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Elastic for Time Series Data and Predictive Analytics

Elasticsearch Inc
January 12, 2016
2.9k

Elastic for Time Series Data and Predictive Analytics

Elasticsearch Inc

January 12, 2016
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  1. 1
    ChristophWurm, Solutions Architect
    January 2016
    ELASTIC FOR TIME SERIES DATA
    PREDICTIVE ANALYTICS

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  2. 2
    The Elastic Community
    40,000
    Community
    members
    35,000
    Commits against
    Elastic stack to-date

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  3. 3
    Viral Adoption
    Mar’15
    Oct’12 Apr’13 Apr’14
    Oct’13
    20.
    Millions of Downloads
    10.
    40+ Million Downloads
    Cumulative across Elastic products to date
    Nov’15
    40.
    Sept’14

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  4. 4
    What is Elastic?
    Platformaround a distributed data store
    By developers for developers
    Massive amounts of structured and unstructured data
    Real-time at scale

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  5. 5
    Elastic stack
    Logstash
    Collect, parse
    and enrich data
    Elasticsearch
    Store, search, analyze
    Hadoop Ecosystem
    Hadoop connector Beats
    Tap into your
    wire data
    Shield
    Security
    Watcher
    Scheduler
    Marvel - Monitoring
    Found
    Scale in the cloud
    Kibana
    Visualize and explore data
    Training Professional Services Support Subscriptions
    BUILT FOR TODAY’S SCALABLE, DISTRIBUTED SYSTEMS

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  6. 6
    What is Time Series Data?
    Has a timestamp
    Older and newer data
    Older data is less important
    Very old data will be deleted
    Random variation
    Trends and predictions

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  7. 7
    Time Series Architecture
    Filebeat
    Log files
    Packetbeat
    Packet sniffing
    Topbeat
    Server metrics
    Execbeat
    Arbitrary commands
    logstash-input-*
    JDBC, Twitter, *MQ, etc.
    Roll your own!
    Java, .NET, Python, etc.
    Logstash
    ES
    ES
    ES
    Kibana
    Timelion
    Custom

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  8. 8
    Demo #1
    TIMELION

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  9. 9
    New in Elasticsearch2.0
    Pipeline Aggregations
    “Aggregations on top of other aggregations”
    Derivatives
    Moving average
    Holt-Winters (prediction / anomaly detection)
    Custom

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  10. 10
    Moving Average

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  11. 11
    Linear Trend

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  12. 12
    Cyclic Trends (Holt-Winters)

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  13. 13
    In-Depth
    MOVING AVERAGE

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  14. 14
    {
    model: simple
    window: 180
    }
    Simple, unweighted moving average (basically the mean)

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  15. 15
    {
    model: simple
    window: 720
    }
    Simple, unweighted moving average (basically the mean)

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  16. 16
    Simple, unweighted moving average (basically the mean)
    {
    model: simple
    window: 10
    }

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  17. 17
    Simple, unweighted moving average (basically the mean)
    {
    model: simple
    window: 100
    }

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  18. 18
    {
    model: linear
    window: 180
    }
    Linear weighted moving average

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  19. 19
    {
    model: ewma
    window: 180
    }
    Exponential weighted moving average (Overfitting?)

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  20. 20
    {
    model: holt
    window: 180
    }
    Holt-Linear double exponential weighted moving average
    Trend

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  21. 21
    {
    model: holt_winters
    window: 360
    predict: 120
    settings: {
    type: mult
    period: 120
    }
    }
    Holt-Winters triple exponential weighted moving average
    Prediction

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  22. 22
    Demo #2
    PREDICTIVE ANALYTICS

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  23. 23
    MADRID, Spain January 19 - 21
    BERLIN,Germany January 25 - 28
    COPENHAGEN, Denmark January 26 - 29
    PARIS, France February 1 - 4
    LONDON, United Kingdom February 3 - 5
    AMSTERDAM, Netherlands February 8 - 11
    training.elastic.co

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  24. 24

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  25. 25
    Q&A
    ASK ME ANYTHING

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