Category: Streaming

Konur Unyelioglu goes deep into Kalman filters:

In simple terms, a Kalman filter is a theoretical model to predict the state of a dynamic system under measurement noise. Originally developed in the 1960s, the Kalman filter has found applications in many different fields of technology including vehicle guidance and control, signal processing, transportation, analysis of economic data, and human health state monitoring, to name a few (see the Kalman filter Wikipedia page for a detailed discussion). A particular application area for the Kalman filter is signal estimation as part of time series analysis. Apache Spark provides a great framework to facilitate time series stream processing. As such, it would be useful to discuss how the Kalman filter can be combined with Apache Spark.

In this article, we will implement a Kalman filter for a simple dynamic model using the Apache Spark Structured Streaming engine and an Apache Kafka data source. We will use Apache Spark version 2.3.1 (latest, as of writing this article), Java version 1.8, and Kafka version 2.0.0. The article is organized as follows: the next section gives an overview of the dynamic model and the corresponding Kalman filter; the following section will discuss the application architecture and the corresponding deployment model, and in that section we will also review the Java code comprising different modules of the application; then, we will show graphically how the Kalman filter performs by comparing the predicted variables to measured variables under random measurement noise; we’ll wrap up the article by giving concluding remarks.

This is going on my “reread carefully” list; it’s very interesting and goes deep into the topic.

Caryl Yuhas and Denny Lee give us an example of building a last-click digital marketing attribution model with Databricks Delta:

The first thing we will need to do is to establish the impression and conversion data streams.   The impression data stream provides us a real-time view of the attributes associated with those customers who were served the digital ad (impression) while the conversion stream denotes customers who have performed an action (e.g. click the ad, purchased an item, etc.) based on that ad.

With Structured Streaming in Databricks, you can quickly plug into the stream as Databricks supports direct connectivity to Kafka (Apache Kafka, Apache Kafka on AWS, Apache Kafka on HDInsight) and Kinesis as noted in the following code snippet (this is for impressions, repeat this step for conversions)

This is definitely an interesting approach to the problem.  Check it out.

Adrian Ionescu explains a couple of concepts which can help make selective queries with Databricks much faster:

The general use-case for these features is to improve the performance of needle-in-the-haystack kind of queries against huge data sets. The typical RDBMS solution, namely secondary indexes, is not practical in a big data context due to scalability reasons.

If you’re familiar with big data systems (be it Apache Spark, Hive, Impala, Vertica, etc.), you might already be thinking: (horizontal) partitioning.

Quick reminder: In Spark, just like Hive, partitioning works by having one subdirectory for every distinct value of the partition column(s). Queries with filters on the partition column(s) can then benefit from partition pruning, i.e., avoid scanning any partition that doesn’t satisfy those filters.

The main question is: What columns do you partition by?
And the typical answer is: The ones you’re most likely to filter by in time-sensitive queries.
But… What if there are multiple (say 4+), equally relevant columns?

Read the whole thing.

Himanshu Gupta continues a series on structured streaming using Spark Streaming:

Here we can clearly see that if new data is pushed to the source, Spark will run the “incremental” query that combines the previous running counts with the new data to compute updated counts. The “Input Table” here is the lines DataFrame which acts as a streaming input for wordCounts DataFrame.

Now, the only unknown thing in the above diagram is “Complete Mode“. It is nothing but one of the 3 output modes available in Structured Streaming. Since they are an important part of Structured Streaming, so, let’s read about them in detail:

1. Complete Mode – This mode updates the entire Result Table which is eventually written to the sink.

2. Append Mode – In this mode, only the new rows are appended in the Result Table and eventually sent to the sink.

3. Update Mode – At last, this mode updates only the rows that are changed in the Result Table since the last trigger. Also, only the new rows are sent to the sink. There is one peculiar thing to note about this mode, i.e., it is different from the Complete Mode in the way that this mode only outputs the rows that have changed since the last trigger. If the query doesn’t contain any aggregations, it is equivalent to the Append mode.

Check it out.