U.S. patent application number 14/948970 was filed with the patent office on 2016-07-28 for systems and methods for time series analysis techniques utilizing count data sets.
The applicant listed for this patent is SAS Institute Inc.. Invention is credited to David Bruce Elsheimer, Michael James Leonard.
Application Number | 20160217384 14/948970 |
Document ID | / |
Family ID | 56432700 |
Filed Date | 2016-07-28 |
United States Patent
Application |
20160217384 |
Kind Code |
A1 |
Leonard; Michael James ; et
al. |
July 28, 2016 |
SYSTEMS AND METHODS FOR TIME SERIES ANALYSIS TECHNIQUES UTILIZING
COUNT DATA SETS
Abstract
Systems and methods are included for adjusting a set of
predicted future data points for a time series data set including a
receiver for receiving a time series data set. One or more
processors and one or more non-transitory computer readable storage
mediums containing instructions may be utilized. A count series
forecasting engine, utilizing the one or more processors, generates
a set of counts corresponding to discrete values of the time series
data set. An optimal discrete probability distribution for the set
of counts is selected. A set of parameters are generated for the
optimal discrete probability distribution. A statistical model is
selected to generate a set of predicted future data points. The set
of predicted future data points are adjusted using the generated
set of parameters for the optimal discrete probability distribution
in order to provide greater accuracy with respect to predictions of
future data points.
Inventors: |
Leonard; Michael James;
(Cary, NC) ; Elsheimer; David Bruce; (Cary,
NC) |
|
Applicant: |
Name |
City |
State |
Country |
Type |
SAS Institute Inc. |
Cary |
NC |
US |
|
|
Family ID: |
56432700 |
Appl. No.: |
14/948970 |
Filed: |
November 23, 2015 |
Related U.S. Patent Documents
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Application
Number |
Filing Date |
Patent Number |
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62107761 |
Jan 26, 2015 |
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62116507 |
Feb 15, 2015 |
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62128965 |
Mar 5, 2015 |
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62128996 |
Mar 5, 2015 |
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62130771 |
Mar 10, 2015 |
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62146532 |
Apr 13, 2015 |
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Current U.S.
Class: |
1/1 |
Current CPC
Class: |
G06N 5/02 20130101; G06N
5/022 20130101; G06N 7/005 20130101; G06F 17/18 20130101 |
International
Class: |
G06N 7/00 20060101
G06N007/00; G06N 5/02 20060101 G06N005/02 |
Claims
1. A system for adjusting a set of predicted future data points for
a time series data set, comprising: a processor and; a
non-transitory computer readable storage medium containing
instructions that, when executed with the processor, cause the
processor to perform operations including: receiving the time
series data set, wherein the time series data set includes a
plurality of data points that correspond to a plurality of discrete
values; generating a set of counts for the time series data set by
analyzing the time series data, wherein a count corresponds to a
number of instances of a particular discrete value in the time
series data set; automatically selecting an optimal discrete
probability distribution for the set of counts from a set of
candidate discrete probability distributions based on a selection
criterion; generating a set of parameters corresponding to the
optimal discrete probability distribution; selecting a statistical
model for the time series data set, wherein selecting the
statistical model includes using a set of statistical models and
the selection criterion; generating the set of predicted future
data points for the time series data set, wherein generating the
set of predicted future data points includes using the selected
statistical model; adjusting the set of predicted future data
points for the time series data set, wherein adjusting the set of
predicted future data points includes using the set of parameters
corresponding to the optimal discrete probability distribution; and
using the adjusted set of predicted future data points to provide a
predicted future data point based on received user input associated
with the time series data set.
2. The system of claim 1, wherein a discrete probability
distribution outputs a corresponding non-negative value for each
value in a range of the discrete probability distribution.
3. The system of claim 1, wherein the statistical model is
configured to utilize the plurality of data points as continuous
variables.
4. The system of claim 1, wherein the plurality of data points
correspond to a plurality of distinct values.
5. The system of claim 1, wherein the time series data set includes
over a threshold number of data points that correspond to a zero
value.
6. The system of claim 1, wherein the set of candidate discrete
probability distributions includes at least one of a binomial
probability distribution, a zero-modified negative binomial
distribution, a zero-modified binomial probability distribution, a
geometric probability distribution, a zero-modified geometric
probability distribution, a Poisson probability distribution, a
zero-modified Poisson probability distribution, a log series
distribution, or a negative binomial probability distribution.
7. The system of claim 1, wherein the set of statistical models
includes at least one time series model comprising an exponential
smoothing model.
8. The system of claim 1, further comprising receiving the set of
discrete probability distributions and the selection criterion from
a user.
9. The system of claim 1, wherein the set of parameters includes at
least one of a standard error, an upper limit corresponding to a
confidence range, and a lower limit correspond to the confidence
range.
10. The system of claim 1, wherein selecting the statistical model
for the time series data set further comprises: receiving
indication of a selection criterion; generating a set of predicted
future data points for the time series data set using a plurality
of statistical models; and generating, by the one or more
processors, a plurality of error measurements corresponding to each
of the plurality of statistical models.
11. The system of claim 10, wherein selecting the statistical model
for the time series using the plurality of error measurements
includes selecting an optimal error measurement of the plurality of
error measurements, wherein the selected statistical model
corresponds to the optimal error measurement.
12. The system of claim 10, wherein automatically selecting the
optimal discrete probability distribution for the set of counts
further comprises: receiving, by the one or more processors,
indication of user-selection of a selection criterion; generating,
by the one or more processors, the set of candidate discrete
probability distributions for the set of counts using a set of
discrete probability distribution algorithms; and generating a
plurality of error measurements corresponding to each of the set of
candidate discrete probability distributions.
13. The system of claim 12, wherein the received selection
criterion includes one of an Akaike information criterion, a
weighted least-squares criterion, a log-likelihood criterion, or a
Bayesian information criterion.
14. The system of claim 12, where determining the optimal discrete
probability distribution for the set of counts using the plurality
of error measurements includes selecting an optimal error
measurement of the plurality of error measurements, wherein the
optimal discrete probability distribution corresponds to the
optimal error measurement.
15. A computer program product, tangibly embodied in a
non-transitory machine-readable storage medium, including
instructions operable to cause a data processing apparatus to:
receive a time series data set, wherein the time series data set
includes a plurality of data points that correspond to a plurality
of discrete values; generate a set of counts for the time series
data set by analyzing the time series data, wherein a count
corresponds to a number of instances of a particular discrete value
in the time series data set; automatically select an optimal
discrete probability distribution for the set of counts from a set
of discrete probability distributions based on a selection
criterion; generate a set of parameters corresponding to the
optimal discrete probability distribution; select a statistical
model for the time series data set, wherein selecting the
statistical model includes using a set of statistical models and
the selection criterion; generate a set of predicted future data
points for the time series data set, wherein generating the set of
predicted future data points includes using the selected
statistical model; adjust the set of predicted future data points
for the time series data set, wherein adjusting the set of
predicted future data points includes using the set of parameters
corresponding to the optimal discrete probability distribution; and
use the adjusted set of predicted future data points to provide a
predicted future data point based on received user input associated
with the time series data set.
16. The computer program product of claim 15, wherein a discrete
probability distribution outputs a corresponding non-negative value
for each value in the range of the discrete probability
distribution.
17. The computer program product of claim 15, wherein the
statistical model is configured to utilize the plurality of data
points as continuous variables.
18. The computer program product of claim 15, wherein the plurality
of data points correspond to a plurality of distinct values.
19. The computer program product of claim 15, wherein the time
series data set includes over a threshold number of data points
that correspond to a zero value.
20. A computer-implemented method for adjusting a set of predicted
future data points for a time series data set, comprising:
receiving, by one or more processors, a time series data set,
wherein the time series data set includes a plurality of data
points that correspond to a plurality of discrete values;
generating, by the one or more processors, a set of counts for the
time series data set by analyzing the time series data, wherein a
count corresponds to a number of instances of a particular discrete
value in the time series data set; automatically selecting, by the
one or more processors, an optimal discrete probability
distribution for the set of counts from a set of discrete
probability distributions based on a selection criterion;
generating, by the one or more processors, a set of parameters
corresponding to the optimal discrete probability distribution;
selecting, by the one or more processors, a statistical model for
the time series data set, wherein selecting the statistical model
includes using a set of statistical models and the selection
criterion; generating, by the one or more processors, the set of
predicted future data points for the time series data set, wherein
generating the set of predicted future data points includes using
the selected statistical model; adjusting, by the one or more
processors, the set of predicted future data points for the time
series data set, wherein adjusting the set of predicted future data
points includes using the set of parameters corresponding to the
optimal discrete probability distribution; and using, by the one or
more processors, the adjusted set of predicted future data points
to provide a predicted future data point based on received user
input associated with the data set.
Description
CROSS-REFERENCE TO RELATED APPLICATIONS
[0001] The present disclosure claims the benefit of priority under
35 U.S.C. .sctn.119(e) to U.S. Provisional Application No.
62/107,761 filed Jan. 26, 2015, U.S. Provisional Application No.
62/116,507 filed Feb. 15, 2015, U.S. Provisional Application No.
62/128,965, filed Mar. 5, 2015, U.S. Provisional Application No.
62/128,996 filed Mar. 5, 2015, U.S. Provisional Application No.
62/130,771 filed Mar. 10, 2015, and U.S. Provisional Application
No. 62/146,532 filed Apr. 13, 2015, the entireties of which are
incorporated herein by reference.
[0002] This application is also related to and incorporates by
reference for all purposes the full disclosure of co-pending U.S.
patent application Ser. No. 13/786,838, entitled "DEVICES FOR
FORECASTING RATIOS IN HIERARCHIES" (Attorney Docket No.
94926-009400U5-860712).
TECHNICAL FIELD
[0003] The present disclosure generally relates to systems and
methods for time series analysis techniques utilizing count data
sets.
BACKGROUND
[0004] Many organizations need to predict future events using large
numbers of time series that are discretely valued. These time
series, called "count series," fall approximately between
continuously-valued time series, for which there are many
predictive techniques (ARIMA, UCM, ESM, and others), and
intermittent time series, for which there are few predictive
techniques (e.g., Croston's method). Most traditional time series
analysis techniques assume that the time series values are
continuously distributed. When a time series takes on small,
discrete values (e.g., 0, 1, 2, 3, etc.), this assumption of
continuity is unrealistic.
SUMMARY
[0005] In accordance with the teaching provided herein, systems,
methods, and computer-program products are provided herein for
adjusting a set of predicted future data points for a time series
data set.
[0006] For example, a system is provided that includes a processor
and a non-transitory computer readable storage medium containing
instructions that, when executed with the processor, cause the
processor to perform operations. The operations include receiving a
time series data set, wherein the time series data set includes a
plurality of data points that correspond to a plurality of discrete
values. The operations further include generating a set of counts
for the time series data set by analyzing the time series data,
wherein a count corresponds to a number of instances of a
particular discrete value in the time series data set. The
operations further include automatically selecting an optimal
discrete probability distribution for the set of counts from a set
of candidate discrete probability distributions based on a
selection criterion. The operations further include generating a
set of parameters corresponding to the optimal discrete probability
distribution. The operations further include selecting a
statistical model for the time series data set, wherein selecting
the statistical model includes using a set of statistical models
and the selection criterion. The operations further include
generating the set of predicted future data points for the time
series data set, wherein generating the set of predicted future
data points includes using the selected statistical model. The
operations further include adjusting the set of predicted future
data points for the time series data set, wherein adjusting the set
of predicted future data points includes using the set of
parameters corresponding to the optimal discrete probability
distribution. The operations further include using the adjusted set
of predicted future data points to provide a predicted future data
point based on received user input associated with the data
set.
[0007] In another example, a computer-program product tangibly
embodied in a non-transitory machine-readable storage medium is
provided that includes instructions that cause a data processing
apparatus to receive a time series data set, wherein the time
series data set includes a plurality of data points that correspond
to a plurality of discrete values. The instructions further cause
the data processing apparatus to generate a set of counts for the
time series data set by analyzing the time series data, wherein a
count corresponds to a number of instances of a particular discrete
value in the time series data set. The instructions further cause
the data processing apparatus to automatically select an optimal
discrete probability distribution for the set of counts from a set
of candidate discrete probability distributions based on a
selection criterion. The instructions further cause the data
processing apparatus to generate a set of parameters corresponding
to the optimal discrete probability distribution. The instructions
further cause the data processing apparatus to select a statistical
model for the time series data set, wherein selecting the
statistical model includes using a set of statistical models and
the selection criterion. The instructions further cause the data
processing apparatus to generate the set of predicted future data
points for the time series data set, wherein generating the set of
predicted future data points includes using the selected
statistical model. The instructions further cause the data
processing apparatus to adjust the set of predicted future data
points for the time series data set, wherein adjusting the set of
predicted future data points includes using the set of parameters
corresponding to the optimal discrete probability distribution. The
instructions further cause the data processing apparatus to use the
adjusted set of predicted future data points to provide a predicted
future data point based on received user input associated with the
data set.
[0008] In another example, a computer-implemented method is
provided that includes receiving a time series data set, wherein
the time series data set includes a plurality of data points that
correspond to a plurality of discrete values. The method further
includes generating a set of counts for the time series data set by
analyzing the time series data, wherein a count corresponds to a
number of instances of a particular discrete value in the time
series data set. The method further includes automatically
selecting an optimal discrete probability distribution for the set
of counts from a set of candidate discrete probability
distributions based on a selection criterion. The method further
includes generating a set of parameters corresponding to the
optimal discrete probability distribution. The method further
includes selecting a statistical model for the time series data
set, wherein selecting the statistical model includes using a set
of statistical models and the selection criterion. The method
further includes generating the set of predicted future data points
for the time series data set, wherein generating the set of
predicted future data points includes using the selected
statistical model. The method further includes adjusting the set of
predicted future data points for the time series data set, wherein
adjusting the set of predicted future data points includes using
the set of parameters corresponding to the optimal discrete
probability distribution. The method further includes using the
adjusted set of predicted future data points to provide a predicted
future data point based on received user input associated with the
data set.
BRIEF DESCRIPTION OF THE DRAWINGS
[0009] The present disclosure is described in conjunction with the
appended figures:
[0010] FIG. 1 illustrates a block diagram that provides an
illustration of the hardware components of a computing system,
according to some embodiments of the present technology.
[0011] FIG. 2 illustrates an example network including an example
set of devices communicating with each other over an exchange
system and via a network, according to some embodiments of the
present technology.
[0012] FIG. 3 illustrates a representation of a conceptual model of
a communications protocol system, according to some embodiments of
the present technology.
[0013] FIG. 4 illustrates a communications grid computing system
including a variety of control and worker nodes, according to some
embodiments of the present technology.
[0014] FIG. 5 illustrates a flow chart showing an example process
for adjusting a communications grid or a work project in a
communications grid after a failure of a node, according to some
embodiments of the present technology.
[0015] FIG. 6 illustrates a portion of a communications grid
computing system including a control node and a worker node,
according to some embodiments of the present technology.
[0016] FIG. 7 illustrates a flow chart showing an example process
for executing a data analysis or processing project, according to
some embodiments of the present technology.
[0017] FIG. 8 illustrates a block diagram including components of
an Event Stream Processing Engine (ESPE), according to embodiments
of the present technology.
[0018] FIG. 9 illustrates a flow chart showing an example process
including operations performed by an event stream processing
engine, according to some embodiments of the present
technology.
[0019] FIG. 10 illustrates an ESP system interfacing between a
publishing device and multiple event subscribing devices, according
to embodiments of the present technology.
[0020] FIG. 11 illustrates an example of a continuous-valued time
series data set, in accordance with at least one embodiment.
[0021] FIG. 12 illustrates an example count series data set, in
accordance with at least one embodiment.
[0022] FIG. 13 illustrates an example graph representing an example
count series frequency analysis, in accordance with at least one
embodiment.
[0023] FIG. 14 illustrates an example graph representing a seasonal
component of a count series data set, in accordance with at least
one embodiment
[0024] FIG. 15 illustrates an example count series forecast using
current forecasting techniques.
[0025] FIG. 16 illustrates an example graph of a zero-modified
Poisson probability distribution for variable units, in accordance
with at least one embodiment.
[0026] FIG. 17 illustrates an additional example graph of a
zero-modified Binomial Distribution for Series, in accordance with
at least one embodiment.
[0027] FIG. 18 illustrates an example chi-square probability chart,
in accordance with at least one embodiment.
[0028] FIG. 19 illustrates an example graph of an adjusted
forecast, in accordance with at least one embodiment.
[0029] FIG. 20-22 illustrate an example graphical interface for
count series forecasting, in accordance with at least one
embodiment.
[0030] FIG. 23 illustrates an example computer architecture 900 for
a count series forecasting engine, in accordance with at least one
embodiment.
[0031] FIG. 24 illustrates an example flow chart depicting a method
for count series forecasting, in accordance with at least one
embodiment.
[0032] FIG. 25 illustrates an example chart of selected
distribution selection statistics, in accordance with at least one
embodiment.
[0033] FIG. 26A illustrates an example table that includes a set of
parameters generated for an optimal discrete probability
distribution, in accordance with at least one embodiment.
[0034] FIG. 26B illustrates an example table that includes a set of
distribution estimates for a discrete probability distribution, in
accordance with at least one embodiment.
[0035] FIG. 26C illustrates an example table indicating a
statistical fit of a number of exponential smoothing models to a
data set, in accordance with at least one embodiment.
[0036] FIG. 27 is a diagram depicting a method for count series
forecasting in accordance with at least one embodiment.
[0037] Like reference numbers and designations in the various
drawings indicate like elements.
DETAILED DESCRIPTION
[0038] In the following description, for the purposes of
explanation, specific details are set forth in order to provide a
thorough understanding of embodiments of the technology. However,
it will be apparent that various embodiments may be practiced
without these specific details. The figures and description are not
intended to be restrictive.
[0039] The ensuing description provides example embodiments only,
and is not intended to limit the scope, applicability, or
configuration of the disclosure. Rather, the ensuing description of
the example embodiments will provide those skilled in the art with
an enabling description for implementing an example embodiment. It
should be understood that various changes may be made in the
function and arrangement of elements without departing from the
spirit and scope of the technology as set forth in the appended
claims.
[0040] Specific details are given in the following description to
provide a thorough understanding of the embodiments. However, it
will be understood by one of ordinary skill in the art that the
embodiments may be practiced without these specific details. For
example, circuits, systems, networks, processes, and other
components may be shown as components in block diagram form in
order not to obscure the embodiments in unnecessary detail. In
other instances, well-known circuits, processes, algorithms,
structures, and techniques may be shown without unnecessary detail
in order to avoid obscuring the embodiments.
[0041] Also, it is noted that individual embodiments may be
described as a process which is depicted as a flowchart, a flow
diagram, a data flow diagram, a structure diagram, or a block
diagram. Although a flowchart may describe the operations as a
sequential process, many of the operations can be performed in
parallel or concurrently. In addition, the order of the operations
may be re-arranged. A process is terminated when its operations are
completed, but could have additional operations not included in a
figure. A process may correspond to a method, a function, a
procedure, a subroutine, a subprogram, etc. When a process
corresponds to a function, its termination can correspond to a
return of the function to the calling function or the main
function.
[0042] Systems depicted in some of the figures may be provided in
various configurations. In some embodiments, the systems may be
configured as a distributed system where one or more components of
the system are distributed across one or more networks in a cloud
computing system.
[0043] Predictive modeling can refer to a number of techniques used
in predictive analytics that have a common goal of finding a
relationship between a target, a response (e.g., a dependent
variable), and various predictors (e.g., an independent variables.
Predictive analytics use predictive modeling, machine learning, and
data mining techniques that analyze current and historical facts to
make predictions about future, or otherwise unknown, events. A
predictive model (e.g., a statistical model) may be made up of a
number of predictors, which are variable factors that are likely to
influence subsequent data points. In predictive modeling, data is
collected for the relevant predictors, a predictive model is
formulated, predictions are made and the model is validated (or
revised) as additional data becomes available. The model may employ
a simple linear equation or a complex neural network, for example.
A "time series," as used herein, is intended to refer to a sequence
of data points, typically consisting of successive measurements
made over time. References to a "time series" are intended to refer
to a single time series and/or multiple time series unless
otherwise specified.
[0044] Certain aspects of the disclosed subject matter relate to
system and methods for automated count series forecasting. As used
herein, a "count series" is intended to refer to a time series data
set for which the data points included in the data set take on
discrete values (e.g., 0, 1, 2, 3, and the like). In many cases,
although not always, the discrete values may be small in value,
such as integers under ten, for example.
[0045] Current time series analysis techniques include, for
example, Exponential Smoothing Models (ESM), Auto-Regressive
Integrated Moving Average Models either with or without exogenous
variables (ARIMA[X]), Unobserved Component Models (UCM),
Intermittent Demand Models (IDM), and the like. Most traditional
time series analysis techniques assume that the time series values
are continuously distributed. For example, ARIMA models assume that
the time series values are generated by continuous-valued white
noise passing through various types of filters. A continuous-valued
time series also refers to a time series that includes continuous
variables. A continuous variable can take on any real value between
two specified values, wherein a discrete variable cannot. For
example, suppose a fire department mandates that all fire fighters
must weigh between 150 and 250 pounds. The weight of the fire
fighter would be an example of a continuous variable since the fire
fighter's weight could take on any real value between 150 and 250
pounds.
[0046] Discrete probability distributions include discrete
variables having discrete values rather than continuous variables.
For example, a coin may be flipped a number of times and the number
of heads may be counted. The number of heads could be any integer
value between 0 and the number of flips. However, it could not be
any number between 0 and the number of flips. There could not, for
example, be 2.5 heads. Thus, the number of heads must be a discrete
variable.
[0047] In at least one example, using discrete probability
distributions with count series analysis can better predict future
values, and, most importantly, more realistic confidence intervals
than current techniques. In addition, some discrete probability
distributions have zero-modified versions where there are more or
fewer zero values than expected under the usual unmodified version
of the distribution. As discussed herein, "zero-modified" is
intended to refer to a zero-inflated probability distribution
(e.g., a probability distribution having an excess of zero values)
and/or a zero-deflated probability distribution (e.g., a
probability distribution where zero values are discarded or
otherwise ignored, or a probability distribution where zero values
are less numerous than expected). Thus, a realistic probability
distribution is used to account for the zero values in a time
series. Techniques herein are directed to provide a more accurate
predictive model for a count series data set than
previously-utilized techniques.
[0048] FIG. 1 is a block diagram that provides an illustration of
the hardware components of a data transmission network 100,
according to embodiments of the present technology. Data
transmission network 100 is a specialized computer system that may
be used for processing large amounts of data where a large number
of computer processing cycles are required.
[0049] The data transmission network 100 may also include computing
environment 114. The computing environment 114 may be a specialized
computer or other machine that processes the data received within
the data transmission network 100. The data transmission network
100 also includes one or more network devices 102. The network
devices 102 may include client devices that attempt to communicate
with computing environment 114. For example, the network devices
102 may send data (e.g., one or more data points in a data set) to
the computing environment 114 to be processed and/or the network
devices 102 may send signals to the computing environment 114 to
control different aspects of the computing environment 114 or the
data (e.g., a count series data set) it is processing, among other
reasons. The network devices 102 may interact with the computing
environment 114 through a number of ways, such as, for example,
over one or more of the networks 108.
[0050] As shown in FIG. 1, computing environment 114 may include
one or more other systems. For example, computing environment 114
may include a database system 118, and/or a communications grid
120, and/or a count series forecasting engine 122. The count series
forecasting engine 122, as described further in this description,
may be stored the network-attached data stores 110, or may exist as
a stand-alone service external to the computing environment
114.
[0051] In some embodiments, the network devices 102 may provide a
large amount of data either all at once or streaming over a period
of time (e.g., using event stream processing (ESP), described
further with respect to FIGS. 8-10), to the computing environment
114 via the networks 108. For example, the network devices 102 may
include network computers, sensors, databases, or other devices
that may transmit or otherwise provide data to the computing
environment 114. For example, the network devices 102 may include
local area network devices, such as routers, hubs, switches, or
other computer networking devices. These devices may provide a
variety of stored or generated data (e.g., a count series data
set), such as network data or data specific to the network devices
themselves. The network devices 102 may also include sensors that
monitor their environment or other devices to collect data
regarding that environment or those devices, and such network
devices may provide data they collect over time. The network
devices 102 may also include devices within the internet of things,
such as devices within a home automation network. Some of these
devices may be referred to as edge devices, and may involve edge
computing circuitry. Data may be transmitted by the network devices
102 directly to the computing environment 114 or to
network-attached data stores, such as the network-attached data
stores 110 for storage so that the data may be retrieved later by
the computing environment 114 or other portions of the data
transmission network 100.
[0052] The data transmission network 100 may also include one or
more of the network-attached data stores 110. The network-attached
data stores 110 are used to store data to be processed by the
computing environment 114 as well as any intermediate or final data
generated by the computing system in non-volatile memory. However
in certain embodiments, the configuration of the computing
environment 114 allows its operations to be performed such that
intermediate and final data results can be stored solely in
volatile memory (e.g., RAM), without a requirement that
intermediate or final data results be stored to non-volatile types
of memory (e.g., disk). This can be useful in certain situations,
such as when the computing environment 114 receives ad hoc queries
from a user and when responses, which are generated by processing
large amounts of data, need to be generated in real time. In this
non-limiting situation, the computing environment 114 may be
configured to retain the processed information within memory so
that responses can be generated for the user at different levels of
detail as well as allow a user to interactively query against this
information.
[0053] The network-attached data stores 110 may store a variety of
different types of data (e.g., count series data set(s)) organized
in a variety of different ways and from a variety of different
sources. For example, network-attached data storage may include
storage other than primary storage located within computing
environment 114 that is directly accessible by processors located
therein. Network-attached data storage may include secondary,
tertiary or auxiliary storage, such as large hard drives, servers,
virtual memory, among other types. Storage devices may include
portable or non-portable storage devices, optical storage devices,
and various other mediums capable of storing, containing data. A
machine-readable storage medium or computer-readable storage medium
may include a non-transitory medium in which data can be stored and
that does not include carrier waves and/or transitory electronic
signals. Examples of a non-transitory medium may include, for
example, a magnetic disk or tape, optical storage media such as
compact disk or digital versatile disk, flash memory, memory or
memory devices. A computer-program product may include code and/or
machine-executable instructions that may represent a procedure, a
function, a subprogram, a program, a routine, a subroutine, a
module, a software package, a class, or any combination of
instructions, data structures, or program statements. A code
segment may be coupled to another code segment or a hardware
circuit by passing and/or receiving information, data, arguments,
parameters, or memory contents. Information, arguments, parameters,
data, etc. may be passed, forwarded, or transmitted via any
suitable means including memory sharing, message passing, token
passing, network transmission, among others. Furthermore, the data
stores may hold a variety of different types of data. For example,
network-attached data stores 110 may hold unstructured (e.g., raw)
data, such as inventory data (e.g., a database containing records
identifying products information for items being stored in an
inventory) or product sales databases (e.g., a database containing
individual data records identifying details of individual product
sales).
[0054] The unstructured data may be presented to the computing
environment 114 in different forms such as a flat file or a
conglomerate of data records, and may have data values and
accompanying time stamps. The computing environment 114 may be used
to analyze the unstructured data in a variety of ways to determine
the best way to structure (e.g., hierarchically structure) that
data, such that the structured data is tailored to a type of
further analysis that a user wishes to perform on the data (e.g.,
count series analysis). For example, after being processed, the
unstructured time stamped data may be aggregated by time (e.g.,
into daily time period units) to generate time series data and/or
structured hierarchically according to one or more dimensions
(e.g., parameters, attributes, and/or variables). For example, data
may be stored in a hierarchical data structure, such as a ROLAP OR
MOLAP database, or may be stored in another tabular form, such as
in a flat-hierarchy form.
[0055] The data transmission network 100 may also include one or
more server farms 106. The computing environment 114 may route
select communications or data to the one or more server farms 106
or one or more servers within the one or more server farms 106. The
one or more server farms 106 can be configured to provide
information in a predetermined manner. For example, the one or more
server farms 106 may access data to transmit in response to a
communication. The one or more server farms 106 may be separately
housed from each other device within the data transmission network
100, such as the computing environment 114, and/or may be part of a
device or system.
[0056] The one or more server farms 106 may host a variety of
different types of data processing as part of the data transmission
network 100. The one or more server farms 106 may receive a variety
of different data from the network devices 102, from the computing
environment 114, from the cloud network 116, or from other sources.
For example, one or more count series data sets may be obtained
and/or received from the one or more server farms 106. The data
(e.g., the one or more count series data sets) may have been
obtained or collected from one or more sensors, as inputs from a
control database, or may have been received as inputs from an
external system or device. The one or more server farms 106 may
assist in processing the data by turning raw data into processed
data based on one or more rules implemented by the one or more
server farms 106. For example, sensor data may be analyzed to
determine changes in an environment over time or in real-time.
[0057] The data transmission network 100 may also include the cloud
network 116. The cloud network 116 may include a cloud
infrastructure system that provides cloud services. In certain
embodiments, services provided by the cloud network 116 may include
a host of services that are made available to users of the cloud
infrastructure system on demand. The cloud network 116 is shown in
FIG. 1 as being connected to the computing environment 114 (and
therefore having the computing environment 114 as its client or
user), but the cloud network 116 may be connected to, or utilized
by, any of the devices in FIG. 1. Services provided by the cloud
network 116 can dynamically scale to meet the needs of its users.
The cloud network 116 may comprise one or more computers, servers,
and/or systems. In some embodiments, the computers, servers, and/or
systems that make up the cloud network 116 are different from the
user's own on-premises computers, servers, and/or systems. For
example, the cloud network 116 may host an application, and a user
may, via a communication network such as the Internet, on demand,
order and use the application.
[0058] While each device, server, and system in FIG. 1 is shown as
a single device, it will be appreciated that multiple devices may
instead be used. For example, a set of network devices 102 can be
used to transmit various communications from a single user, or
remote server 140 may include a server stack. As another example,
data may be processed as part of the computing environment 114.
[0059] Each communication within the data transmission network 100
(e.g., between client devices, between the one or more server farms
106 and the computing environment 114, or between a server and a
device) may occur over one or more networks 108. The one or more
networks 108 may include one or more of a variety of different
types of networks, including a wireless network, a wired network,
or a combination of a wired and wireless network. Examples of
suitable networks include the Internet, a personal area network, a
local area network (LAN), a wide area network (WAN), or a wireless
local area network (WLAN). A wireless network may include a
wireless interface or combination of wireless interfaces. As an
example, a network of the one or more networks 108 may include a
short-range communication channel, such as a Bluetooth or a
Bluetooth Low Energy channel. A wired network may include a wired
interface. The wired and/or wireless networks may be implemented
using routers, access points, bridges, gateways, or the like, to
connect devices in the networks 108, as will be further described
with respect to FIG. 2. The one or more networks 108 can be
incorporated entirely within or can include an intranet, an
extranet, or a combination thereof. In one embodiment,
communications between two or more systems and/or devices can be
achieved by a secure communications protocol, such as secure
sockets layer (SSL) or transport layer security (TLS). In addition,
data and/or transactional details may be encrypted.
[0060] Some aspects may utilize the Internet of Things (IoT), where
things (e.g., machines, devices, phones, sensors) can be connected
to networks and the data from these things can be collected and
processed within the things and/or external to the things. For
example, the IoT can include sensors in many different devices, and
high value analytics can be applied to identify hidden
relationships and drive increased efficiencies. This can apply to
both big data analytics and real-time (e.g., ESP) analytics. This
will be described further below with respect to FIG. 2.
[0061] As noted, the computing environment 114 may include a count
series forecasting engine 122, a communications grid 120, and/or a
database system 118 (e.g., a transmission network data base
system). Count series forecasting engine 122 may be a computing
system for performing operations related providing one or more
predicted future data points for a count series data set and/or for
monitoring a count series data set. The communications grid 120 may
be a grid-based computing system for processing large amounts of
data. The database system 118 may be for managing, storing, and
retrieving large amounts of data that are distributed to and stored
in the one or more network-attached data stores 110 or other data
stores that reside at different locations within the database
system 118. The count series forecasting engine 122, the compute
nodes in the communications grid 120 and/or the database system 118
may share the same processor hardware, such as processors that are
located within the computing environment 114.
[0062] FIG. 2 illustrates an example network including an example
set of devices communicating with each other over an exchange
system and via a network (e.g., the one or more networks 108 of
FIG. 1), according to embodiments of the present technology. As
noted, each communication within the data transmission network 100
of FIG. 1 may occur over one or more networks. System 200 includes
a network device 204 configured to communicate with a variety of
types of client devices, for example client devices 230, over a
variety of types of communication channels.
[0063] As shown in FIG. 2, the network device 204 can transmit a
communication over a network (e.g., a cellular network via a base
station 210). The communication can be routed to another network
device, such as the network devices 205-209, via the base station
210. The communication can also be routed to the computing
environment 214 (e.g., the computing environment 114 of FIG. 1) via
base station 210. For example, the network device 204 may collect
data either from its surrounding environment or from other network
devices (such as the network devices 205-209) and transmit that
data to the computing environment 214.
[0064] Although the network devices 204-209 are shown in FIG. 2 as
a mobile phone, laptop computer, tablet computer, temperature
sensor, motion sensor, and audio sensor respectively, the network
devices 204-209 may be or may include sensors that are sensitive to
detecting aspects of their environment. For example, the network
devices 204-209 may include sensors such as water sensors, power
sensors, electrical current sensors, chemical sensors, optical
sensors, pressure sensors, geographic or position sensors (e.g.,
GPS), velocity sensors, acceleration sensors, flow rate sensors,
among others. Examples of characteristics that may be sensed
include force, torque, load, strain, position, temperature, air
pressure, fluid flow, chemical properties, resistance,
electromagnetic fields, radiation, irradiance, proximity,
acoustics, moisture, distance, speed, vibrations, acceleration,
electrical potential, electrical current, among others. The sensors
may be mounted to various components used as part of a variety of
different types of systems (e.g., an oil drilling operation). The
network devices 204-209 may detect and record data related to the
environment that it monitors, and transmit that data to the
computing environment 214 (e.g., the computing environment 114 of
FIG. 1).
[0065] As noted, one type of system that may include various
sensors that collect data to be processed and/or transmitted to a
the computing environment 214 according to certain embodiments
includes an oil drilling system. For example, the one or more
drilling operation sensors may include surface sensors that measure
a hook load, a fluid rate, a temperature and a density in and out
of the wellbore, a standpipe pressure, a surface torque, a rotation
speed of a drill pipe, a rate of penetration, a mechanical specific
energy, etc. and downhole sensors that measure a rotation speed of
a bit, fluid densities, downhole torque, downhole vibration (axial,
tangential, lateral), a weight applied at a drill bit, an annular
pressure, a differential pressure, an azimuth, an inclination, a
dog leg severity, a measured depth, a vertical depth, a downhole
temperature, etc. Besides the raw data collected directly by the
sensors, other data may include parameters either developed by the
sensors or assigned to the system by a client or other controlling
device. For example, one or more drilling operation control
parameters may control settings such as a mud motor speed to flow
ratio, a bit diameter, a predicted formation top, seismic data,
weather data, etc. Other data may be generated using physical
models such as an earth model, a weather model, a seismic model, a
bottom hole assembly model, a well plan model, an annular friction
model, etc. In addition to sensor and control settings, predicted
outputs, of for example, the rate of penetration, mechanical
specific energy, hook load, flow in fluid rate, flow out fluid
rate, pump pressure, surface torque, rotation speed of the drill
pipe, annular pressure, annular friction pressure, annular
temperature, equivalent circulating density, etc. may also be
stored in the data warehouse.
[0066] In another example, another type of system that may include
various sensors that collect data to be processed and/or
transmitted to a the computing environment 214 according to certain
embodiments includes a home automation or similar automated network
in a different environment, such as an office space, school, public
space, sports venue, or a variety of other locations. The network
devices 204-209 in such an automated network may include network
devices that allow a user to access, control, and/or configure
various home appliances located within the user's home (e.g., a
television, radio, light, fan, humidifier, sensor, microwave, iron,
and/or the like), or outside of the user's home (e.g., exterior
motion sensors, exterior lighting, garage door openers, sprinkler
systems, or the like). For example, the network devices 204-209 may
include a home automation switch that may be coupled with a home
appliance. In another embodiment, the network devices 204-209 can
allow a user to access, control, and/or configure devices, such as
office-related devices (e.g., copy machine, printer, or fax
machine), audio and/or video related devices (e.g., a receiver, a
speaker, a projector, a DVD player, or a television),
media-playback devices (e.g., a compact disc player, a CD player,
or the like), computing devices (e.g., a home computer, a laptop
computer, a tablet, a personal digital assistant (PDA), a computing
device, or a wearable device), lighting devices (e.g., a lamp or
recessed lighting), devices associated with a security system,
devices associated with an alarm system, devices that can be
operated in an automobile (e.g., radio devices, navigation
devices), and/or the like. Data may be collected from such various
sensors in raw form, or data may be processed by the sensors to
create parameters or other data either developed by the sensors
based on the raw data or assigned to the system by a client or
other controlling device.
[0067] In another example, another type of system that may include
various sensors that collect data to be processed and/or
transmitted to a computing environment 214 according to certain
embodiments includes a power or energy grid. A variety of different
network devices may be included in an energy grid, such as various
devices within one or more power plants, energy farms (e.g., wind
farm, solar farm, among others) energy storage facilities,
factories, homes and businesses of consumers, among others. One or
more of such devices may include one or more sensors that detect
energy gain or loss, electrical input or output or loss, and a
variety of other efficiencies. These sensors may collect data to
inform users of how the energy grid, and individual devices within
the grid, may be functioning and how they may be made more
efficient.
[0068] Network device sensors may also perform processing on data
it collects before transmitting the data to the computing
environment 214, or before deciding whether to transmit data to the
computing environment 214. For example, the network devices 204-209
may determine whether data collected meets certain rules, for
example by comparing data or values calculated from the data and
comparing that data to one or more thresholds. The network devices
204-209 may use this data and/or comparisons to determine if the
data should be transmitted to the computing environment 214 for
further use or processing.
[0069] The computing environment 214 may include the machine 220
and the machine 240. Although computing environment 214 is shown in
FIG. 2 as having two machines, such as the machines 220 and the
machines 240, the computing environment 214 may have only one
machine or may have more than two machines. The machines that make
up the computing environment 214 may include specialized computers,
servers, or other machines that are configured to individually
and/or collectively process large amounts of data. The computing
environment 214 may also include storage devices that include one
or more databases of structured data, such as data organized in one
or more hierarchies, or unstructured data. The databases may
communicate with the processing devices within the computing
environment 214 to distribute data to them. Since the network
devices 204-209 may transmit data to the computing environment 214,
that data may be received by the computing environment 214 and
subsequently stored within those storage devices. Data used by the
computing environment 214 may also be stored in data stores 235,
which may also be a part of or connected to the computing
environment 214.
[0070] The computing environment 214 can communicate with various
devices via one or more routers 225 or other inter-network or
intra-network connection components. For example, the computing
environment 214 may communicate with the client devices 230 via one
or more routers 225. The computing environment 214 may collect,
analyze and/or store data from or pertaining to communications,
client device operations, client rules, and/or user-associated
actions stored at the one or more data stores 235. Such data may
influence communication routing to the devices within the computing
environment 214, how data is stored or processed within the
computing environment 214, among other actions.
[0071] Notably, various other devices can further be used to
influence communication routing and/or processing between devices
within the computing environment 214 and with devices outside of
the computing environment 214. For example, as shown in FIG. 240,
the computing environment 214 may include a web server (e.g., the
machines 240). Thus, the computing environment 214 can retrieve
data of interest, such as client information (e.g., product
information, client rules, etc.), technical product details, news,
current or predicted weather, and so on.
[0072] In addition to the computing environment 214 collecting data
(e.g., as received from the network devices 204-209, such as
sensors, and client devices or other sources) to be processed as
part of a big data analytics project, it may also receive data in
real-time as part of a streaming analytics environment. As noted,
data may be collected using a variety of sources as communicated
via different kinds of networks or locally. Such data may be
received on a real-time streaming basis. For example, network
devices may receive data periodically from network device sensors
as the sensors continuously sense, monitor and track changes in
their environments. Devices within the computing environment 214
may also perform pre-analysis on data it receives to determine if
the data received should be processed as part of an ongoing
project. The data received and collected by the computing
environment 214, no matter what the source or method or timing of
receipt, may be processed over a period of time for a client to
determine results data based on the client's needs and rules.
[0073] FIG. 3 illustrates a representation of a conceptual model of
a communications protocol system, according to embodiments of the
present technology. More specifically, FIG. 3 identifies operation
of a computing environment in an Open Systems Interaction model
that corresponds to various connection components. The model 300
shows, for example, how a computing environment, such as computing
environment 301 (e.g., the computing environment 214 in FIG. 2) may
communicate with other devices in its network, and control how
communications between the computing environment 301 and other
devices are executed and under what conditions.
[0074] The model can include layers 302-314. The layers are
arranged in a stack. Each layer in the stack serves the layer one
level higher than it (except for the application layer 314, which
is the highest layer), and is served by the layer one level below
it (except for the physical layer 304, which is the lowest layer).
The physical layer 304 is the lowest layer because it receives and
transmits raw bites of data, and is the farthest layer from the
user in a communications system. On the other hand, the application
layer 314 is the highest layer because it interacts directly with a
software application.
[0075] As noted, the model includes a physical layer 302. The
physical layer 302 represents physical communication, and can
define parameters of that physical communication. For example, such
physical communication may come in the form of electrical, optical,
or electromagnetic signals. Physical layer 302 also defines
protocols that may control communications within a data
transmission network.
[0076] The data link layer 304 defines links and mechanisms used to
transmit (i.e., move) data across a network. The data link layer
manages node-to-node communications, such as within a grid
computing environment. The data link layer 304 can detect and
correct errors (e.g., transmission errors in the physical layer
302). The data link layer 304 can also include a media access
control (MAC) layer and logical link control (LLC) layer.
[0077] The network layer 306 defines the protocol for routing
within a network. In other words, the network layer 306 coordinates
transferring data across nodes in a same network (e.g., such as a
grid computing environment). The network layer 306 can also define
the processes used to structure local addressing within the
network.
[0078] The transport layer 308 can manage the transmission of data
and the quality of the transmission and/or receipt of that data.
The transport layer 308 can provide a protocol for transferring
data, such as, for example, a Transmission Control Protocol (TCP).
The transport layer 308 can assemble and disassemble data frames
for transmission. The transport layer 308 can also detect
transmission errors occurring in the layers below it.
[0079] The session layer 310 can establish, maintain, and manage
communication connections between devices on a network. In other
words, the session layer 310 controls the dialogues or nature of
communications between network devices on the network. The session
layer 310 may also establish check-pointing, adjournment,
termination, and restart procedures.
[0080] The presentation layer 312 can provide translation for
communications between the application layer 314 and the network
layer 306. In other words, this layer may encrypt, decrypt and/or
format data based on data types known to be accepted by the
application layer 314 or the network layer 306.
[0081] The application layer 314 interacts directly with software
applications and end users, and manages communications between
them. The application layer 314 can identify destinations, local
resource states or availability and/or communication content or
formatting using the applications.
[0082] The intra-network connection components 322 and 324 are
shown to operate in lower levels, such as physical layer 302 and
link layer 304, respectively. For example, a hub can operate in the
physical layer 302, a switch can operate in the physical layer 302,
and a router can operate in the network layer 306. The internetwork
connection components 326 and 328 are shown to operate on higher
levels, such as layers 306-314. For example, routers can operate in
the network layer 306 and network devices (e.g., the network
devices 204-209 of FIG. 2) can operate in the transport, session,
presentation, and application layers.
[0083] As noted, a the computing environment 301 can interact with
and/or operate on, in various embodiments, one, more, all or any of
the various layers. For example, the computing environment 301 can
interact with a hub (e.g., via the data link layer 304) so as to
adjust which devices the hub communicates with. The physical layer
302 may be served by the data link layer 304, so it may implement
such data from the data link layer 304. For example, the computing
environment 301 may control from which devices it will receive
data. For example, if the computing environment 301 knows that a
certain network device has turned off, broken, or otherwise become
unavailable or unreliable, the computing environment 301 may
instruct the hub to prevent any data from being transmitted to the
computing environment 301 from that network device. Such a process
may be beneficial to avoid receiving data that is inaccurate or
that has been influenced by an uncontrolled environment. As another
example, the computing environment 301 can communicate with a
bridge, switch, router or gateway and influence which device within
the system (e.g., the system 200 of FIG. 2) the component selects
as a destination. In some embodiments, the computing environment
301 can interact with various layers by exchanging communications
with equipment operating on a particular layer by routing or
modifying existing communications. In another embodiment, such as
in a grid computing environment, a node may determine how data
within the environment should be routed (e.g., which node should
receive certain data) based on certain parameters or information
provided by other layers within the model.
[0084] As noted, the computing environment 301 may be a part of a
communications grid environment (e.g., the communications grid 120
of FIG. 1), the communications of which may be implemented as shown
in the protocol of FIG. 3. For example, referring back to FIG. 2,
one or more of machines 220 and 240 may be part of a communications
grid computing environment. A gridded computing environment may be
employed in a distributed system with non-interactive workloads
where data resides in memory on the machines, or compute nodes. In
such an environment, analytic code, instead of a database
management system, controls the processing performed by the nodes.
Data is co-located by pre-distributing it to the grid nodes, and
the analytic code on each node loads the local data into memory.
Each node may be assigned a particular task such as a portion of a
processing project, or to organize or control other nodes within
the grid.
[0085] FIG. 4 illustrates a communications grid computing system
400 (e.g., the communications grid 120 of FIG. 1) including a
variety of control and worker nodes, according to embodiments of
the present technology. Communications grid computing system 400
includes three control nodes and one or more worker nodes.
Communications grid computing system 400 includes control nodes
402, 404, and 406. The control nodes are communicatively connected
via communication paths 451, 453, and 455. Therefore, the control
nodes may transmit information (e.g., related to the communications
grid or notifications), to and receive information from each other.
Although communications grid computing system 400 is shown in FIG.
4 as including three control nodes, the communications grid may
include more or less control nodes.
[0086] Communications grid computing system (or just
"communications grid") 400 (e.g., the communications grid 120 of
FIG. 1) also includes one or more worker nodes. Shown in FIG. 4 are
six worker nodes 410-420. Although FIG. 4 shows six worker nodes, a
communications grid according to embodiments of the present
technology may include more or less than six worker nodes. The
number of worker nodes included in a communications grid may be
dependent upon how large the project or data set is being processed
by the communications grid, the capacity of each worker node, the
time designated for the communications grid 400 to complete the
project, among others. Each worker node within the communications
grid 400 may be connected (wired or wirelessly, and directly or
indirectly) to control nodes 402-406. Therefore, each worker node
may receive information from the control nodes (e.g., an
instruction to perform work on a project) and may transmit
information to the control nodes (e.g., a result from work
performed on a project). Furthermore, worker nodes may communicate
with each other (either directly or indirectly). For example,
worker nodes may transmit data between each other related to a job
being performed or an individual task within a job being performed
by that worker node. However, in certain embodiments, worker nodes
may not, for example, be connected (communicatively or otherwise)
to certain other worker nodes. In an embodiment, worker nodes may
only be able to communicate with the control node that controls it,
and may not be able to communicate with other worker nodes in the
communications grid 400, whether they are other worker nodes
controlled by the control node that controls the worker node, or
worker nodes that are controlled by other control nodes in the
communications grid 400.
[0087] A control node may connect with an external device with
which the control node may communicate (e.g., a grid user, such as
a server or computer, may connect to a controller of the grid). For
example, a server or computer may connect to control nodes and may
transmit a project or job to the node. The project may include a
data set (e.g., a count series data set that includes data points
that correspond to a number of discrete values). The data set may
be of any size. Once the control node receives such a project
including a large data set, the control node may distribute the
data set or projects related to the data set to be performed by
worker nodes. Alternatively, for a project including a large data
set, the data set may be receive or stored by a machine other than
a control node (e.g., a Hadoop data node).
[0088] Control nodes may maintain knowledge of the status of the
nodes in the grid (i.e., grid status information), accept work
requests from clients, subdivide the work across worker nodes,
coordinate the worker nodes, among other responsibilities. Worker
nodes may accept work requests from a control node and provide the
control node with results of the work performed by the worker node.
A grid may be started from a single node (e.g., a machine,
computer, server, etc.). This first node may be assigned or may
start as the primary control node that will control any additional
nodes that enter the grid.
[0089] When a project is submitted for execution (e.g., by a client
or a controller of the grid) it may be assigned to a set of nodes.
After the nodes are assigned to a project, a data structure (i.e.,
a communicator) may be created. The communicator may be used by the
project for information to be shared between the project code
running on each node. A communication handle may be created on each
node. A handle, for example, is a reference to the communicator
that is valid within a single process on a single node, and the
handle may be used when requesting communications between
nodes.
[0090] A control node, such as control node 402, may be designated
as the primary control node. A server, computer or other external
device may connect to the primary control node. Once the control
node receives a project, the primary control node may distribute
portions of the project to its worker nodes for execution. For
example, when a project is initiated on communications grid 400,
primary control node 402 controls the work to be performed for the
project in order to complete the project as requested or
instructed. The primary control node may distribute work to the
worker nodes based on various factors, such as which subsets or
portions of projects may be completed most efficiently and in the
correct amount of time. For example, a worker node may perform
analysis on a portion of data that is already local (e.g., stored
on) the worker node. The primary control node also coordinates and
processes the results of the work performed by each worker node
after each worker node executes and completes its job. For example,
the primary control node may receive a result from one or more
worker nodes, and the control node may organize (e.g., collect and
assemble) the results received and compile them to produce a
complete result for the project received from the end user.
[0091] Any remaining control nodes, such as control nodes 404 and
406, may be assigned as backup control nodes for the project. In an
embodiment, backup control nodes may not control any portion of the
project. Instead, backup control nodes may serve as a backup for
the primary control node and take over as primary control node if
the primary control node were to fail. If a communications grid 400
were to include only a single control node, and the control node
were to fail (e.g., the control node is shut off or breaks) then
the communications grid as a whole may fail and any project or job
being run on the communications grid 400 may fail and may not
complete. While the project may be run again, such a failure may
cause a delay (severe delay in some cases, such as overnight delay)
in completion of the project. Therefore, a grid with multiple
control nodes, including a backup control node, may be
beneficial.
[0092] To add another node or machine to the grid, the primary
control node 402 may open a pair of listening sockets, for example.
A socket may be used to accept work requests from clients, and the
second socket may be used to accept connections from other grid
nodes). The primary control node 402 may be provided with a list of
other nodes (e.g., other machines, computers, servers) that will
participate in the communications grid 400, and the role that each
node will fill in the communications grid 400. Upon startup of the
primary control node 402 (e.g., the first node on the grid), the
primary control node 402 may use a network protocol to start the
server process on every other node in the grid. Command line
parameters, for example, may inform each node of one or more pieces
of information, such as: the role that the node will have in the
communications grid 400, the host name of the primary control node
402, the port number on which the primary control node 402 is
accepting connections from peer nodes, among others. The
information may also be provided in a configuration file,
transmitted over a secure shell tunnel, recovered from a
configuration server, among others. While the other machines in the
communications grid 400 may not initially know about the
configuration of the communications grid 400, that information may
also be sent to each other node by the primary control node.
Updates of the grid information may also be subsequently sent to
those nodes.
[0093] For any control node other than the primary control node 402
added to the communications grid 400, the primary control node 402
may open, for example, three sockets. The first socket may accept
work requests from clients, the second socket may accept
connections from other grid members, and the third socket may
connect (e.g., permanently) to the primary control node 402. When a
control node (e.g., primary control node 402) receives a connection
from another control node (e.g., control node 404), it first checks
to see if the peer node is in the list of configured nodes in the
grid. If it is not on the list, the control node may clear the
connection. If it is on the list, it may then attempt to
authenticate the connection. If authentication is successful, the
authenticating node may transmit information to its peer, such as
the port number on which a node is listening for connections, the
host name of the node, information about how to authenticate the
node, among other information. When a node, such as the new control
node, receives information about another active node, it will check
to see if it already has a connection to that other node. If it
does not have a connection to that node, it may then establish a
connection to that control node.
[0094] Any worker node added to the communications grid 400 may
establish a connection to the primary control node 402 and any
other control nodes on the grid. After establishing the connection,
it may authenticate itself to the communications grid 400 (e.g.,
any control nodes, including both primary and backup, or a server
or user controlling the grid). After successful authentication, the
worker node may accept configuration information from a control
node.
[0095] When a node joins a communications grid 400 (e.g., when the
node is powered on or connected to an existing node on the
communications grid 400 or both), the node is assigned (e.g., by an
operating system of the grid) a universally unique identifier
(UUID). This unique identifier may help other nodes and external
entities (devices, users, etc.) to identify the node and
distinguish it from other nodes. When a node is connected to the
communications grid 400, the node may share its unique identifier
with the other nodes in the communications grid 400. Since each
node may share its unique identifier, each node may know the unique
identifier of every other node on the communications grid 400.
Unique identifiers may also designate a hierarchy of each of the
nodes (e.g., backup control nodes) within the grid. For example,
the unique identifiers of each of the backup control nodes may be
stored in a list of backup control nodes to indicate an order in
which the backup control nodes will take over for a failed primary
control node to become a new primary control node. However, a
hierarchy of nodes may also be determined using methods other than
using the unique identifiers of the nodes. For example, the
hierarchy may be predetermined, or may be assigned based on other
predetermined factors.
[0096] The communications grid 400 may add new machines at any time
(e.g., initiated from any control node). Upon adding a new node to
the grid, a control node (e.g., the control node 404) may first add
the new node to its table of grid nodes. The control node may also
then notify every other control node about the new node. The nodes
receiving the notification may acknowledge that they have updated
their configuration information.
[0097] Primary control node 402 may, for example, transmit one or
more communications to backup control nodes 404 and 406 (and, for
example, to other control or worker nodes within the communications
grid 400). Such communications may be sent periodically, at fixed
time intervals, between known fixed stages of the project's
execution, among other protocols. The communications transmitted by
primary control node 402 may be of varied types and may include a
variety of types of information. For example, primary control node
402 may transmit snapshots (e.g., status information) of the
communications grid 400 so that control node 404 (a backup control
node) always has a recent snapshot of the communications grid 400.
The snapshot or grid status may include, for example, the structure
of the grid (including, for example, the worker nodes in the grid,
unique identifiers of the nodes, or their relationships with the
primary control node 402) and the status of a project (including,
for example, the status of each worker node's portion of the
project). The snapshot may also include analysis or results
received from worker nodes in the communications grid 400. The
backup control nodes may receive and store the backup data received
from the primary control node. The backup control nodes may
transmit a request for such a snapshot (or other information) from
the primary control node 402, or the primary control node 402 may
send such information periodically to the backup control nodes.
[0098] As noted, the backup data may allow the backup control node
(e.g., control node 404) to take over as primary control node 402
if the primary control node 402 fails without requiring the grid to
start the project over from scratch. If the primary control node
402 fails, the backup control node that will take over as primary
control node 402 (e.g., control node 402) may retrieve the most
recent version of the snapshot received from the primary control
node and use the snapshot to continue the project from the stage of
the project indicated by the backup data. This may prevent failure
of the project as a whole.
[0099] A backup control node (e.g., control node 404) may use
various methods to determine that the primary control node has
failed. In one example of such a method, the primary control node
402 may transmit (e.g., periodically) a communication to the backup
control node that indicates that the primary control node 402 is
working and has not failed, such as a heartbeat communication. The
backup control node may determine that the primary control node 402
has failed if the backup control node has not received a heartbeat
communication for a certain predetermined period of time.
Alternatively, a backup control node may also receive a
communication from the primary control node 402 itself (before it
failed) or from a worker node that the primary control node 402 has
failed, for example because the primary control node 402 has failed
to communicate with the worker node.
[0100] Different methods may be performed to determine which backup
control node of a set of backup control nodes (e.g., backup control
nodes 404 and 406) will take over for failed primary control node
402 and become the new primary control node. For example, the new
primary control node may be chosen based on a ranking or
"hierarchy" of backup control nodes based on their unique
identifiers. In an alternative embodiment, a backup control node
may be assigned to be the new primary control node by another
device in the communications grid or from an external device (e.g.,
a system infrastructure or an end user, such as a server or
computer, controlling the communications grid). In another
alternative embodiment, the backup control node that takes over as
the new primary control node may be designated based on bandwidth
or other statistics about the communications grid.
[0101] A worker node within the communications grid 400 may also
fail. If a worker node fails, work being performed by the failed
worker node may be redistributed amongst the operational worker
nodes. In an alternative embodiment, the primary control node 402
may transmit a communication to each of the operable worker nodes
still on the communications grid 402 that each of the worker nodes
should purposefully fail also. After each of the worker nodes fail,
they may each retrieve their most recent saved checkpoint of their
status and re-start the project from that checkpoint to minimize
lost progress on the project being executed.
[0102] FIG. 5 illustrates a flow chart showing an example process
for adjusting a communications grid (e.g., communications grid 400
of FIG. 4), or a work project in the communications grid 400 after
a failure of a node, according to embodiments of the present
technology. The process may include, for example, receiving grid
status information including a project status of a portion of a
project being executed by a node in the communications grid 400, as
described in operation 502. For example, a control node (e.g., a
backup control node connected to a primary control node 402 and a
worker node on a communications grid 400) may receive grid status
information, where the grid status information includes a project
status of the primary control node 402 or a project status of the
worker node. The project status of the primary control node 402 and
the project status of the worker node may include a status of one
or more portions of a project being executed by the primary and
worker nodes in the communications grid 400. The process may also
include storing the grid status information, as described in
operation 504. For example, a backup control node (e.g., the
control node 404) may store the received grid status information
locally within the control node 404. Alternatively, the grid status
information may be sent to another device for storage where the
control node 404 may have access to the information.
[0103] The process may also include receiving a failure
communication corresponding to a node in the communications grid
400 in operation 506. For example, a node may receive a failure
communication including an indication that the primary control node
402 has failed, prompting a backup control node to take over for
the primary control node 402. In an alternative embodiment, a node
may receive a failure that a worker node has failed, prompting a
control node to reassign the work being performed by the worker
node. The process may also include reassigning a node or a portion
of the project being executed by the failed node, as described in
operation 508. For example, a control node may designate the backup
control node as a new primary control node based on the failure
communication upon receiving the failure communication. If the
failed node is a worker node, a control node may identify a project
status of the failed worker node using the snapshot of the
communications grid 400, where the project status of the failed
worker node includes a status of a portion of the project being
executed by the failed worker node at the failure time.
[0104] The process may also include receiving updated grid status
information based on the reassignment, as described in operation
510, and transmitting a set of instructions based on the updated
grid status information to one or more nodes in the communications
grid 400, as described in operation 512. The updated grid status
information may include an updated project status of the primary
control node 402 or an updated project status of the worker node.
The updated information may be transmitted to the other nodes in
the grid to update their stale stored information.
[0105] FIG. 6 illustrates a portion of a communications grid
computing system 600 including a control node and a worker node,
according to embodiments of the present technology. Communications
grid 600 (e.g., communications grid 120 of FIG. 1) computing system
includes one control node (control node 602 (e.g., primary control
node 402 of FIG. 4)) and one worker node (worker node 610 (e.g.,
worker node 410 of FIG. 4)) for purposes of illustration, but may
include more worker and/or control nodes. The control node 602 is
communicatively connected to worker node 610 via communication path
650. Therefore, control node 602 may transmit information (e.g.,
related to the communications grid 120 or notifications), to and
receive information from worker node 610 via path 650.
[0106] Similar to in FIG. 4, communications grid computing system
(or just "communications grid") 600 includes data processing nodes
(control node 602 and worker node 610). Nodes 602 and 610 comprise
multi-core data processors. Each node 602 and 610 includes a
grid-enabled software component (GESC) 620 that executes on the
data processor associated with that node and interfaces with buffer
memory 622 also associated with that node. Each of the node 602 and
the node 610 include a database management software (DBMS) 628 that
executes on a database server (not shown) at control node 602 and
on a database server (not shown) at worker node 610.
[0107] Each of the node 602 and the node 610 also include a data
store 624. Data stores 624, similar to network-attached data stores
110 in FIG. 1 and data stores 235 in FIG. 2, are used to store data
to be processed by the nodes in the computing environment. The data
store 624 may also store any intermediate or final data generated
by the computing system after being processed, for example in
non-volatile memory. However in certain embodiments, the
configuration of the grid computing environment allows its
operations to be performed such that intermediate and final data
results can be stored solely in volatile memory (e.g., RAM),
without a requirement that intermediate or final data results be
stored to non-volatile types of memory. Storing such data in
volatile memory may be useful in certain situations, such as when
the grid receives queries (e.g., ad hoc) from a client and when
responses, which are generated by processing large amounts of data,
need to be generated quickly or in real-time. In such a situation,
the grid may be configured to retain the data within memory so that
responses can be generated at different levels of detail and so
that a client may interactively query against this information.
[0108] Each of the node 602 and the node 610 include a user-defined
function (UDF) 626. The UDF provides a mechanism for the DMBS 628
to transfer data to or receive data from the database stored in the
data stores 624 that are managed by the DBMS. For example, UDF 626
can be invoked by the DBMS to provide data to the GESC for
processing. The UDF 626 may establish a socket connection (not
shown) with the GESC to transfer the data. Alternatively, the UDF
626 can transfer data to the GESC by writing data to shared memory
accessible by both the UDF and the GESC.
[0109] The GESC 620 at the node 602 and the node 610 may be
connected via a network, such as the networks 108 shown in FIG. 1.
Therefore, the node 602 and the node 610 can communicate with each
other via the network using a predetermined communication protocol
such as, for example, the Message Passing Interface (MPI). Each
GESC 620 can engage in point-to-point communication with the GESC
at another node or in collective communication with multiple GESCs
via the network. The GESC 620 at each node may contain identical
(or nearly identical) software instructions. Each node may be
capable of operating as either a control node or a worker node. The
GESC at the node 602 can communicate, over a communication path
652, with a client device 630. More specifically, the node 602 (a
control node) may communicate with client application 632 hosted by
the client device 630 to receive queries and to respond to those
queries after processing large amounts of data.
[0110] DMBS 628 may control the creation, maintenance, and use of
database or data structure (not shown) within the node 602 or the
node 610. The database may organize data stored in the data stores
624. The DMBS 628 at the node 602 (a control node) may accept
requests for data and transfer the appropriate data for the
request. With such a process, collections of data may be
distributed across multiple physical locations. In this example,
each of the node 602 and the node 610 store a portion of the total
data managed by the management system in its respective data store
624.
[0111] Furthermore, the DBMS may be responsible for protecting
against data loss using replication techniques. Replication
includes providing a backup copy of data stored on one node on one
or more other nodes. Therefore, if one node fails, the data from
the failed node can be recovered from a replicated copy residing at
another node. However, as described herein with respect to FIG. 4,
data or status information for each node in the communications grid
may also be shared with each node on the grid.
[0112] FIG. 7 illustrates a flow chart showing an example method
for executing a project within a grid computing system (e.g., the
communications grid 120 of FIG. 1), according to embodiments of the
present technology. As described with respect to FIG. 6, the GESC
at the node 602 (a control node) may transmit data with a client
device (e.g., client device 630) to receive queries for executing a
project and to respond to those queries after large amounts of data
have been processed. The query may be transmitted to the node 602,
where the query may include a request for executing a project, as
described in operation 702. The query can contain instructions on
the type of data analysis to be performed in the project and
whether the project should be executed using the grid-based
computing environment, as shown in operation 704.
[0113] To initiate the project, the node 602 may determine if the
query requests use of the grid-based computing environment to
execute the project. If the determination is no, then the node 602
initiates execution of the project in a solo environment (e.g., at
the node 602), as described in operation 710. If the determination
is yes, the control node may initiate execution of the project in
the grid-based computing environment, as described in operation
706. In such a situation, the request may include a requested
configuration of the grid. For example, the request may include a
number of control nodes and a number of worker nodes to be used in
the grid when executing the project. After the project has been
completed, the node 602 may transmit results of the analysis
yielded by the grid, as described in operation 708. Whether the
project is executed in a solo or grid-based environment, the node
602 provides the results of the project.
[0114] As noted with respect to FIG. 2, the computing environments
described herein may collect data (e.g., as received from network
devices, such as sensors, such as network devices 204-209 in FIG.
2, and client devices or other sources) to be processed as part of
a data analytics project, and data may be received in real-time as
part of a streaming analytics environment (e.g., ESP). Data may be
collected using a variety of sources as communicated via different
kinds of networks or locally, such as on a real-time streaming
basis. For example, network devices may receive data periodically
from network device sensors as the sensors continuously sense,
monitor and track changes in their environments. More specifically,
an increasing number of distributed applications develop or produce
continuously flowing data from distributed sources by applying
queries to the data before distributing the data to geographically
distributed recipients. An event stream processing engine (ESPE)
may continuously apply the queries to the data as it is received
and determines which entities should receive the data. Client or
other devices may also subscribe to the ESPE or other devices
processing ESP data so that they can receive data after processing,
based on for example the entities determined by the processing
engine. For example, client devices 230 in FIG. 2 may subscribe to
the ESPE in computing environment 214. In another example, event
subscription devices 1024a-c, described further with respect to
FIG. 10, may also subscribe to the ESPE. The ESPE may determine or
define how input data or event streams from network devices or
other publishers (e.g., network devices 204-209 in FIG. 2) are
transformed into meaningful output data to be consumed by
subscribers, such as for example client devices 230 in FIG. 2.
[0115] FIG. 8 illustrates a block diagram including components of
an Event Stream Processing Engine (ESPE), according to embodiments
of the present technology. ESPE 800 may include one or more
projects 802. A project may be described as a second-level
container in an engine model managed by ESPE 800 where a thread
pool size for the project may be defined by a user. Each project of
the one or more projects 802 may include one or more continuous
queries 804 that contain data flows, which are data transformations
of incoming event streams. The one or more continuous queries 804
may include one or more source windows 806 and one or more derived
windows 808.
[0116] The ESPE may receive streaming data over a period of time
related to certain events, such as events or other data sensed by
one or more network devices. The ESPE may perform operations
associated with processing data created by the one or more devices.
For example, the ESPE may receive data from the one or more network
devices 204-209 shown in FIG. 2. As noted, the network devices may
include sensors that sense different aspects of their environments,
and may collect data over time based on those sensed observations.
For example, the ESPE may be implemented within one or more of
machines 220 and 240 shown in FIG. 2. The ESPE may be implemented
within such a machine by an ESP application. An ESP application may
embed an ESPE with its own dedicated thread pool or pools into its
application space where the main application thread can do
application-specific work and the ESPE processes event streams at
least by creating an instance of a model into processing
objects.
[0117] The engine container is the top-level container in a model
that manages the resources of the one or more projects 802. In an
illustrative embodiment, for example, there may be only one ESPE
800 for each instance of the ESP application, and ESPE 800 may have
a unique engine name. Additionally, the one or more projects 802
may each have unique project names, and each query may have a
unique continuous query name and begin with a uniquely named source
window of the one or more source windows 806. ESPE 800 may or may
not be persistent.
[0118] Continuous query modeling involves defining directed graphs
of windows for event stream manipulation and transformation. A
window in the context of event stream manipulation and
transformation is a processing node in an event stream processing
model. A window in a continuous query can perform aggregations,
computations, pattern-matching, and other operations on data
flowing through the window. A continuous query may be described as
a directed graph of source, relational, pattern matching, and
procedural windows. The one or more source windows 806 and the one
or more derived windows 808 represent continuously executing
queries that generate updates to a query result set as new event
blocks stream through ESPE 800. A directed graph, for example, is a
set of nodes connected by edges, where the edges have a direction
associated with them.
[0119] An event object may be described as a packet of data
accessible as a collection of fields, with at least one of the
fields defined as a key or unique identifier (ID). The event object
may be created using a variety of formats including binary,
alphanumeric, XML, etc. Each event object may include one or more
fields designated as a primary identifier (ID) for the event so
ESPE 800 can support operation codes (opcodes) for events including
insert, update, upsert, and delete. Upsert opcodes update the event
if the key field already exists; otherwise, the event is inserted.
For illustration, an event object may be a packed binary
representation of a set of field values and include both metadata
and field data associated with an event. The metadata may include
an opcode indicating if the event represents an insert, update,
delete, or upsert, a set of flags indicating if the event is a
normal, partial-update, or a retention generated event from
retention policy management, and a set of microsecond timestamps
that can be used for latency measurements.
[0120] An event block object may be described as a grouping or
package of event objects. An event stream may be described as a
flow of event block objects. A continuous query of the one or more
continuous queries 804 transforms a source event stream made up of
streaming event block objects published into ESPE 800 into one or
more output event streams using the one or more source windows 806
and the one or more derived windows 808. A continuous query can
also be thought of as data flow modeling.
[0121] The one or more source windows 806 are at the top of the
directed graph and have no windows feeding into them. Event streams
are published into the one or more source windows 806, and from
there, the event streams may be directed to the next set of
connected windows as defined by the directed graph. The one or more
derived windows 808 are all instantiated windows that are not
source windows and that have other windows streaming events into
them. The one or more derived windows 808 may perform computations
or transformations on the incoming event streams. The one or more
derived windows 808 transform event streams based on the window
type (that is operators such as join, filter, compute, aggregate,
copy, pattern match, procedural, union, etc.) and window settings.
As event streams are published into ESPE 800, they are continuously
queried, and the resulting sets of derived windows in these queries
are continuously updated.
[0122] FIG. 9 illustrates a flow chart showing an example process
including operations performed by an event stream processing engine
(e.g., the event stream processing engine 800 of FIG. 8), according
to some embodiments of the present technology. As noted, the ESPE
800 (or an associated ESP application) defines how input event
streams are transformed into meaningful output event streams. More
specifically, the ESP application may define how input event
streams from publishers (e.g., network devices providing sensed
data) are transformed into meaningful output event streams consumed
by subscribers (e.g., a data analytics project being executed by a
machine or set of machines).
[0123] Within the application, a user may interact with one or more
user interface windows presented to the user in a display under
control of the ESPE independently or through a browser application
in an order selectable by the user. For example, a user may execute
an ESP application, which causes presentation of a first user
interface window, which may include a plurality of menus and
selectors such as drop down menus, buttons, text boxes, hyperlinks,
etc. associated with the ESP application as understood by a person
of skill in the art. As further understood by a person of skill in
the art, various operations may be performed in parallel, for
example, using a plurality of threads.
[0124] At operation 900, an ESP application may define and start an
ESPE, thereby instantiating an ESPE at a device, such as the
machines 220 and/or the machines 240. In an operation 902, the
engine container is created. For illustration, ESPE 800 may be
instantiated using a function call that specifies the engine
container as a manager for the model.
[0125] In an operation 904, the one or more continuous queries 804
are instantiated by ESPE 800 as a model. The one or more continuous
queries 804 may be instantiated with a dedicated thread pool or
pools that generate updates as new events stream through ESPE 800.
For illustration, the one or more continuous queries 804 may be
created to model business processing logic within ESPE 800, to
predict events within ESPE 800, to model a physical system within
ESPE 800, to predict the physical system state within ESPE 800,
etc. For example, as noted, ESPE 800 may be used to support sensor
data monitoring and management (e.g., sensing may include force,
torque, load, strain, position, temperature, air pressure, fluid
flow, chemical properties, resistance, electromagnetic fields,
radiation, irradiance, proximity, acoustics, moisture, distance,
speed, vibrations, acceleration, electrical potential, or
electrical current, etc.).
[0126] ESPE 800 may analyze and process events in motion or "event
streams." Instead of storing data and running queries against the
stored data, ESPE 800 may store queries and stream data through
them to allow continuous analysis of data as it is received. The
one or more source windows 806 and the one or more derived windows
808 may be created based on the relational, pattern matching, and
procedural algorithms that transform the input event streams into
the output event streams to model, simulate, score, test, predict,
etc. based on the continuous query model defined and application to
the streamed data.
[0127] In an operation 906, a publish/subscribe (pub/sub)
capability is initialized for ESPE 800. In an illustrative
embodiment, a pub/sub capability is initialized for each project of
the one or more projects 802. To initialize and enable pub/sub
capability for ESPE 800, a port number may be provided. Pub/sub
clients can use a host name of an ESP device running the ESPE and
the port number to establish pub/sub connections to ESPE 800.
[0128] FIG. 10 illustrates an ESP system 1000 interfacing between
publishing device 1022 and event subscribing devices 1024a-c,
according to embodiments of the present technology. ESP system 1000
may include ESP device or subsystem 1001, event publishing device
1022, an event subscribing device A 1024a, an event subscribing
device B 1024b, and an event subscribing device C 1024c. Input
event streams are output to ESP device 1001 by publishing device
1022. In alternative embodiments, the input event streams may be
created by a plurality of publishing devices. The plurality of
publishing devices further may publish event streams to other ESP
devices. The one or more continuous queries instantiated by ESPE
800 may analyze and process the input event streams to form output
event streams output to event subscribing device A 1024a, event
subscribing device B 1024b, and event subscribing device C 1024c.
ESP system 1000 may include a greater or a fewer number of event
subscribing devices of event subscribing devices.
[0129] Publish-subscribe is a message-oriented interaction paradigm
based on indirect addressing. Processed data recipients specify
their interest in receiving information from ESPE 800 by
subscribing to specific classes of events, while information
sources publish events to ESPE 800 without directly addressing the
receiving parties. ESPE 800 coordinates the interactions and
processes the data. In some cases, the data source receives
confirmation that the published information has been received by a
data recipient.
[0130] A publish/subscribe API may be described as a library that
enables an event publisher, such as publishing device 1022, to
publish event streams into ESPE 800 or an event subscriber, such as
event subscribing device A 1024a, event subscribing device B 1024b,
and event subscribing device C 1024c, to subscribe to event streams
from ESPE 800. For illustration, one or more publish/subscribe APIs
may be defined. Using the publish/subscribe API, an event
publishing application may publish event streams into a running
event stream processor project source window of ESPE 800, and the
event subscription application may subscribe to an event stream
processor project source window of ESPE 800.
[0131] The publish/subscribe API provides cross-platform
connectivity and endianness compatibility between ESP application
and other networked applications, such as event publishing
applications instantiated at publishing device 1022, and event
subscription applications instantiated at one or more of event
subscribing device A 1024a, event subscribing device B 1024b, and
event subscribing device C 1024c.
[0132] Referring back to FIG. 9, operation 906 initializes the
publish/subscribe capability of ESPE 800. In an operation 908, the
one or more projects 802 are started. The one or more started
projects may run in the background on an ESP device. In an
operation 910, an event block object is received from one or more
computing device of the event publishing device 1022.
[0133] ESP subsystem 800 may include a publishing client 1002, ESPE
800, a subscribing client A 1004, a subscribing client B 1006, and
a subscribing client C 1008. Publishing client 1002 may be started
by an event publishing application executing at publishing device
1022 using the publish/subscribe API. Subscribing client A 1004 may
be started by an event subscription application A, executing at
event subscribing device A 1024a using the publish/subscribe API.
Subscribing client B 1006 may be started by an event subscription
application B executing at event subscribing device B 1024b using
the publish/subscribe API. Subscribing client C 1008 may be started
by an event subscription application C executing at event
subscribing device C 1024c using the publish/subscribe API.
[0134] An event block object containing one or more event objects
is injected into a source window of the one or more source windows
806 from an instance of an event publishing application on event
publishing device 1022. The event block object may be generated,
for example, by the event publishing application and may be
received by publishing client 1002. A unique ID may be maintained
as the event block object is passed between the one or more source
windows 806 and/or the one or more derived windows 808 of ESPE 800,
and to subscribing client A 1004, subscribing client B 806, and
subscribing client C 808 and to event subscription device A 1024a,
event subscription device B 1024b, and event subscription device C
1024c. Publishing client 1002 may further generate and include a
unique embedded transaction ID in the event block object as the
event block object is processed by a continuous query, as well as
the unique ID that publishing device 1022 assigned to the event
block object.
[0135] In an operation 912, the event block object is processed
through the one or more continuous queries 804. In an operation
914, the processed event block object is output to one or more
computing devices of the event subscribing devices 1024a-c. For
example, subscribing client A 804, subscribing client B 806, and
subscribing client C 808 may send the received event block object
to event subscription device A 1024a, event subscription device B
1024b, and event subscription device C 1024c, respectively.
[0136] ESPE 800 maintains the event block containership aspect of
the received event blocks from when the event block is published
into a source window and works its way through the directed graph
defined by the one or more continuous queries 804 with the various
event translations before being output to subscribers. Subscribers
can correlate a group of subscribed events back to a group of
published events by comparing the unique ID of the event block
object that a publisher, such as publishing device 1022, attached
to the event block object with the event block ID received by the
subscriber.
[0137] In an operation 916, a determination is made concerning
whether or not processing is stopped. If processing is not stopped,
processing continues in operation 910 to continue receiving the one
or more event streams containing event block objects from the, for
example, one or more network devices. If processing is stopped,
processing continues in an operation 918. In operation 918, the
started projects are stopped. In operation 920, the ESPE is
shutdown.
[0138] As noted, in some embodiments, big data is processed for an
analytics project after the data is received and stored. In other
embodiments, distributed applications process continuously flowing
data in real-time from distributed sources by applying queries to
the data before distributing the data to geographically distributed
recipients. As noted, an event stream processing engine (ESPE) may
continuously apply the queries to the data as it is received and
determines which entities receive the processed data. This allows
for large amounts of data being received and/or collected in a
variety of environments to be processed and distributed in real
time. For example, as shown with respect to FIG. 2, data may be
collected from network devices that may include devices within the
internet of things, such as devices within a home automation
network. However, such data may be collected from a variety of
different resources in a variety of different environments. In any
such situation, embodiments of the present technology allow for
real-time processing of such data.
[0139] Aspects of the current disclosure provide technical
solutions to technical problems, such as computing problems that
arise when an ESP device fails which results in a complete service
interruption and potentially significant data loss. The data loss
can be catastrophic when the streamed data is supporting mission
critical operations such as those in support of an ongoing
manufacturing or drilling operation. An embodiment of an ESP system
achieves a rapid and seamless failover of ESPE running at the
plurality of ESP devices without service interruption or data loss,
thus significantly improving the reliability of an operational
system that relies on the live or real-time processing of the data
streams. The event publishing systems, the event subscribing
systems, and each ESPE not executing at a failed ESP device are not
aware of or affected by the failed ESP device. The ESP system may
include thousands of event publishing systems and event subscribing
systems. The ESP system keeps the failover logic and awareness
within the boundaries of out-messaging network connector and
out-messaging network device.
[0140] In one example embodiment, a system is provided to support a
failover when event stream processing (ESP) event blocks. The
system includes, but is not limited to, an out-messaging network
device and a computing device. The computing device includes, but
is not limited to, a processor and a computer-readable medium
operably coupled to the processor. The processor is configured to
execute an ESP engine (ESPE). The computer-readable medium has
instructions stored thereon that, when executed by the processor,
cause the computing device to support the failover. An event block
object is received from the ESPE that includes a unique identifier.
A first status of the computing device as active or standby is
determined. When the first status is active, a second status of the
computing device as newly active or not newly active is determined.
Newly active is determined when the computing device is switched
from a standby status to an active status. When the second status
is newly active, a last published event block object identifier
that uniquely identifies a last published event block object is
determined. A next event block object is selected from a
non-transitory computer-readable medium accessible by the computing
device. The next event block object has an event block object
identifier that is greater than the determined last published event
block object identifier. The selected next event block object is
published to an out-messaging network device. When the second
status of the computing device is not newly active, the received
event block object is published to the out-messaging network
device. When the first status of the computing device is standby,
the received event block object is stored in the non-transitory
computer-readable medium.
[0141] FIGS. 11-26 provide further aspects to analyzing count
series data by the count series forecasting engine 122 of FIG.
1.
[0142] FIG. 11 illustrates an example continuous-valued time series
data set 1100. In accordance with at least one embodiment, the
continuous-valued time series data set 1100 includes data points
corresponding to a number (in units of a thousand) of electrical
workers (y-axis 1102) for a given date (x-axis 1104). In this
example, continuous time series data set 1100 does not include zero
values. Such a data set is best analyzed using an ARIMA, UCM, or
ESM technique, for example, as the continuous nature of the data
set best matches the assumptions of such algorithms for a
continuous data set.
[0143] FIG. 12 illustrates an example count series data set 1200,
in accordance with at least one embodiment. The count series data
set may include a plurality of data points that have relatively low
discrete values (e.g., 11 and under, whole numbers). In a
non-limiting example, count series data set 1200 may represent a
number of automobile parts in stock at various times of the year
between the years of late 2003 to late 2014. The count series data
set 1200, in this example, may be utilized to determine quantities
of various automobile parts to stock at various times of the year.
It should be understood that this is merely an example and other
inventory or non-inventory examples may be substituted in the
examples included herein. As a further example, the count series
data set 1200 may represent a number of emergency room visits by
medical condition at a given hospital (or number of hospitals). The
count series data set 1200, in this case, may be utilized to
determine an appropriate staffing schedule for medical personnel of
the hospital(s). In yet a further example, the count series data
set 1200 may represent a number of new venereal disease diagnoses
for a given postal code (or a number of postal codes). In this
example, the count series data set 1200 may be utilized to
determine a number of predicted future instances of venereal
disease diagnoses for the given postal code(s). In the example
illustrated in FIG. 12, the count series data set 1200 is depicted
in a graph with "units" on a y-axis 1202 and "date" on a x-axis
1204. In this example, there are several (e.g., 23) instances of
zero values included in the count series data set 1200.
[0144] FIG. 13 illustrates an example graph 1300 representing an
example count series frequency analysis of a count series data set
(e.g., the count series data set of FIG. 12), in accordance with at
least one embodiment. Graph 1300 depicts a count number (e.g., a
number of occurrences) on an y-axis 1302 and values for the data
points of the count series data set on the x-axis 1304. For
example, according to graph 1300, the count series data set had 31
occurrences of a 0 value, 3 occurrences of a value of 1, 7
occurrences of a value of 2, 12 occurrences of a value of 3, 14
occurrences of a value of 4, 16 occurrences of a value of 5, 9
occurrences of a value of 6, 3 occurrences of a value of 7, 5
occurrences of a value of 8, 4 occurrences of a value of 9, 2
occurrences of a value of 10, and 1 occurrence of a value of
11.
[0145] FIG. 14 illustrates an example graph 1400 representing a
seasonal component of a count series data set (e.g., the count
series data set of FIG. 12), in accordance with at least one
embodiment. A seasonal component of a count series is intended to
refer to a part of the variations in a count series attributable to
intra-year fluctuations that are substantially stable year after
year with respect to timing, direction, and magnitude. It should be
appreciated that intra-year fluctuations is just one possible
cycle, and that other cycles are possible (e.g., intra-day). Thus,
the seasonal component may reflect variations that recur every
year, for example, to the same extent as the previous year. Graph
1400 illustrates such a seasonal component. For example, graph 1400
represents a unit number (e.g., a number of items in inventory of a
particular product) on a y-axis 1402 and date values on the x-axis
1404. A pattern may emerge indicating a seasonal component for the
count series data set of FIG. 12 indicating, for example, three
peaks in inventory throughout each (or at least one) year.
[0146] FIG. 15 illustrates an example count series forecast using
current forecasting techniques. Using the count series data set of
FIG. 12, a forecast is generated using a traditional seasonal
exponential smoothing model. Y-axis 1502 depicts the units (e.g.,
of an item) and the x-axis depicts a date (e.g., years 2004-2013).
Actual data points are depicted by circles, such as circle 1506.
Forecasted values are depicted with the solid line 1508. A
confidence band (e.g., 95% confidence band) is depicted with the
confidence region 1510. Dotted line 1512 depicts the start of a
multi-step process as depicted from the graph elements occurring to
the right of the dotted line 1512. In other words, dotted line 1512
separates the in-sample and out-sample region. It should be
appreciated that the forecast illustrated in FIG. 15 depicts a
seasonally varying count series with zero (value) inflation. The
confidence region 1510 and confidence region 1514 each extend to
negative values. For a count series data set, a negative value is
unrealistic. For example, in an inventory use case, one could not
have negative 2 automobile brake pads. Thus, FIG. 15 illustrates
the difficulty of most traditional time series techniques in
forecasting count series due to the discrete and the zero-modified
nature of the data set (e.g., high occurrences of zeros relative to
other values in the data set).
[0147] FIG. 16 illustrates an example graph 1600 of a zero-modified
Poisson probability distribution for variable units, in accordance
with at least one embodiment. Graph 1600 utilizes a y-axis 1602 and
a y-axis 1604. For example, y-axis 1602 corresponds to the observed
zeros as indicated by observed zeros bar 1606. In some examples,
the corresponding scale range of the y-axis 1602 and the y-axis
1604 may differ. For example, y-axis 1602 may represent a number of
zero modified values of the data set. Scale range 1608 may be
determined based on the number of zero-modified values in the data
set. Continuing on with the example of FIG. 12, scale range 1608
may be adjusted to allow for the zero occurrences (e.g., 31
occurrences) to be optimally displayed. Scale range 1608 may also
correspond to a number of expected zeros depicted by circle 1610
(based on scale range 1614) and a number of expected zeros depicted
by bar 1612 (based on scale range 1608).
[0148] Scale range 1608 may differ from scale range 1614. For
example, scale range 1608 may range from 0 to 32 and correspond to
the zero values of the data set, while scale range 1614 may range
from 0 to 17 and correspond to the non-zero values of the data set.
Scale range 1614, in some examples, may depict a number of non-zero
modified values and correspond to the depicted observed bars (e.g.,
observed bar 1616). Observed bars (e.g., the observed bar 1616) may
be associated with particular values as depicted by x-axis 1618.
X-axis 1618 may utilize a same, or different, scale range as y-axis
1604 or y-axis 1602.
[0149] Additionally, or alternatively, an expected line 1620 may be
utilized to depict estimated discrete probability distribution
values. Expected line 1620 may utilize the scale range associated
with the x-axis 1618. Dashed vertical line 1622 may indicate the
distribution mean and may utilize the scale range associated with
the x-axis 1618. Similarly, the confidence band (e.g., a 95%
confidence band) may be depicted by shaded area 1624. Shaded area
1624 may utilize the scale range associated with the x-axis 1618.
Utilizing the graph 1600, a variety of data having difference
scales of measurement may be displayed in an optimal manner, so
that such information is visible at a glance.
[0150] FIG. 17 illustrates an example graph 1700 of a zero-modified
binomial distribution for series, in accordance with at least one
embodiment. Graph 1700 utilizes a y-axis 1702 and a y-axis 1704.
For example, y-axis 1702 corresponds to the observed zeros as
indicated by observed zeros bar 1706. In this example, the
corresponding scale ranges of the y-axis 1702 and the y-axis 1704
are the same. For example, y-axis 1702 may represent a number of
zero modified values of the data set. Scale range 1708 may be
determined based on the number of zero-modified values in the data
set. Scale range 1708 may be adjusted to allow for the zero
occurrences to be optimally displayed. Scale range 1708 may also
correspond to a number of expected zeros depicted by circle 1710
(based on scale range 1714) and a number of expected zeros depicted
by bar 1712 (based on scale range 1708).
[0151] Scale range 1714, in some examples, may depict a number of
non-zero modified values and correspond to the depicted observed
bars (e.g., observed bar 1716). Observed bars (e.g., the observed
bar 1716) may be associated with particular values as depicted by
x-axis 1718. X-axis 1718 may utilize a same, or different, scale
range as y-axis 1704 or y-axis 1702.
[0152] Additionally, or alternatively, an expected line 1720 may be
utilized to depict estimated discrete probability distribution
values. Expected line 1720 may utilize the scale range associated
with the x-axis 1618. Dashed vertical line 1722 may indicate the
distribution mean and may utilize the scale range associated with
the x-axis 1718. Similarly, the confidence band (e.g., a 95%
confidence band) may be depicted by shaded area 1724. Shaded area
1724 may utilize the scale range associated with the x-axis 1718.
Utilizing the graph 1700, a variety of data having difference
scales of measurement may be displayed in an optimal manner, so
that such information is visible at a glance.
[0153] FIG. 18 illustrates an example chi-square probability chart
1800. Continuing with the example of FIG. 16, chi-square
probability chart 1800 illustrates a chi-square probabilities (on a
log scale) of the selected distribution (ZERO-MODIFIED POISSON).
The bars (e.g., bar 1802) represent the probability (y-axis 1804)
of observing as many, or more, of a given value (x-axis 1806) under
the estimated chi-square distribution. The horizontal line 1808 and
the horizontal line 1810 represent standard significance thresholds
of 0.05 and 0.01, respectively. The dashed vertical line 1812
represents the distribution mean, and shading 1814 represents a
confidence region (e.g., a 95% confidence region). The chi-square
probability chart 1800 suggests that the zero-modified Poisson
distribution fits the data reasonably well, as all of the bars are
below the thresholds (e.g., depicted by the horizontal line 1808
and the horizontal line 1810). Utilizing the chi-square probability
chart 1800, a user may quickly assess the quality/fit of the
predictive model to a particular data set. In at least one case,
probabilities occurring above either horizontal line 1808 or
horizontal line 1810 may indicate that the predictive model is in
inaccurate and may need to be re-fit. It should be understood that
standard significance thresholds of any value may be used, 0.05 and
0.01 are used for illustration only. Additionally, any number of
significance thresholds may be utilized. For simplicity, this
example utilizes only two.
[0154] FIG. 19 illustrates an example graph 1900 of an adjusted
forecast in accordance with the count series forecasting techniques
disclosed herein. Graph 1900 may be generated using the data set of
FIG. 12 and the count series forecasting techniques discussed above
in connection with FIGS. 16 and 18. Y-axis 1902 may depict units
(e.g., a number of items) and the x-axis 1904 may depict a date
(e.g., years 2004-2013). Actual data points may be depicted by
circles, such as circle 1906. Any geometric shape or indicator may
be utilized in a similar manner. Forecasted values may be depicted
with solid line 1908. A confidence band (e.g., a 95% confidence
band) may be depicted utilizing confidence region 1910. Dotted line
1912 may separate the in-sample and out-sample region. It should be
appreciated that the forecast illustrated in FIG. 19 depicts a
seasonally varying count series with zero (value) inflation. The
confidence region 1910 and confidence region 1914 each represent
only positive numbers. Compared to the forecast of FIG. 15, FIG. 19
presents more realistic forecast information. For example, the
units of the forecast of FIG. 19 are all non-negative values.
Additionally, the confidence values of FIG. 15 are not
integer-valued, while the confidence regions in FIG. 19 are
non-negative and integer-valued, and the confidence region 1910 and
the confidence region 1914 are narrower than the confidence region
1510 and the confidence region 1514 of FIG. 15. Thus, the forecast
of FIG. 19 provides a more accurate forecast for the count series
data set than the forecast of FIG. 15.
[0155] FIG. 20-22 illustrate example user interfaces for count
series forecasting. In at least one embodiment, a user interface
2000, 2100, and/or 2200 may be provided to analyze and model count
series for forecasting and monitoring. In at least one example,
user input (e.g., a data specification) may be provided (e.g., by a
user, or from a computing device separate from the count series
forecasting engine 122 of FIG. 1. A data specification may include
a combination or the following: a data set name; group-by variable
information indicating a number of classification variables; time
identification information including, but not limited to, a
variable name, a time interval, and/or a seasonality; a number of
dependent variables (e.g., target variable or variable to
forecast); a number of independent variables (e.g., input variable
or predictor variable); a number of adjustment variables (e.g.,
systematic variables).
[0156] In at least one example, the user interface 2000 may be
utilized to present a time series analysis view of the data set.
The user interface 2000 may in some implementations provide
diagnostic tools to help identify model components that might help
improve the accuracy of the forecast(s). Using user interface 2000,
a user can choose one or more time series plots and tables to
utilize when displaying information of a selected time series or
for results of a computer-generated analysis.
[0157] In at least one example, any suitable number of data
specification parameters may be provided (e.g., by default or by
user action) via pane 2004. A selection criteria (e.g., Akaike's
information criterion (AIC), a Bayesian information criterion
(BIC), log-likelihood criterion (LOGLIK), etc.) may be selected
using drop down menu 2006. One or more discrete distribution types
may be selected, for example, using selection menu 2008. A number
of count plot types may be selected via pane 2010 (e.g., utilizing
provided checkboxes). Upon making various selections, the user may
select the "apply" button 2012 in order to see the analysis plots
selected.
[0158] In at least one embodiment, the following graphs appear in
the time series analysis view by default (e.g., subsequent to
performing a time series analysis and residual analysis): a current
time series plot (e.g., the current time series plot 2014, in this
example, corresponding to count series data set 1200 of FIG. 12); a
plot of the seasonal decomposition (e.g., the seasonal
decomposition plot 2016, in this example, corresponding to graph
1400 of FIG. 14); a plot in the log scale of the white noise
probability test for a dependent series variable; plot(s) of the
autocorrelation function, partial autocorrelation function, inverse
autocorrelation function, and white noise probability test. It
should be appreciated that not all such plots are shown in FIG.
14.
[0159] In the current example, user interface 2000 may present the
user, in addition to current time series plot 2014 and seasonal
decomposition plot 2016 as well as seasonal cycles for unit plot
2018, the frequency values plot 2020.
[0160] In at least one example, the user interface 2100 of FIG. 21
may be utilized to present a probability distribution view of a
data set. A probability distribution view, as depicted in FIG. 21,
may provide a user the ability to identify a discrete probability
distribution that might help improve the accuracy of a forecast. In
at least one example, any number of data specification parameters
may be provided (e.g., by default or by user action) via pane 2104.
A selection criteria (e.g., AIC, log-likelihood, etc.) may be
selected using drop down menu 2106. One or more discrete
distribution types may be selected, for example, using selection
menu 2108. A number of count plot types may be selected via pane
2110 (e.g., utilizing checkboxes). Upon making various selections,
the user may select the "apply" button 2112 in order to see the
various probability distribution associated with the data.
[0161] In at least one example, types of distribution types that
are selectable by the user via selection menu 2108 may include, but
are not limited to, a binomial probability distribution, a
zero-modified negative binomial distribution, a zero-modified
binomial probability distribution, a geometric probability
distribution, a zero-modified geometric probability distribution, a
Poisson probability distribution, a zero-modified Poisson
probability distribution, a negative binomial probability
distribution, and the like. A user may select one or more of these
types of distributions to be viewed via the user interface 2100. If
the user selects more than one type of distribution, the user may
specify a discrete probability distribution selection criteria
(e.g., via drop down menu 2106). In at least one example, selection
criteria may include, but are not limited to, an AIC criterion, a
BIC criterion, or a log-likelihood criterion. In at least one
example, a default criterion may be set to the log-likelihood
criterion selection.
[0162] In at least one example, by default, the following tables
and graphs appear in the Probability Distribution View: A frequency
analysis plot (e.g., plot 2114) including rectangular bars that
represent the non-zero count series values; A sample count
statistics table (e.g., plot 2118) depicting sample statistics
describe the count series data; An automatic distribution selection
table that describes how the selected distribution was chosen using
a distribution section criterion; A selected distribution parameter
estimates table where a parameter P.sub.0.sup.M (the
zero-modification (percentage)) and the other parameters determine
the shape of the distribution; A distribution estimates table
including estimates based on the parameter estimates table; A
selected discrete probability distribution plot (e.g., the plot
2116, in this example, corresponding to FIG. 23). In at least one
example, the plot 2116 includes non-zero count series values, zero
count series values (on a different scale), estimated discrete
probability distribution values, a zero-modified distribution, a
mean estimate, a confidence region for the distribution mean; a
Chi-square probabilities (on a log scale) of the selected
distribution (e.g., plot 2120, in this example, corresponding for
FIG. 18) including the probabilities, horizontal line(s)
representing standard significance thresholds, a vertical line
representing the distribution mean, and a shading representing the
confidence region (e.g., a 95% confidence region).
[0163] In at least one example, the user interface 2200 of FIG. 22
may be utilized to present a model selection list or the selected
series. A user can also use plots and tables to compare how
different models fit the data.
[0164] In accordance with at least one embodiment, a user may be
presented with the name of the selected count series data set, a
dependent variable for the project, and the statistics of fit for
the count series. If a user has specified an out-of-sample range,
then the user may view information about the statistics of fit. The
model selection list shows that the models that have been fitted to
a count series. In some examples, for each model, the list may
display the model name, the model type, whether the model is
read-only, and the fit criterion for the model. The model selection
list may also display when a model has been rejected.
[0165] In at least one example, a time series analysis may be
performed, including but not limited to, a seasonal decomposition,
a correlation analysis, and a spectral analysis as well as a
residual analysis for the model. As a result, the following tables
and graphs may appear in the Modeling Selection View: A plot 2202
(in this example, corresponding to graph 1900 of FIG. 19) that
includes the generated forecasts in the forecast horizon; a plot of
the residuals for the predicted errors (e.g., differences between
actual values in the count series data set and forecasted values);
and a plot in the log scale of the white noise probability test for
predicted error. In the example depicted in FIG. 22, a Chi-Square
Probabilities plot (in this example, similar in nature to the
chi-square probability chart 1800 of FIG. 18) may be visible.
Additionally, or alternatively, tables 2206 (in this example,
corresponding to a table 2600A, 2600B, and 2600C of FIGS. 26A-26C).
Additional tables discussed above may be included in the modeling
selection view using user interface 2200.
[0166] FIG. 23 illustrates an example computer architecture 2300
for a count series forecasting engine 122 of FIG. 1. In some
examples, the computer architecture 2300 may be implemented on an
edge device (e.g., the edge device described above). The computer
architecture 2300 may include a plurality of components 2304 that
may carry out various embodiments. If the components 2304 are
software modules, the components 2304 can be embodied on a computer
readable medium and processed by a processor in any of the computer
systems described herein. It should be noted that any module or
data store described herein, may be, in some embodiments, a service
responsible for managing data of the type required to make
corresponding calculations. The components 2304 may be configured
in the manner suggested in FIG. 23 or the components 2304 may exist
as separate modules or services external to the count series
forecasting engine 122.
[0167] In the embodiment shown in the drawings, a time series data
store 2330, a probability distributions data store 2340, a
selection criterion data store 2350, and a forecast data store 2360
are shown, although data can be maintained, derived, or otherwise
accessed from various data stores, either remotely or locally, to
achieve the functions described herein. The count series
forecasting engine 122, as shown in FIG. 23, includes various
modules such as a graphical user interface 2314, an application
programming interface 2312, a user input processing engine 2310,
time series analysis engine 2316, a probability distribution
selector engine 2318, a forecast generator 2320, and a display
manager 2322. Some functions of components 2310, 2314, 2316, 2318,
2320, and 2322 are described below. However, for the benefit of the
reader, a brief, non-limiting description of each of the modules is
provided in the following paragraphs.
[0168] In accordance with at least one embodiment, a process is
enabled for utilizing the count series forecasting engine 122. For
example, a user may utilize a user device 2302 (e.g., the network
device(s) 204-209 of FIG. 2) to interact with the count series
forecasting engine 122 (e.g., via user interface 2000, 2100, and
2200 discussed below with respect to FIGS. 20, 21, and 22,
respectively). User device 2302 may be configured to communicate
with networks 2308 (e.g., the network(s) 108 of FIG. 1). As part of
a count series analysis process, or at any suitable time, user
input may be received by user input processing engine 2310 via
graphical user interface 2314 and application programming interface
2312, each being a component of the count series forecasting engine
122. As a side, the graphical user interface 2314 and the
application programming interface 2312 may be utilized in any
suitable example described herein as a means for receiving and
providing information by the count series forecasting engine
122.
[0169] In at least one example, a user may utilize the user
interfaces described below in FIGS. 20-22 to provide user input
(e.g., a user specification) related to time series analysis. For
example, user input may specify at least one of a data set, one or
more probability distributions, a selection criterion, a confidence
threshold, or a statistical model.
[0170] Upon receipt, user input processing engine 2310 may cause
time series analysis engine 2316 to analyze a time series using the
user specification. For example, time series analysis engine may
utilize the user specification to identify a data set from time
series data store 2330, a data store responsible for storing time
series data sets. The time series analysis engine 2316 may analyze
the time series data set to provide a set of counts. The time
series analysis engine 2316 may provide the set of counts and the
user input to the probability distribution selector engine 2318.
Alternative, the probability distribution selector engine 2318 may
analyze the time series data set to provide the set of counts.
[0171] In at least one example, the probability distribution
selector engine 2318 may utilize the user input to identify
information corresponding to a number of probability distributions
from the probability distributions data store 2340. The probability
distribution selector engine 2318 may further identify a number of
rules, formulas, and/or algorithms corresponding to a selection
criterion (e.g., AIC, BIC, log-likelihood, or the like) from the
selection criterion data store 2350. The probability distribution
selector engine 2318 may utilize the information corresponding to
the number of probability distributions and the selection criterion
to determine an optimal probability distribution for the time
series data set. Information related to the optimal probability
distribution may be provided to the time series analysis engine
2316.
[0172] The time series analysis engine 2316 may cause the forecast
generator 2320 to provide a forecast for the time series data set.
In at least one example, the time series analysis engine 2316 may
provide the time series data set and the user input to the forecast
generator 2320. The forecast generator 2320 may utilize the user
input to determine a number of statistical models with which to
provide a forecast. In at least one example, the statistical models
may be stored in forecast data store 2360, a data store responsible
for storing such information. The forecast generator 2320 may
utilize the user input to identify a number of rules, formulas,
and/or algorithms corresponding to a selection criterion from the
selection criterion data store 2350. The forecast generator 2320
may select a statistical model using the selection criterion. The
forecast generator 2320 may generate a number of forecasts
utilizing the statistical models. A forecast may be selected based
on the selection criterion. In at least one example, the forecast
generator 2320 may analyze the selected statistical model to
determine a degree of accuracy related to the forecast generated
using the selected statistical model.
[0173] In at least one embodiment, the time series analysis engine
2316 may receive or obtain the forecast generated and selected by
the forecast generator 2320. The time series analysis engine 2316
may use information related to the probability distribution elected
by the probability distribution selector engine 2318 to adjust the
forecast selected by the forecast generator 2320. The time series
analysis engine 2316 may provide the adjusted forecast to the
display manager 2322, a component of the count series forecasting
engine 122. The display manager 2322 produce may one or more
graphs, or any suitable graphical element, to display information
related to the probability distribution(s), forecast(s), or
adjusted forecast. For example, the display manager 2322 may
provide user interface 2000, 2100, and 2200 of FIGS. 20, 21, and
22, respectively.
[0174] FIG. 24 illustrates an example flow chart depicting a method
2400 for count series forecasting, in accordance with at least one
embodiment. The method 2400 may begin at block 2402 where a time
series data set may be received. In at least one example, the time
series data set may include a plurality of data points that
correspond to a plurality of discrete values (e.g., a count series
data set). For example, the time series analysis engine 2316 of
FIG. 23 may receive a time series data set from the time series
data store 2330 of FIG. 23. In at least one example, the graphical
interface of FIG. 20, described below, may be utilized by a user to
provide user input (e.g., a user specification).
[0175] The method 2400 may, in some examples, be utilized to
predict future data points related to any suitable count series
data set. Exemplary count series data sets may include, but are not
limited to, counts related to a items in inventory (e.g., a number
related to a particular item in a grocery store), occurrences of
disease in a population (e.g., a number of AIDS patients in a
particular zip code), a number of sales during a particular time
period (e.g., a number of shoes of a particular type sold in March
of 1981), a count of Medal of Honor recipients from a particular
state (e.g., Medal of Honor recipients from Texas), and the like.
It should be understood that a count series data set may correspond
to any number of situations in which the data set analyzed are made
up of discrete values.
[0176] At block 2404, a set of counts may be generated (e.g., by
the time series analysis engine 2316 of FIG. 23). In at least one
example, the set of counts may be generated by analyzing the time
series data set. The set of counts, in some cases, may correspond
to a number of instances of a particular discrete value occurs in
the time series data set. In at least one example, the time series
analysis engine 2316 may produce a set of counts corresponding to
count series data set 1200 of FIG. 12.
[0177] At block 2406, an optimal discrete probability distribution
for the set of counts may be selected from a set of candidate
discrete probability distributions. In at least one example, the
user interface 2100 of FIG. 21 may be utilized to identify the set
of candidate discrete probability distributions. In at least one
example, the count series forecasting engine 122 may automatically
select an optimal discrete probability distribution using a
selection criterion (e.g., the selection criterion specified in the
user specification). For example, the probability distribution
selector engine 2318 of FIG. 23 may fit the set of candidate
probability distributions to the set of counts for the time series
data set. The fit may then be evaluated (e.g., by the probability
distribution selector engine 2318) based on the specified selection
criterion. A probability distribution having a best fit, for
example, may be selected by the probability distribution selector
engine 2318. In other examples, the user may select a candidate
discrete probability distribution to be used.
[0178] Continuing with the example of FIG. 24, FIG. 25 illustrates
an example chart 2500 of selected distribution parameter estimates,
in accordance with at least one embodiment. For example, the user
specification may identify a number of probability distributions to
be considered (e.g., a zero-modified binomial probability
distribution, a zero-modified geometric probability distribution,
and a zero-modified Poisson probability distribution) as depicted
at 2502. The user specification may further specify a selection
criterion. The values at 2504 correspond to selection values for
the set of probability distributions corresponding to a zero-value
log-likelihood selection criterion. The values at 2506 correspond
to selection values for the set of probability distributions
corresponding to a log-likelihood selection criterion. The values
at 2508 correspond to selection values for the set of probability
distributions corresponding to an AIC selection criterion. The
values at 2510 correspond to selection values for the set of
probability distributions corresponding to a BIC selection
criterion. A lowest value for the selection criterion may be
selected as the optimal probability distribution by the probability
distribution selector engine 2318. For example, considering that
the user specification indicates that an AIC selection criterion is
to be used, the zero-modified Poisson distribution may be selected
for the optimal probability distribution at 2512, given that the
corresponding AIC value for the zero-modified Poisson distribution
has the lowest computed AIC value. Although a lowest value for the
selection criterion is used in this example, it should be
appreciated that in some examples, the distribution with the
highest value may be selected, depending on the selection criterion
used.
[0179] In one non-limiting example, a procedure (e.g., a COUNT
statement used in SAS/ETS developed by SAS Institute, Inc. of Cary,
N.C.) may be used to analyze a time series data set (e.g., the
CountSeries data set). The time series data set may include monthly
time series data (e.g., discrete values corresponding to item
inventory) from an inventory system. In at least one example, the
following statement may be used to perform analysis on the time
series data set:
TABLE-US-00001 proc timeseries data=CountSeries out=_NULL_
print=counts countplot=all; count / distribution=(zmbinomial
zmgeometric zmpoisson) criterion=aic alpha=0.05; id Date
interval=month; var Units; run;
Where "data=CountSeries" identifies the name of the data set to be
analyzed. The "print=counts" and "countplot=all" options indicate
that the count series analysis is to be performed. The
"distribution" option specifies a list of candidate distributions
(e.g., zero-modified binomial, zero-modified geometric, and
zero-modified Poisson). The "criterion" option specifies AIC as the
selection criterion. The "alpha" option specifies the significance
level of 0.05, that in turn, causes the confidence level to be set
to 0.95 (95%) given that a significance level+the confidence level
equals 1.0.
[0180] Continuing on with the example of FIG. 24, at block 2408, a
set of parameters corresponding to the optimal discrete probability
distribution may be generated (e.g., by the probability
distribution selector engine 2318 of FIG. 23). Continuing with the
example from block 2406, a set of parameters may be generated for a
zero-modified Poisson distribution of the data set. For example,
FIG. 26A illustrates an example of a table 2600A that includes a
set of parameters generated for an optimal discrete probability
distribution. The parameter p.sub.0.sup.M of the table 2600A
corresponds to the zero-modified (percentage), and the parameter
lambda corresponds to a Poisson distribution parameter. In this
example, 29% of the data set is zero, giving a zero-modification
parameter of 0.29. Using the set of parameters of FIG. 26A a set of
distribution estimates may be generated. FIG. 26B illustrates and
example table 2600B includes a set of distribution estimates for a
discrete probability distribution, in accordance with at least one
embodiment. For example, the mean of the zero-modified Poisson
distribution equals 3.47. The variance equals 8.25522. The standard
error equals 2.87319. The 95% discrete confidence limits may be
determined to include values between 0 and 8. It should be
appreciated that the confidence limits are nonnegative and
integer-valued.
[0181] Continuing on with the example of FIG. 24, at block 2410, a
statistical model for the time series data set may be selected
(e.g., by the forecast generator 2320 of FIG. 23). Selecting the
statistical model may include using a set of statistical models and
the selection criterion. For example, FIG. 26C illustrates an
example of a table 2600C indicating a statistical fit of a number
of exponential smoothing models to a data set, in accordance with
at least one embodiment. For example, a seasonal exponential
smoothing model, a Winters method (additive) model, and a Winters
method (multiplicative) model may each be used to produce a
forecast. Each forecast may be analyzed and a corresponding
statistical fit value may be determined. An optimal statistical
model may be selected based on the statistical fit value and a
selection criterion.
[0182] For example, given the user has specified an AIC selection
criterion, each forecast generated from the indicated statistical
models (e.g., automatically by the forecast generator 2320 of FIG.
23) may be scored based on the AIC selection criterion. In the
example depicted by table 2600C, the seasonal exponential smoothing
model may be selected as an optimal statistical model given a
lowest AIC score. Although a lowest value for the selection
criterion is used in this example, it should be appreciated that in
some examples, a highest value may be selected, depending on the
selection criterion used.
[0183] In one non-limiting example, a procedure (e.g., the HPF
(High-Performance Forecasting) procedure of SAS Forecast Server)
may be used (e.g., by the forecast generator 2320 of FIG. 23) to
perform forecasting for a data set (e.g., the CountSeries data
set). The data set may include monthly time series data (e.g.,
discrete values corresponding to item inventory) from an inventory
system. In at least one example, the following statement may be
used to perform automatic time series forecasting using a number of
exponential smoothing statistical models:
TABLE-US-00002 proc hpf data=CountSeries out=_NULL_
outfor=forecasts(rename= (actual=Units)) plot=modelforecasts
lead=24 back=24; id date interval=month; forecast units /
model=bests alpha=0.05 select=aic; run;
The "lead=24" and "back=24" options in the PROC HPF statement
specify the size of the forecast region and the out-of-sample
region, respectively. The FORECAST statement specifies the desired
automation. The "model=bests" option specifies that seasonal models
be considered. The "select=aic" option specifies the selection
criterion for the time series models (e.g., an AIC selection
criterion). In this example, the statistical models are evaluated
based on the fit region. The "alpha=0.05" option specifies the
confidence level of 0.95 (or "95%").
[0184] Continuing on with the example of FIG. 24, at block 2412,
the set of predicted future data points for the time series data
set may be generated. In at least one example, generating the set
of predicted future data points may include using the selected
statistical model from block 2410.
[0185] At block 2414, the set of predicted future data points for
the time series data set may be adjusted (e.g., by the time series
analysis engine 2316 of FIG. 23). In at least one example,
adjusting the set of predicted future data points includes using
the set of parameters corresponding to the optimal discrete
probability distribution from block 2408 (e.g., the set of
parameters generated by the probability distribution selector
engine 2318 of FIG. 23).
[0186] In one non-limiting example, a procedure (e.g., the TIMEDATA
procedure of SAS/ETS) may be used (e.g., by the forecast generator
2320 of FIG. 23) to perform forecasting for a data set (e.g., the
CountSeries data set). The time series data set may include monthly
time series data (e.g., discrete values corresponding to item
inventory) from an inventory system. In at least one example, the
following statement may be used to perform automatic time series
forecasting using a number of exponential smoothing statistical
models:
TABLE-US-00003 proc timedata data=forecasts(drop=lower upper)
out=_NULL.sub.-- outarray=adjusted(drop=predict); var units predict
std error; id date interval=month; outarray lower upper ppred; do
t=1 to _LENGTH_; ppred[t] = max(predict[t],0.0001); lower[t] =
quantile(`POISSON`,1 - 0.5/2, ppred[t]); upper[t] =
quantile(`POISSON`, 0.5/2, ppred[t]); end; run;
In a non-limiting example, the example graph 1900 of FIG. 19 may be
generated by the output of the procedure disclosed above.
[0187] At block 2416 of FIG. 24, a predicted data point may be
provided (e.g., by the time series analysis engine 2316 of FIG. 23)
using the adjusted set of predicted future data points. In at least
one example, the predicted data point may be based on received user
input associated with the data set.
[0188] FIG. 27 is a diagram depicting a method 2700 for count
series forecasting in accordance with at least one embodiment. The
method 2700 may begin at block 2702, where a time-stamped data set
may be received (e.g., by count series forecasting engine 122, for
example). The time-stamped data set may be received from a data
store responsible for storing such information (e.g., the time
series data store 2330 of FIG. 23). In some examples, the
time-stamped data set may be identified by a user utilizing a
graphical user interface (e.g., the graphical user interface 2314
of FIG. 23) provided by the count series forecasting engine 122. A
time series data preparation specification 2704 may be obtained or
received by the count series forecasting engine 122 (e.g., by the
time series analysis engine 2316 of FIG. 23). For example, the time
series data preparation specification 2704 may be user-specified
and may include, for example, a target variable, a response (e.g.,
a dependent variable, and one or more predictor variables (e.g.,
independent variables). In at least one example, a user may define
the time series data preparation specification 2704 using a
graphical user interface (e.g., the graphical user interface 2314
of FIG. 23) provided by the count series forecasting engine 122, or
in other examples, the user may utilize a predefined time series
data preparation specification. In at least one example, the time
series data 2706 includes the identification of the time-stamped
data set received at 2702 and the time series data preparation
specification 2704. In some examples, the time-stamped data set
received at 2702 includes the identification of the time-stamped
data set received at 2702.
[0189] In at least one embodiment, a time series forecasting
process 2708 for providing time series forecasts may begin at block
2710. The user may provide, for example, via a graphical user
interface (e.g., the graphical user interface 2314) provided by the
count series forecasting engine 122, calendar event definitions
2712 (e.g., defining events related to the time series data 2706)
and a custom time series model list 2714 (e.g., a list specifying a
number of time series models). The calendar event definitions 2712
may be utilized (e.g., by the time series analysis engine 2316 of
FIG. 23) to generate diagnostic results 2716. The diagnostic
results 2716 may be generated by performing various analyses on the
time series data 2706, for example, analyses that relate to
intermittency, trend, seasonality, and/or autocorrelation, to name
a few. A model selection specification 2718 may be specified by the
user utilizing a graphical interface (e.g., the graphical user
interface 2314) provided by the count series forecasting engine
122. In other embodiments, the model selection specification 2718
may be generated (e.g., by the time series analysis engine 2316 of
FIG. 23) from the diagnostic results 2716. In at least one example,
the model selection specification 2718 specifies a list of
candidate models and describes how to select from among the
models.
[0190] In at least one embodiment, one or more time series models
may be automatically generated at 2720 (e.g., by the forecast
generator 2320 of FIG. 23), for example, utilizing the model
selection specification 2718 to produce a model selection list
2722. Subsequent to generating the model selection list 2722, a
process for automatic time series model selection may be performed
at 2724 (e.g., by the forecast generator 2320 of FIG. 23)
utilizing, for example, the model selection specification 2718. One
or more time series forecasts 2726 may be generated (e.g., by the
forecast generator 2320 of FIG. 23) using the selected model from
2724.
[0191] Subsequent to performing the time series forecasting process
2708, a time series model analysis process 2727 may be performed
by, for example, the forecast generator 2320, in order to determine
a degree of accuracy related to the one or more time series
forecasts 2726 generated using the selected model from 2724. The
time series model analysis process 2727 may produce various time
series model analyses (e.g., in one or both graphical, and/or
tabular form) to the user at 2728 (e.g., utilizing the display
manager 2322 of FIG. 23). In some cases, the user may determine
that the degree of accuracy is unacceptable and the time series
forecasting process 2708 may be repeated (e.g., at the user's
request) in order to determine a more accurate times series model
with which to generate forecasts.
[0192] At a same, or different, time as the time series forecasting
process 2708 is being performed, a frequency count analysis process
2729 may begin at 2730 where count data 2732 (e.g., a set of counts
corresponding to a number of occurrences of a particular value in
the time series data 2706) may be determined from time series data
2706 (e.g., by the probability distribution selector engine 2318 of
FIG. 23). In some examples, the user may specify a custom
distribution list 2734 (e.g., utilizing graphical user interface
2314 of FIG. 23). In other examples, a predefined custom
distribution list may be utilized. The custom distribution list
2734 may include a list of candidate probability distributions to
be utilized when performing the frequency count analysis process
2729. A distribution diagnostic specification 2736 may be obtained
or received by the count series forecasting engine 122 (e.g., by
the probability distribution selector engine 2318 of FIG. 23). For
example, the distribution diagnostic specification 2736 may include
the custom distribution list 2734 as well as a list of one or more
distribution selection criterion.
[0193] In at least one embodiment, one or more discrete
distributions may be generated at 2738 (e.g., by the probability
distribution selector engine 2318 of FIG. 23), for example,
utilizing the distribution diagnostic specification 2736 to produce
a discrete distribution selection list 2740. Subsequent to
generating the discrete distribution selection list 2740, a process
for automatic discrete distribution selection may be performed at
2742 (e.g., by the probability distribution selector engine 2318 of
FIG. 23) utilizing, for example, the distribution diagnostic
specification 2736. One or more discrete distribution parameters
2744 may be generated (e.g., by the probability distribution
selector engine 2318 of FIG. 23) using the discrete distribution
selected at 2742.
[0194] Subsequent to performing the frequency count analysis
process 2729, a discrete distribution analysis 2746 may be
performed by, for example, the probability distribution selector
engine 2318 of FIG. 23, in order to determine a degree of adequacy
related to the discrete distribution parameters generated at 2744
using the discrete distribution selected at 2742. The frequency
count analysis process 2729 may produce various discrete
distribution analyses (e.g., in one or both graphical, and/or
tabular form) to the user at 2750 (e.g., utilizing the display
manager 2322 of FIG. 23). In some cases, the user may determine
that the degree of adequacy is unacceptable and the frequency count
analysis process 2729 may be repeated (e.g., at the user's request)
in order to determine a more accurate discrete distribution with
which to generate discrete distribution parameters.
[0195] In at least one embodiment, once a sufficiently accurate
forecast and adequate discrete distribution parameter(s) have been
generated via the time series forecasting process 2708 and the
frequency count analysis process 2729, respectively, adjustments
may be made to the generated time series at 2752 to produce a count
series forecast 2754. An example adjusted count series forecast is
depicted above with respect to FIG. 19.
[0196] In at least one embodiment, the count series forecast may be
outputted at 2756. For example, the count series forecast may be
provided to a user (e.g., by the display manager 2322 of FIG. 23).
Additionally, or alternatively, the count series forecast may be
stored for later use (e.g., in forecast data store 2360 of FIG.
23).
[0197] While this disclosure may contain many specifics, these
should not be construed as limitations on the scope of what may be
claimed, but rather as descriptions of features specific to
particular implementations. Certain features that are described in
this specification in the context of separate implementations can
also be implemented in combination in a single implementation.
Conversely, various features that are described in the context of a
single implementation can also be implemented in multiple
implementations separately or in any suitable sub-combination.
Moreover, although features may be described above as acting in
certain combinations and even initially claimed as such, one or
more features from a claimed combination can in some cases be
excised from the combination, and the claimed combination may be
directed to a sub-combination or variation of a
sub-combination.
[0198] Similarly, while operations are depicted in the drawings in
a particular order, this should not be understood as requiring that
such operations be performed in the particular order shown or in
sequential order, or that all illustrated operations be performed,
to achieve desirable results. In certain circumstances,
multitasking and parallel processing may be utilized. Moreover, the
separation of various system components in the implementations
described above should not be understood as requiring such
separation in all implementations, and it should be understood that
the described program components and systems can generally be
integrated together in a single software or hardware product or
packaged into multiple software or hardware products.
[0199] Some systems may use Hadoop.RTM., an open-source framework
for storing and analyzing big data in a distributed computing
environment. Some systems may use cloud computing, which can enable
ubiquitous, convenient, on-demand network access to a shared pool
of configurable computing resources (e.g., networks, servers,
storage, applications and services) that can be rapidly provisioned
and released with minimal management effort or service provider
interaction. Some grid systems may be implemented as a multi-node
Hadoop.RTM. cluster, as understood by a person of skill in the art.
Apache.TM. Hadoop.RTM. is an open-source software framework for
distributed computing. Some systems may use the SAS.RTM. LASR.TM.
Analytic Server in order to deliver statistical modeling and
machine learning capabilities in a highly interactive programming
environment, which may enable multiple users to concurrently manage
data, transform variables, perform exploratory analysis, build and
compare models and score. Some systems may use SAS In-Memory
Statistics for Hadoop.RTM. to read big data once and analyze it
several times by persisting it in-memory for the entire
session.
[0200] It should be understood that as used in the description
herein and throughout the claims that follow, the meaning of "a,"
"an," and "the" includes plural reference unless the context
clearly dictates otherwise. Also, as used in the description herein
and throughout the claims that follow, the meaning of "in" includes
"in" and "on" unless the context clearly dictates otherwise.
Finally, as used in the description herein and throughout the
claims that follow, the meanings of "and" and "or" include both the
conjunctive and disjunctive and may be used interchangeably unless
the context expressly dictates otherwise; the phrase "exclusive or"
may be used to indicate situations where only the disjunctive
meaning may apply.
* * * * *