CN107908594B - A kind of time series data storage method and system based on time domain and frequency domain - Google Patents
A kind of time series data storage method and system based on time domain and frequency domain Download PDFInfo
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Abstract
The present invention provides a kind of time series data storage method and system based on time domain and frequency domain, the method includes time series data to be stored is divided into several segments time series data, successively extracts the frequency domain information of every section of time series data intermediate value column；The error rate of the frequency domain information is calculated, and compared with the tolerable error rate of setting；If the error rate of the frequency domain information is less than tolerable error rate, the time column storage time-domain information of this section of time series data, value column store the frequency domain information；If the error rate of the frequency domain information is greater than tolerable error rate, the time column storage time-domain information of this section of time series data, value column storage time-domain information.Utilize the frequency domain feature of time series, frequency domain and time domain mixing storage are carried out as desired to time sequential value column, it can adapt to different time series scene and user demand, greatly reduce memory space, can realize that disk occupies the balance between error rate by user setting parameter.
Description
Technical field
The present invention relates to technical field of data processing, more particularly, to a kind of time series data based on time domain and frequency domain
Storage method and system.
Background technique
Industrial circle usually requires processing time series data, and time series data refers to that time series data, time series data are
The data column that same unified metric records in chronological order, i.e., the data types in a period of time sequence are identical.When ordinal number
Each data point in includes in a timestamp and an observation, such as computer to cpu busy percentage, memory usage amount
The data of generation are monitored, time series is belonged to.Time series data is commonly used in fields such as analysis, fault diagnosis, predictions
Scape.
As more and more sensors are disposed, the data volume of time series is gradually increased, traditional relational data
Library is no longer satisfied the storage demand of current time series；It is general in the prior art all to pass through time domain or frequency domain technique pair
Time series data is handled；Time-domain processing method is therefore to produce the time series database of many management time serieses, will
Time series is stored according to column, i.e. the data Coutinuous store of same time sequence, so as to utilize compression algorithm to the time
Sequence is compressed, to reduce disk occupancy.The information that this mode of time series stores is known as the time-domain information of time series；
Frequency domain technique is the description method for describing characteristic of the time series in terms of frequency and using, and can be incited somebody to action by Fourier transformation
Time series is converted between time domain and frequency domain.The time series that one length is N can generate N by Fourier transformation
A frequency domain components indicate with X (k), 0≤k < N.Each frequency domain components X (k) is made of real part a (k) and imaginary part b (k) i,
Wherein X (k) and X (N-k) are conjugated, i.e. X (k)+X (N-k)=2a (k), therefore, before recordA frequency domain components, that is, expansible
To N number of frequency domain components.WithThe energy for representing X (k), the frequency domain components energy being conjugated each other are identical.
Raw data points can be fully retained in the storage of time domain mode, commonly carry out time series by time-domain processing method
Data processing has Influxdb, OpenTSDB, Riak TS etc., but this storage method can bring biggish disk to occupy；
And frequency domain processing is carried out to time series data, one sequence can be described with less information from the angle of frequency domain, thus real
Now efficient compression, but loss of significance can be brought simultaneously, different time series scene and user demand are not adapted to.
Summary of the invention
The present invention provide a kind of one kind for overcoming the above problem or at least being partially solved the above problem be based on time domain and
The time series data storage method and system of frequency domain, solve that time series data storage method committed memory in the prior art is big, precision
The problem of losing greatly, and not adapting to different time series scenes, user demand.
According to an aspect of the present invention, a kind of time series data storage method is provided, comprising:
Time series data to be stored is divided into several segments time series data, successively extracts every section of time series data intermediate value
The frequency domain information of column；
The error rate of the frequency domain information is calculated, and compared with the tolerable error rate of setting；
If the error rate of the frequency domain information is less than tolerable error rate, the time of this section of time series data arranges storage
Time-domain information, value column store the frequency domain information；If the error rate of the frequency domain information is greater than tolerable error rate, at this section
Between sequence data time column storage time-domain information, value column storage time-domain information.
It is specifically included preferably, time series data to be stored is divided into several segments time series data:
Time series data to be stored is split, several segments time series data, the several segments time series data are obtained
In any two sections of time series datas data point it is equal.
Preferably, the frequency domain information for extracting every section of time series data intermediate value column specifically includes:
The value column in this section of time series data are extracted, and described value is arranged and carries out discrete Fourier transform, are obtained described
It is worth the frequency domain components set of column, the frequency domain components in the frequency domain components set is sorted by energy size, and save energy most
High preceding v frequency domain components, the frequency domain information that the preceding v frequency domain components are arranged as described value, every section of length of time series
It should be greater than 2 times of v.
It is specifically included preferably, arranging described value and carrying out discrete Fourier transform:
Described value is arranged and carries out discrete Fourier transform:
Obtain frequency domain components setIn formula, S (c) is the time series number
According to value column, N be the time series data in data point number.
Preferably, the error rate for calculating the frequency domain information specifically includes:
Inverse transformation is carried out to the frequency domain information, obtains time series after the recovery of the frequency domain information in the time domain；Meter
Error rate after calculation described value column and the recovery between time series.
Preferably, inverse transformation is carried out to the frequency domain information, after obtaining the recovery of the frequency domain information in the time domain
Time series specifically includes:
The frequency domain information is expanded into N-dimensional, the frequency domain components after obtaining N number of extension, to the frequency domain after N number of extension
Component carries out inverse transformation:
Wherein, S (n) indicates the nth strong point of time domain space, and X (k) indicates k-th of frequency domain components, and j is imaginary unit,
N is the number of frequency domain components, and e is the truth of a matter of natural logrithm.
A kind of time series data storage system, including
Data split module, for time series data to be stored to be divided into several segments time series data, successively extract every
The frequency domain information of section time series data intermediate value column；
Data memory module, for calculating the error rate of the frequency domain information, and compared with the tolerable error rate of setting；
If the error rate of the frequency domain information is less than tolerable error rate, the time of this section of time series data arranges storage
Time-domain information, value column store the frequency domain information；If the error rate of the frequency domain information is greater than tolerable error rate, at this section
Between sequence data time column storage time-domain information, value column storage time-domain information.
A kind of time series data storage equipment, comprising:
At least one processor；And
At least one processor being connect with the processor communication, in which:
The memory is stored with the program instruction that can be executed by the processor, and the processor calls described program to refer to
Order is able to carry out such as above-mentioned time series data storage method.
A kind of computer program product, the computer program product include being stored in non-transient computer readable storage medium
Computer program in matter, the computer program include program instruction, when described program instruction is computer-executed, make institute
It states computer and executes such as above-mentioned time series data storage method.
A kind of non-transient computer readable storage medium, the non-transient computer readable storage medium storage computer refer to
It enables, the computer instruction makes the computer execute such as above-mentioned time series data storage method.
The present invention proposes a kind of time series data storage method and system based on time domain and frequency domain, by utilizing time series
Frequency domain feature, to time sequential value column as desired carry out frequency domain and time domain mixing storage, can adapt to different time sequences
Column scene and user demand, greatly reduce memory space, can realize that disk occupies between error rate by user setting parameter
Balance.
Detailed description of the invention
Fig. 1 is the time series data storage method flow diagram according to the embodiment of the present invention.
Specific embodiment
With reference to the accompanying drawings and examples, specific embodiments of the present invention will be described in further detail.Implement below
Example is not intended to limit the scope of the invention for illustrating the present invention.
The basic unit of time series data is a measuring unit, is indicated with m.The format of m is m=(t, v), indicates t moment
The numerical value measured is v.A period of time sequence data S is made of n measuring unit being incremented by according to t, is denoted as S (m1, m2...,
mn), wherein time column are denoted as St=(t1, t2..., tn), value column are denoted as Sv=(v1, v2..., vn).| S | it indicates in S comprising number
The number at strong point, Sv (c) indicate c-th of measuring unit m in ScMeasured value vc.Remember the value column S2v of time series S2 relative to another
The error rate of the value column S2v of one time series S1 are as follows:
As shown in Figure 1, showing a kind of time series data storage method based on time domain and frequency domain in figure, comprising:
Time series data to be stored is divided into several segments time series data, successively extracts every section of time series data intermediate value
The frequency domain information of column；
The error rate of the frequency domain information is calculated, and compared with the tolerable error rate of setting；
If the error rate of the frequency domain information is less than tolerable error rate, the time of this section of time series data arranges storage
Time-domain information, value column store the frequency domain information；If the error rate of the frequency domain information is greater than tolerable error rate, at this section
Between sequence data time column storage time-domain information, value column storage time-domain information.
In the present embodiment, if frequency domain information bring error amount meets user's requirement, i.e., tolerable set by user misses
Rate, then when storing this section of time series data, the value column of the time series data are stored using the frequency domain information,
Time column use time-domain processing method, store its corresponding time-domain information；If being unsatisfactory for tolerable error rate set by user,
When storing this section of time series data, the value column of this section of time series data use time-domain processing method, and it is corresponding to store its
Time-domain information, time column use time-domain processing method, store its corresponding time-domain information.
In the present embodiment, time series data to be stored is divided into several segments time series data to specifically include:
Time series data to be stored is split, several segments time series data, the several segments time series data are obtained
In any two sections of time series datas data point it is equal.
Specifically, in the present embodiment, the frequency domain information for extracting every section of time series data intermediate value column specifically includes:
The value column Sv in this section of time series data is extracted, and discrete Fourier transform is carried out to described value column Sv:
Wherein X (k) indicates k-th of frequency domain components, and c-th of data point in S (c) expression value column, j is imaginary unit, and N is
The number of data point in Sv, π are pi, and e is the truth of a matter of natural logrithm.
The frequency domain components set of described value column is obtained,In formula, S (c) is described
The value of time series data arranges, and N is the number of the data point in the time series data；It will be in the frequency domain components set
Frequency domain components sort by energy size, E=(X (q1), X (q2) ..., X (qn)), whereinAnd the q as y ≠ zy
≠qz.And the highest preceding v frequency domain components of energy are saved, the frequency domain information that the preceding v frequency domain components are arranged as described value,
It is denoted as P=(X (q1), X (q2) ..., X (qv))。
In the present embodiment, the error rate for calculating the frequency domain information specifically includes:
Inverse transformation is carried out to the frequency domain information, obtains time series after the recovery of the frequency domain information in the time domain；Meter
Error rate after calculation described value column and the recovery between time series.
Specifically, carrying out inverse transformation to the frequency domain information, the time after the recovery of the frequency domain information in the time domain is obtained
Sequence:
The frequency domain information P is expanded into N-dimensional, the frequency domain components X (0) to X (N) after obtaining N number of extension, extended method
Are as follows:
X(N-qz)=a (qz)-b(qz)i,2≤z≤v
Inverse transformation is carried out to the frequency domain components after N number of extension:
Wherein S (n) indicates the nth strong point of time domain space, and X (k) indicates k-th of frequency domain components, and j is imaginary unit, N
For the number of frequency domain components, π is pi, and e is the truth of a matter of natural logrithm.
Obtaining time series Sv ', X (k) after the recovery of the frequency domain information in the time domain is the frequency domain components after extension, N
For the number of the data point in the time series data.
According to the calculation formula of error rate, judge whether W (Sv, Sv ') is less than the tolerable error rate δ of setting, if so,
St and P is stored, if it is not, then storing St and Sv.
It repeats the above steps until institute's time series data has stored.
A kind of time series data storage system, including
Data split module, for time series data to be stored to be divided into several segments time series data, successively extract every
The frequency domain information of section time series data intermediate value column；
Data memory module, for calculating the error rate of the frequency domain information, and compared with the tolerable error rate of setting；
If the error rate of the frequency domain information is less than tolerable error rate, the time of this section of time series data arranges storage
Time-domain information, value column store the frequency domain information；If the error rate of the frequency domain information is greater than tolerable error rate, at this section
Between sequence data time column storage time-domain information, value column storage time-domain information.
In the present embodiment, specifically, the whole flow process stored to time series data are as follows:
1), tolerable error rate is set, and the length N of every section of time series data is set, storage frequency domain components energy is most
High preceding v component recording, system initialization one empty time series S；
2) the data point m for, receiving time series data, m is added in S；
3), judge | S | whether it is equal to N and is thened follow the steps if not 2) if so, thening follow the steps 4)；
4) discrete Fourier transform, is carried out to the value column Sv of S, is converted by following formula:
The frequency domain components set of described value column is obtained,In formula, when S (c) is described
Between sequence data value column, N be the time series data in data point number；By the frequency in the frequency domain components set
Domain component sorts by energy size, E=(X (q1), X (q2) ..., X (qn)), whereinAnd the q as y ≠ zy≠
qz.And the highest preceding v frequency domain components of energy are saved, and the frequency domain information that the preceding v frequency domain components are arranged as described value, note
For P=(X (q1), X (q2) ..., X (qv))。
5) the frequency domain information P, is expanded into N-dimensional, the frequency domain components X (0) to X (N) after obtaining N number of extension, extension side
Method are as follows:
X(N-qz)=a (qz)-b(qz)i,2≤z≤v
Inverse transformation is carried out to the frequency domain components after N number of extension:
Obtaining time series Sv ', X (k) after the recovery of the frequency domain information in the time domain is the frequency domain components after extension, N
For the number of the data point in the time series data.
6), according to the calculation formula of error rate, judge whether W (Sv, Sv ') is less than the tolerable error rate δ of setting, if
It is then to store St and P, if it is not, then storing St and Sv.
7) S, return step 2, are emptied), until time series data storage to be stored finishes.
In the present embodiment, as in step 1), the tolerable error rate of user setting is δ=30%, every section of sequence length N
=5, frequency domain storage takes highest preceding v=2 component recording.
Receiving time sequence number strong point m, m is added in S.
Judgement | S | whether it is equal to N and is thened follow the steps if not 2) if so, thening follow the steps 4).Assuming that system passes through repetition
Step 2) has received 4 points, has been connected to the 5th point again at this time, at this time | S |=5.S=((0,5), (1,3), (2,2), (3,
8), (4,13)), execute step 3).
In the present embodiment, in step 4), the value of S is classified as S_v=(5,3,2,8,13).Be converted into frequency domain obtain X (0)=
31.0+0.0i, X (1)=1.9+13.0i, X (2)=- 4.9+0.2i.According to obtained after energy ordering E=(| X (0) |=31.0,
| X (1) |=13.2, | X (2) |=4.9), the frequency domain components collection of record is combined into P=(X (0)=31.0+0.0i, X (1)=1.9+
13.0i)。
In the present embodiment step 5), the frequency domain for expanding the N number of dimension come is X (0)=31.0+0.0i, X (1)=1.9
+ 13.0i, X (2)=0, X (3)=0, X (4)=1.9-13.0i, the time domain Sv ' recovered according to these frequency domain components=(7,
1,3,9,11)。
In the present embodiment step 6), and error rate W (Sv, Sv ')=7/31=25.8%.Meet the tolerable of user setting
Error rate is frequency domain information P=(X (0)=31.0+0.0i, X (1) of value column storage Sv storing this section of time series data
=1.9+13.0i).Time column St stores original measurement unit.
A kind of time series data storage device based on time domain and frequency domain is also shown in the present embodiment, comprising: processor
(processor), memory (memory), communication interface (Communications Interface) and bus；
Wherein,
The processor, memory, communication interface complete mutual communication by the bus；
The communication interface is for the information transmission between the test equipment and the communication equipment of display device；
The processor is used to call the program instruction in the memory, is provided with executing above-mentioned each method embodiment
The time series data storage method based on time domain and frequency domain, for example,
Time series data to be stored is divided into several segments time series data, successively extracts every section of time series data intermediate value
The frequency domain information of column；
The error rate of the frequency domain information is calculated, and compared with the tolerable error rate of setting；
If the error rate of the frequency domain information is less than tolerable error rate, the time of this section of time series data arranges storage
Time-domain information, value column store the frequency domain information；If the error rate of the frequency domain information is greater than tolerable error rate, at this section
Between sequence data time column storage time-domain information, value column storage time-domain information.
A kind of computer program product is also disclosed in the present embodiment, and the computer program product includes being stored in non-transient meter
Computer program on calculation machine readable storage medium storing program for executing, the computer program include program instruction, when described program instruction is counted
When calculation machine executes, computer is able to carry out provided by above-mentioned each method embodiment and is stored based on the time series data of time domain and frequency domain
Method, for example,
Time series data to be stored is divided into several segments time series data, successively extracts every section of time series data intermediate value
The frequency domain information of column；
The error rate of the frequency domain information is calculated, and compared with the tolerable error rate of setting；
If the error rate of the frequency domain information is less than tolerable error rate, the time of this section of time series data arranges storage
Time-domain information, value column store the frequency domain information；If the error rate of the frequency domain information is greater than tolerable error rate, at this section
Between sequence data time column storage time-domain information, value column storage time-domain information.
The present embodiment provides a kind of non-transient computer readable storage medium, the non-transient computer readable storage medium
Computer instruction is stored, the computer instruction executes the computer provided by above-mentioned each method embodiment based on time domain
With the time series data storage method of frequency domain, for example,
Time series data to be stored is divided into several segments time series data, successively extracts every section of time series data intermediate value
The frequency domain information of column；
The error rate of the frequency domain information is calculated, and compared with the tolerable error rate of setting；
If the error rate of the frequency domain information is less than tolerable error rate, the time of this section of time series data arranges storage
Time-domain information, value column store the frequency domain information；If the error rate of the frequency domain information is greater than tolerable error rate, at this section
Between sequence data time column storage time-domain information, value column storage time-domain information.
In conclusion the present invention proposes a kind of time series data storage method and system based on time domain and frequency domain, pass through benefit
With the frequency domain feature of time series, frequency domain and time domain mixing storage are carried out to time sequential value column as desired, can adapt to not
Same time series scene and user demand, greatly reduces memory space, can pass through user setting parameter and realize that disk occupies
Balance between error rate.
Those of ordinary skill in the art will appreciate that: realize that all or part of the steps of above method embodiment can pass through
The relevant hardware of program instruction is completed, and program above-mentioned can be stored in a computer readable storage medium, the program
When being executed, step including the steps of the foregoing method embodiments is executed；And storage medium above-mentioned includes: ROM, RAM, magnetic disk or light
The various media that can store program code such as disk.
The embodiments such as the test equipment of display device described above are only schematical, wherein described as separation
The unit of part description may or may not be physically separated, component shown as a unit can be or
It can not be physical unit, it can it is in one place, or may be distributed over multiple network units.It can be according to reality
Border needs to select some or all of the modules therein to achieve the purpose of the solution of this embodiment.Those of ordinary skill in the art
Without paying creative labor, it can understand and implement.
Through the above description of the embodiments, those skilled in the art can be understood that each embodiment can
It realizes by means of software and necessary general hardware platform, naturally it is also possible to pass through hardware.Based on this understanding, on
Stating technical solution, substantially the part that contributes to existing technology can be embodied in the form of software products in other words, should
Computer software product may be stored in a computer readable storage medium, such as ROM/RAM, magnetic disk, CD, including several fingers
It enables and using so that a computer equipment (can be personal computer, server or the network equipment etc.) executes each implementation
Method described in certain parts of example or embodiment.
Finally, method of the invention is only preferable embodiment, it is not intended to limit the scope of the present invention.It is all
Within the spirit and principles in the present invention, any modification, equivalent replacement, improvement and so on should be included in protection of the invention
Within the scope of.
Claims (6)
1. a kind of time series data storage method characterized by comprising
Time series data to be stored is divided into several segments time series data, is specifically included: time series data to be stored is split,
Several segments time series data is obtained, the data point phase of any two sections of time series datas in the several segments time series data
Deng；
Successively extract the frequency domain information of every section of time series data intermediate value column；It specifically includes: extracting in this section of time series data
Value column, and described value is arranged and carries out discrete Fourier transform, the frequency domain components set of described value column is obtained, by the frequency domain point
Frequency domain components in duration set sort by energy size, and save the highest preceding v frequency domain components of energy, by the preceding v frequency
The frequency domain information that domain component is arranged as described value；
The error rate for calculating the frequency domain information, specifically includes: carrying out inverse transformation to the frequency domain information, obtains the frequency domain letter
Time series after the recovery of breath in the time domain；Error rate after calculating described value column and the recovery between time series；
By the error rate of the frequency domain information compared with the tolerable error rate of setting, if the error rate of the frequency domain information is less than
Tolerable error rate, then the time column storage time-domain information of this section of time series data, value column store the frequency domain information；If institute
The error rate for stating frequency domain information is greater than tolerable error rate, then the time column storage time-domain information of this section of time series data, value
Column storage time-domain information.
2. time series data storage method according to claim 1, which is characterized in that arrange described value and carry out discrete fourier
Transformation specifically includes:
Described value is arranged and carries out discrete Fourier transform:
Obtain frequency domain components setIn formula, S (c) is the time series data
Value column, j are imaginary unit, and N is the number of the data point in the time series data, and c is c in the time series data
A data point.
3. time series data storage method according to claim 2, which is characterized in that carry out inversion to the frequency domain information
It changes, obtains time series after the recovery of the frequency domain information in the time domain, specifically include:
The frequency domain information is expanded into N-dimensional, the frequency domain components after obtaining N number of extension, to the frequency domain components after N number of extension
Carry out inverse transformation:
Wherein, S (n) is that the value of the time series data arranges, and X (k) indicates k-th of frequency domain components, and j is imaginary unit, and N is institute
The number of the data point in time series data is stated, n is nth strong point in the time series data, and e is natural logrithm
The truth of a matter.
4. a kind of time series data storage system, which is characterized in that including
Data split module and specifically include: will be wait deposit for time series data to be stored to be divided into several segments time series data
The time series data of storage is split, and obtains several segments time series data, any twice in the several segments time series data
The data point of sequence data is equal；The frequency domain information for successively extracting every section of time series data intermediate value column, specifically includes: extracting should
Value column in section time series data, and described value is arranged and carries out discrete Fourier transform, obtain the frequency domain components of described value column
Frequency domain components in the frequency domain components set are sorted by energy size, and save the highest preceding v frequency domain of energy point by set
Amount, the frequency domain information that the preceding v frequency domain components are arranged as described value；
Data memory module specifically includes for calculating the error rate of the frequency domain information: carrying out inversion to the frequency domain information
It changes, obtains time series after the recovery of the frequency domain information in the time domain；Calculate described value column and time series after the recovery
Between error rate；And compared with the tolerable error rate of setting；
If the error rate of the frequency domain information is less than tolerable error rate, the time column storage time domain of this section of time series data
Information, value column store the frequency domain information；If the error rate of the frequency domain information is greater than tolerable error rate, this section of time sequence
The time column storage time-domain information of column data, value column storage time-domain information.
5. a kind of time series data stores equipment characterized by comprising
At least one processor；And
At least one processor being connect with the processor communication, in which:
The memory is stored with the program instruction that can be executed by the processor, and the processor calls described program to instruct energy
Enough methods executed as described in claims 1 to 3 is any.
6. a kind of non-transient computer readable storage medium, which is characterized in that the non-transient computer readable storage medium is deposited
Computer instruction is stored up, the computer instruction makes the computer execute the method as described in claims 1 to 3 is any.
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| Application Number | Priority Date | Filing Date | Title |
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| CN201711320919.9A CN107908594B (en) | 2017-12-12 | 2017-12-12 | A kind of time series data storage method and system based on time domain and frequency domain |
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| CN201711320919.9A CN107908594B (en) | 2017-12-12 | 2017-12-12 | A kind of time series data storage method and system based on time domain and frequency domain |
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