this device:
SELECT metric_value, timestamp FROM data_instances
WHERE fk_to_device=1 AND fk_to_metric=2
The number of rows in this table would be:
d * m_d * f * t
where d is the number of devices, m_d is the accumulative number of metrics being recorded for all devices, f is the frequency at which data is polled for and t is the total amount of time the system has been collecting data.
For a user recording 10 metrics for 3 devices every 5 minutes for a year, we would have just under 5 million records.
Indexes
Without indexes on fk_to_device and fk_to_metric scanning this continuously expanding table would take too much time. So indexing the aforementioned fields and also timestamp (for creating graphs with localised periods) is a requirement.
Non-Relational (NoSQL)
MongoDB has the concept of a collection, unlike tables these can be created programmatically without setup. With these I could partition the storage of data for each device, or even each metric recorded for each device.
I have no experience with NoSQL and do not know if they provide any query performance enhancing features such as indexing, however the previous paragraph proposes doing most of the traditional relational query work in the structure by which the data is stored under NoSQL.
Undecided
Would a relational solution with correct indexing reduce to a crawl within the year? Or does the collection based structure of NoSQL approaches (which matches my mental model of the stored data) provide a noticeable benefit?
Definitely Relational. Unlimited flexibility and expansion.
Two corrections, both in concept and application, followed by an elevation.
Correction
It is not "filtering out the un-needed data"; it is selecting only the needed data. Yes, of course, if you have an Index to support the columns identified in the WHERE clause, it is very fast, and the query does not depend on the size of the table (grabbing 1,000 rows from a 16 billion row table is instantaneous).
Your table has one serious impediment. Given your description, the actual PK is (Device, Metric, DateTime). (Please don't call it TimeStamp, that means something else, but that is a minor issue.) The uniqueness of the row is identified by:
(Device, Metric, DateTime)
The Id column does nothing, it is totally and completely redundant.
An Id column is never a Key (duplicate rows, which are prohibited in a Relational database, must be prevented by other means).
The Id column requires an additional Index, which obviously impedes the speed of INSERT/DELETE, and adds to the disk space used.
You can get rid of it. Please.
Elevation
Now that you have removed the impediment, you may not have recognised it, but your table is in Sixth Normal Form. Very high speed, with just one Index on the PK. For understanding, read this answer from the What is Sixth Normal Form ? heading onwards.
(I have one index only, not three; on the Non-SQLs you may need three indices).
I have the exact same table (without the Id "key", of course). I have an additional column Server. I support multiple customers remotely.
(Server, Device, Metric, DateTime)
The table can be used to Pivot the data (ie. Devices across the top and Metrics down the side, or pivoted) using exactly the same SQL code (yes, switch the cells). I use the table to erect an unlimited variety of graphs and charts for customers re their server performance.
Monitor Statistics Data Model.
(Too large for inline; some browsers cannot load inline; click the link. Also that is the obsolete demo version, for obvious reasons, I cannot show you commercial product DM.)
It allows me to produce Charts Like This, six keystrokes after receiving a raw monitoring stats file from the customer, using a single SELECT command. Notice the mix-and-match; OS and server on the same chart; a variety of Pivots. Of course, there is no limit to the number of stats matrices, and thus the charts. (Used with the customer's kind permission.)
Readers who are unfamiliar with the Standard for Modelling Relational Databases may find the IDEF1X Notation helpful.
One More Thing
Last but not least, SQL is a IEC/ISO/ANSI Standard. The freeware is actually Non-SQL; it is fraudulent to use the term SQL if they do not provide the Standard. They may provide "extras", but they are absent the basics.
Found very interesting the above answers.
Trying to add a couple more considerations here.
1) Data aging
Time-series management usually need to create aging policies. A typical scenario (e.g. monitoring server CPU) requires to store:
1-sec raw samples for a short period (e.g. for 24 hours)
5-min detail aggregate samples for a medium period (e.g. 1 week)
1-hour detail over that (e.g. up to 1 year)
Although relational models make it possible for sure (my company implemented massive centralized databases for some large customers with tens of thousands of data series) to manage it appropriately, the new breed of data stores add interesting functionalities to be explored like:
automated data purging (see Redis' EXPIRE command)
multidimensional aggregations (e.g. map-reduce jobs a-la-Splunk)
2) Real-time collection
Even more importantly some non-relational data stores are inherently distributed and allow for a much more efficient real-time (or near-real time) data collection that could be a problem with RDBMS because of the creation of hotspots (managing indexing while inserting in a single table). This problem in the RDBMS space is typically solved reverting to batch import procedures (we managed it this way in the past) while no-sql technologies have succeeded in massive real-time collection and aggregation (see Splunk for example, mentioned in previous replies).
You table has data in single table. So relational vs non relational is not the question. Basically you need to read a lot of sequential data. Now if you have enough RAM to store a years worth data then nothing like using Redis/MongoDB etc.
Mostly NoSQL databases will store your data on same location on disk and in compressed form to avoid multiple disk access.
NoSQL does the same thing as creating the index on device id and metric id, but in its own way. With database even if you do this the index and data may be at different places and there would be a lot of disk IO.
Tools like Splunk are using NoSQL backends to store time series data and then using map reduce to create aggregates (which might be what you want later). So in my opinion to use NoSQL is an option as people have already tried it for similar use cases. But will a million rows bring the database to crawl (maybe not , with decent hardware and proper configurations).
Create a file, name it 1_2.data. weired idea? what you get:
You save up to 50% of space because you don't need to repeat the fk_to_device and fk_to_metric value for every data point.
You save up even more space because you don't need any indices.
Save pairs of (timestamp,metric_value) to the file by appending the data so you get a order by timestamp for free. (assuming that your sources don't send out of order data for a device)
=> Queries by timestamp run amazingly fast because you can use binary search to find the right place in the file to read from.
if you like it even more optimized start thinking about splitting your files like that;
1_2_january2014.data
1_2_february2014.data
1_2_march2014.data
or use kdb+ from http://kx.com because they do all this for you:) column-oriented is what may help you.
There is a cloud-based column-oriented solution popping up, so you may want to have a look at: http://timeseries.guru
You should look into Time series database. It was created for this purpose.
A time series database (TSDB) is a software system that is optimized for handling time series data, arrays of numbers indexed by time (a datetime or a datetime range).
Popular example of time-series database InfluxDB
I think that the answer for this kind of question should mainly revolve about the way your Database utilize storage.
Some Database servers use RAM and Disk, some use RAM only (optionally Disk for persistency), etc.
Most common SQL Database solutions are using memory+disk storage and writes the data in a Row based layout (every inserted raw is written in the same physical location).
For timeseries stores, in most cases the workload is something like: Relatively-low interval of massive amount of inserts, while reads are column based (in most cases you want to read a range of data from a specific column, representing a metric)
I have found Columnar Databases (google it, you'll find MonetDB, InfoBright, parAccel, etc) are doing terrific job for time series.
As for your question, which personally I think is somewhat invalid (as all discussions using the fault term NoSQL - IMO):
You can use a Database server that can talk SQL on one hand, making your life very easy as everyone knows SQL for many years and this language has been perfected over and over again for data queries; but still utilize RAM, CPU Cache and Disk in a Columnar oriented way, making your solution best fit Time Series
5 Millions of rows is nothing for today's torrential data. Expect data to be in the TB or PB in just a few months. At this point RDBMS do not scale to the task and we need the linear scalability of NoSql databases. Performance would be achieved for the columnar partition used to store the data, adding more columns and less rows kind of concept to boost performance. Leverage the Open TSDB work done on top of HBASE or MapR_DB, etc.
I face similar requirements regularly, and have recently started using Zabbix to gather and store this type of data. Zabbix has its own graphing capability, but it's easy enough to extract the data out of Zabbix's database and process it however you like. If you haven't already checked Zabbix out, you might find it worth your time to do so.
I have a database that increases every month. The schema remains the same, so I think I use one of these two methods:
Use only one table, new data will be appended to this table, and will be identified by a date column. The increasing data every month is about 20,000 rows, but in long term, I think this should be problem to search and analyze this data
create dynamically one table per month, the table name will indicate which data it contains (for example, Usage-20101125), this will force us to use dynamic SQL, but in long term, it seems fine.
I must confess that I have no experiences about designing this kind of database. Which one should I use in real world?
Thank you so much
20 000 rows per month is not a lot. Go with your first option. You didn't mention which database you'll be using, but SQL Server, Oracle, Sybase and PostgreSQL, to name just a few, can handle millions of rows comfortably.
You will need to investigate a proper maintenance plan, including indexing and statistics, but that will come with lots of reading and experience.
Look into partitioning your table.
That way you can physically store the data on different disks for performance while logically it would be one table so your database stays well designed.
We have 2 tables. One holds measurements, the other one holds timestamps (one for every minute)
every measurement holds a FK to a timestamp.
We have 8M (million) measurements, and 2M timestamps.
We are creating a report database via replication, and my first solution was this: when a new measurement was received via the replication process, lookup the right timestamp and add it to the measurement table.
Yes, it's duplication of data, but it is for reporting and since we have measurements every 5 minutes and users can query for yearly data (105.000 measurements) we have to optimize for speed.
But a co-developer said: you don't have to do that, we'll just query with a join (on the two tables), SqlServer is so fast, you don't see the difference.
My first reaction was: a join on two tables with 8M and 2M records can't make 'no difference'.
What is your first feeling on this?
EDIT:
new measurements: 400 records per 5 minutes
EDIT 2:
maybe the question is not so clear:
the first solution is to get the data from the timestamp table and copy it to the measurement table when the measurement record is inserted.
In that case we have an action when the record is inserted AND an extra (duplicated) timestamp value. In this case we lonly query ONE table because it holds all the data.
The second solution is to join the two tables in a query.
With the proper index the join will make no difference*. My initial thought is that if the report is querying over the entire dataset, the joins might actually be faster because there is literally 6 million fewer timestamps that it has to read from the disk.
*This is just a guess based on my experience with tables with millions of records. You results will vary based on your queries.
I'd create an Indexed View (similar to a Materialized view in Oracle) which joins the tables using appropriate indexes.
If the query just retrieves the data for the given date ranges, there will be a merge join - that is, a range scan for each of tow tables. Since the timestamp table presumably contains only timestamp, this shouldn't be expensive.
On the other hand, if you have only one table and index on the date column, the index itself becomes larger and more expensive to scan.
So, with properly constructed indexes and queries I won't expect a significant difference in performance.
I'd suggest you to keep properly normalized design until you start having performance problems that force you to change it. And then you need to carefully analyze query plans and measure performance with different options - there're lots of thing that could matter in your particular case.
Frankly in this case your best bet is try both solutions and see which one is better. Performance tuning is an art when you start talking about large data sets and is highly dependant onthe not only the database design you have but the hardware and the whther you are using partioning, etc. Be sure to test both getting the data out and putting the data in. Since you have so many inserts, insert speed is critical and tthe index you would need on on the datetime field is critical to select performance, so you really need to thouroughly test this. Don't forget about dumping the cache when you test. And test multiple times and if possible test under a typical query load.