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A data processing engine for statistically analyzing time series data

Project description

Overview

The GAWSEED processing system allows easy statistical analysis of time-series data via simple YAML configuration files. This architecture:

  • Collect information from data sources
  • Transform it to a standardized tab-separated format (called [FSDB])
  • Temporally bin, count and tabulate features within the dataset, producing a triple indexed output
  • Manipulate individual results using aggregation functions
  • Use extensible mathematical functions to combine multi-column datasets into final temporal waveform that are suitable for feature detection
  • Perform simple, distributed edge-detection to identify signals of interest.

Architecture

Architecture Image

Incoming Data Source and Filter

Data Formatter

Feature Counter

The Feature Counter component is responsible for converting all timeseries records into ``time bins'' and simultaneously counting or quantifying the data. The output records will consist of named index keywords extracted from the YAML configuration, and a key and subkey value that is extracted from the data itself (if the second subkey column is not needed, an empty string is typically used).

Example feature counter yaml config:

binSize: 5
timeColumn: time
featureCounter:
  outputs:
    http_host_names:
      function: gawseed.algorithm.generic.re_match_one
      arguments: ['col(dnsname)', '.*https?://(^[/]+)/.*']
    http_type:
      function: gawseed.algorithm.generic.re_match_one
      arguments: ['col(dnsname)', '(https:|http:)']

Aggregator

The aggregator component of the GAWSEED architecture is responsible for performing any calculations that require a complete dataset for a given combination of the set <timebin, index, key>. Summing values from distributed operations and counting of unique subkeys are the most common computations that occur at this step.

An example YAML configuration for this step in the data architecture is shown in below. This outputs both the total counts of the things counted in the featureCounter step(s), and counts the number of unique http_host_names values seen as well.

Example YAML configuration for the aggregator:

aggregator:
  aggregators:
    - function: summer
    - function: unique
      arguments: ['http_host_names', 'unique_http_host_names']

Relationship Analyzer

The Relationship Analyzer is where any heavy final math is performed. For example, in the example data in this document, we may want to calculate the ``popularity'' of each discovered http_host_names. The YAML configuration to do this is shown below:

relationshipAnalysis:
  outputs:
    host_name_popularity_fraction:
      function: fraction_otherindex_keyval
      arguments:
        - unique_http_host_names
        - http_host_names

Note that the Relationship Analyzer also pivots the table back to a more normal looking table (at least for humans), as the distributed processing aspects of the calculations are now over; specifically, the previous index values are converted back into table columns.

Edge Detection and Result Analysis

TBD

Copyright

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