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Introduction to Time Series Databases

May 22, 2025

Introduction to Time Series Databases

Overview

  • Definition and purpose of time series databases.
    • Designed specifically for time series data storage.
    • Built from the ground up to accommodate unique properties of time series data.

Understanding Time Series Data

Definition

  • Sequence of data points over a time interval.
  • Data is typically collected in increasing time order.

Example Data Structure

  • Table with fields: ID, Timestamp, Air Quality, Temperature.
  • Every row has a timestamp, making it time series data.

Examples

  • Sensor Data: Emits data every second/millisecond.
  • Weather Data: Measurements over time like temperature.
  • System Monitoring Data: Metrics over time, e.g., CPU usage.
  • Website Activity Data: Tracks user activity and flow.
  • Stock Prices: Price changes over time.

Unique Characteristics of Time Series Data

High Write Throughput

  • Designed for frequent data entries (e.g., sensor or stock data).
  • Writes can be regular or irregular.

Data Compression

  • High similarity in data rows requires efficient compression.

Large Range Scans

  • Common to scan large data sets for summaries (e.g., average stock prices over a month).

Write to Latest Time Entry

  • Generally deals with current data rather than historical data.

Native Support for Aggregations

  • Supports summaries, aggregations, and roll-ups efficiently.

Example Queries for Time Series Databases

  • Daily stock prices averages.
  • Daily average temperature changes.
  • Monthly unique website visits.
  • Identify highest revenue months over years.
  • Average Uber ride prices by city.

Popular Time Series Databases

  • Quest DB, Time Scale DB, Influx DB: Easily deployable, some are open source.
  • Amazon Timestream: Managed cloud service by AWS.
  • Cassandra: Nosql database, requires custom data modeling for performance.

Conclusion

  • Time series databases are essential for efficiently handling time-associated data.
  • Future tutorials will dive deeper into specific databases and performance comparisons.

  • Next Steps: Await future videos for detailed tutorials on data ingestion and query performance comparisons.
  • Questions: Engage via comments for any clarifications or queries.