Posts Tagged ‘stream computing’

SQLstream at PostgreSQL Conference: West 2010

Tuesday, November 2nd, 2010

PostgreSQL Conference: West 2010SQLstream’s chief architect Julian Hyde and founding engineer Sunil Mujumdar are to present at PostgreSQL Conference: West 2010.

In a talk entitled Streaming GIS using PostGIS and SQLstream, Julian and Sunil will describe the SQLstream stream computing platform based on industry-standard SQL, and its integration with the PostgreSQL-based Geographic Information Systems (GIS) engine PostGIS.

Wireless sensors and internet services are generating data faster than conventional database technologies can process that data. In particular, mobile resource management requires the stream processing of high volume, location-based data. Solutions require new methods such as Streaming SQL to address these new sources of big data, in real-time. We’ll be discussing key concepts in stream computing, data warehouse feeds and the integration of PostGIS into a high performance streaming environment.

Using mobile resource management as a case study, we will illustrate with examples from SQLstream’s commercial traffic monitoring application.

Concepts in Streaming SQL

Tuesday, October 26th, 2010

A streaming SQL query is a continuous, standing query that executes over streaming data. Data streams are processed using familiar SQL relational operators augmented to handle time sensitive data. Streaming queries are similar to database queries in how they analyze data; they differ by operating continuously on data as they arrive and by updating results in real-time.

Streaming SQL queries process dynamic, flowing data, in contrast to traditional RDBMSs, which process static, stored data with repeated single-shot queries. Streaming SQL is simple to configure using existing IT skills, dramatically reducing integration cost and complexity. Combining the intuitive power of SQL with this simplicity of configuration enables much faster implementation of business ideas, while retaining the scalability and investment protection important for business-critical systems.

By processing transactions continuously, streaming SQL directly addresses the real-time business needs for low latency, high volume, and rapid integration. Complex, time-sensitive transformations and analytics, operating continuously across multiple input data sources, are simple to configure and generate streaming-analytics answers as input data arrive. Sources can include any application inputs or outputs, or any of the data feeds processed or generated within an enterprise. Examples include financial trading data, internet clickstream data, sensor data, and exception events. SQL can process multiple input and output streams of data, for multiple publishers and subscribers. To learn more about Streaming SQL, please read our “Concepts in Streaming SQL” mini-white paper.

Big Data – Dealing with the Data Tsunami

Tuesday, June 22nd, 2010

GigaOM Structure 2010 Big Data and Cloud Computing There is a lot of buzz these days about the challenge of “Big Data”.  I’ll be speaking on the subject at GigaOM’s Structure2010, on the “DEALING WITH THE DATA TSUNAMI: THE BIG DATA” panel. There are many dimensions to the challenges posed by “Big Data”, which I’ve presented here as five separate but related themes.

Speed of data arrival

The first theme is speed.  When a lot of data arrive fast, it is often overlooked that they arrive in raw form and need to be processed or cooked before they can be of any real value. The processing normally comprises cleaning, filtering, aggregating and validating.  Sometimes the data need to be enhanced, normalized or de-normalized.  While there are a number of proprietary ETL tools out there that can help, most people prefer to perform these operations using SQL.  This approach has become known as ELT as the data are Extracted, Loaded and then Transformed (as opposed to Transformed then Loaded).  In the past, this has meant loading raw data into a data warehouse’s staging tables and then performing the ELT with SQL in batches until the data are fully cooked and ready to take part in the “main course” queries. 

One of the strengths of the SQLstream approach is that for the first time you can use standards-based SQL for performing these ELT steps but as Continuous ETL rather than operating upon the data after first storing it.  We call this “analyze-before-store” approach: Query the Future – as the scope of the continuous queries is from the moment they start until the end of future time (in contrast with historical queries whose scope is from the moment they start until as far back in time as the data are stored).  SQLstream’s queries continuously process, clean, aggregate and enhance the data in a highly parallelized dataflow pipelined process.  The staging is in main memory using 64-bit architecture and multiple cores and servers.  This provides a highly scalable efficient and cost effective solution to ETL, with the virtuous side-effect of enabling the data warehouse to be kept continuously up-to-date by feeding it a stream of fully cooked data and updating its aggregate tables continuously in near real-time.  All of this is done without stealing valuable cycles of the data warehouse server.

Data location

The second theme is data location.  Like houses, location is very important when it comes to assessing the value (or usefulness) of the data.  Location might be spatial or temporal.  If you wish to be alerted of a special price for gas at a specific gas station, clearly it is of greater value if you are currently in the immediate vicinity of the gas station.  This shows the value of both the location in space and the location in time.  In contrast, most data warehouses dumbly store all service data and records without regard to their value. 

Clearly, the value of the data in many cases greatly diminishes over time.  Many of the queries that a business might pose are better targeted at current data.  That is particularly true of targeted advertisements, but also when monitoring customer service level, cloud computing infrastructure and the like.  The data are much more valuable when the business is able to take proactive initiative to capitalize on the value – fixing problems or issues before they negatively impact customers, or making that promotion or sale before the customer purchases product or service from a competitor.  SQLstream’s continuous queries are all about focusing analytics where they have the most value by specifying explicit windows of focus for the queries in terms of time, quantity or space.  While many rows can flow into and out of the window of focus for any given query, the window represents the immediate focus of attention.

Pace of change

The third theme is the pace of change of data.  If you have a large quantity of data that is not changing very much, then historical queries and analysis will no doubt provide you with all of your answers.  However, if the data are changing constantly, or a lot of new data arriving constantly, or if you have a focus on a specific window of time or space, then historical analysis has little value.  What you care about is the derivative of the change – the rates of change.  For example, are our sales accelerating or decelerating?  Is the rate of acceleration unusually high or low?  What about service outages and error rates?  Or customer complaints?  The SQLstream approach enables you to see what is changing rather than what is staying the same.  It is analogous to predator vision: the predators want to see what is moving and their vision system prioritizes that over what remains motionless.  SQLstream provides such dynamic vision.

Balancing historical and continuous analysis

The fourth theme is the need to complement data mining and the results of historical analysis with continuous analysis.  Data warehousing allows you to find patterns and predictors from past data and to back test all of your hypotheses over extended periods of time.  The back testing of such hypotheses often takes the form of SQL queries that search for patterns of changes of data over time and check that the predicted results occurred and with what frequency.  Once you have mined and captured such valuable predictors, it is straightforward to take the SQL you have generated and tweak it to be used in real-time, continuously executed against live data.  Using this approach, SQLstream allows you to leverage you data mining results to perform real-time predictive analytics, giving your business a real-time heads up for key indicators of buying signals, or systems’ failure or what ad should be served up based on a customer’s web behavior.

Brain over brawn processing

My fifth and final theme is “smart declarative” versus “dumb brute force” when applied to data queries.  The latter is how I see Hadoop-based approaches.  You parallelize a problem to take advantage of a lot of available servers and related CPU cycles, but you do not rely on any intelligence on how you partition the problem.  In fact not having to “think” is one of the primary appeals of the technique.  It is a brute force method of brawn over brain.  However, where the problem space is truly huge, or the time or financial budget is more limited, there is always the attraction of the “brain over brawn” technique.  Declarative SQL processing draws upon the mathematical tractability of analyzing patterns and dependencies within the data, the use of keys and indexing, the rewriting of complex formulae into simpler ones and avoiding recalculation of intermediate results – in order to provide a faster, more efficient and smarter way of finding the solutions.  Such declarative techniques can still take extensive advantage of parallelism and inexpensive or available servers and CPU cycles, but they rely on smart analysis in order to optimize the calculations.  SQLstream, and all SQL-based data warehouses, heavily draw upon these mathematical SQL properties and patterns and analysis of the data to do the smart thing when it comes to query processing. 

Stream Computing of the kind embodied by SQLstream however has even greater potential to take advantage of parallelism over and above SQL data warehouses because SQLstream’s Stream Computing has no transactional bottleneck and is purely declarative.  Input streams are not “side-effected” by the execution of stream SQL statements, rather new streams are created from the original ones (which are left untouched and can be presented concurrently to other SQLstream servers).  The execution paradigm is one of parallel dataflow execution – a paradigm that lends itself not only to massive parallel execution but also to massively distributed execution.  I believe that as Hadoop becomes more widely understood and deployed, people will begin to see just how much of a better job could be performed by adding a little intelligence and just how powerful declarative stream computing can be.

Streaming SQL and Bollinger Bands

Thursday, June 10th, 2010

Last year has been an interesting experience as I participated in a number of customer “Proof Of Concept” projects for SQLstream. Developing these real-time, stream computing projects greatly increased my appreciation for the advantages of an open, extensible and standards-compliant middleware infrastructure.

For example, I needed to implement an “edge detection” mechanism for a POC project. My colleagues at SQLstream recommended using “Bollinger bands” for determining outliers. So, I browsed through the  wikipedia entry for Bollinger Bands to learn more. Bollinger bands are very similar to standard deviations or quartile deviations. A Standard deviation measures variability or dispersion in data distribution. Bollinger bands, on the other hand, provide thresholds to filter outliers in the data. In fact, Bollinger bands are based on the moving average and moving standard deviation of the data set. For typical data sets, Bollinger bands can be defined as:

lowerBB(lower Bollinger Band) = avg – (k * stddev),

upperBB(upper Bollinger Band) = avg + (k* stddev)

where avg and stddev are the average and standard deviation over a sufficiently large time window and k is the constant that needs to be determined for the activity being monitored. For typical data sets, k = 2 will create the upper bollinger band at 95th percentile of the data set.

Bollinger Bands are widely used in the financial services industry. However, Bollinger Bands can be applied to solve problems in other industries. (As I am not claiming to be a statistics expert, I would certainly appreciate honest feedback on our application of Bollinger bands in streaming queries.)

Bollinger bands certainly are a good tool to identify sudden spikes in the activity being monitored in real-time. A number of examples come to my mind,

  • Sudden spikes in the price for a ticker symbol in a stock exchange. For example,

SELECT STREAM ROWTIME, ticker, price,

FROM (SELECT STREAM ROWTIME, ticker, price,

AVG(price) OVER (PARTITION BY ticker RANGE INTERVAL ‘1′ HOUR PRECEDING) AS “avgLastHour”,

STDDEV(price) OVER (PARTITION BY ticker RANGE INTERVAL ‘1′ HOUR PRECEDING) AS “stdDevLastHour”,

AVG(price) OVER (PARTITION BY ticker ROWS 5 PRECEDING) AS “avgLast5Trades”

FROM BIDS) AS S

WHERE S.”avgLast5Trades” > S.”avgLastHour” + 2 * S.”stdDevLastHour”;

  • Spikes in the error rate on a web server. For example,

SELECT STREAM ROWTIME, url, “numErrorsLastMinute”,

FROM (SELECT STREAM ROWTIME, url, “numErrorsLastMinute”,

AVG(“numErrorsLastMinute”) OVER (PARTITION BY url RANGE INTERVAL ‘1′ HOUR PRECEDING) AS “avgErrorsPerMinute”,

STDDEV(“numErrorsLastMinute”) OVER (PARTITION BY url RANGE INTERVAL ‘1′ HOUR PRECEDING) AS “stdDevErrorsPerMinute”

FROM “HttpRequestsPerMinute”) AS S

WHERE S.”numErrorsLastMinute” > S.”avgErrorsPerMinute” + 2 * S.”stdDevErrorsPerMinute”;

  • Monitoring call volumes in a call center.
  • Analytics on social/online gaming services.

In the Stream Computing context, Bollinger bands provide the high/low-water marks for monitoring activity. Whenever the level of recent activity crosses these Bollinger Band thresholds, the activity can be flagged. The streaming analytics engine can then perform additional analytics to detect patterns in the activity and to provide actionable information to regulate the system that is being monitored. At the very least, Bollinger bands can be used to filter out “uninteresting” rows from the stream, thereby reducing the load on the streaming pipeline.

At SQLstream, we used windowed aggregation functions such as AVG() OVER (…) and STDDEV() OVER (…) to establish Bollinger bands. It is necessary to compute AVG and STDDEV on sufficiently large windows of time. In a streaming context, we used sufficiently large windows of time to calculate Bollinger bands. So, as the window slides forward in time, the Bollinger bands reflect more recent activity levels. The current activity levels can then be computed on a much smaller window, potentially including only the current row in the stream. Should the current activity level cross either of the Bollinger bands, we then mark that as a spike in the activity level. The formula for Bollinger bands needs to be changed based on the data distribution, that is, to determine exactly what multiple of standard deviation is appropriate.

Coming back to my point about openness and extensibility, as you can see in the example queries above, you could execute a very similar query in Oracle or SQL server. Key features such as windowed aggregation functions, often called SQL OLAP functions, have been in SQLstream for a long time. Interestingly, SQLstream did not support STDDEV() windowed aggregation function during the POC. A lot of the SQL experts will know STDDEV can be easily rewritten using a formula involving AVG. Our Chief Architect, Julian Hyde, was quick enough to “sweeten” the deal by adding the “syntactic sugar” necessary to support STDDEV natively.

I am sure a lot of you readers have interesting ideas and questions. Please feel free to post them here and I will be happy to engage in conversation.