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© 2022 VictoriaMetrics
Specifics of data analysis in
Time Series Databases
Co-founder of VictoriaMetrics
Software engineer with experience in distributed systems,
monitoring and high-performance services.
https://github.com/hagen1778
https://twitter.com/hagen1778
Roman Khavronenko
The High Performance
Open Source Time Series Database & Monitoring Solution
70M+ downloads
7.4k starts
180+ contributors
Grammarly, CERN,
StitchFix, Wix, Ably,
Brandwatch, Semrush
What is time series data?
It is an observation!
up 1
blood_pressure_syst 120
blood_pressure_diast 80
How are you today?
What is time series data
up 1
blood_pressure_syst 120
blood_pressure_diast 80
Mon
up 1
blood_pressure_syst 135
blood_pressure_diast 82
Tue
up 1
blood_pressure_syst 140
blood_pressure_diast 90
Wed
up 1
blood_pressure_syst 180
blood_pressure_diast 99
Thu
up 0
blood_pressure_syst 0
blood_pressure_diast 0
Fri
Time
Series
Data
Mon, Tue, Wed…
120 => 135 => 140…
blood_pressure_syst 120
What is time series data
Where to use time series data?
The SRE Report 2023
Kubernetes!
What kubernetes changed?
● Split application into microservices
What kubernetes changed?
● Split application into microservices
● Deploy multiple replicas of each microservice
What kubernetes changed?
● Split application into microservices
● Deploy multiple replicas of each microservice
● Each cluster, instance, pod, container exposes metrics
What kubernetes changed?
● Split application into microservices
● Deploy multiple replicas of each microservice
● Each cluster, instance, pod, container exposes metrics
● HPA, Preemptible nodes
What kubernetes changed?
● Split application into microservices
● Deploy multiple replicas of each microservice
● Each cluster, instance, pod, container exposes metrics
● HPA, Preemptible nodes
● Pods average lifespan is a couple of days
OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf
What is special about time series data?
● <value> is always associated with <timestamp>
● Series are continuous
● Time series data is unlikely to be changed in past
What is special about time series data?
<value> is always associated with <timestamp>
● Data can be structured in tuples of <timestamp:value> pairs
● Read API should expect <timestamp> filter
● <values> are always sorted by <timestamp>
What is special about time series data?
Series are continuous:
● Appends are more likely than registering of the new series
● Compression for sorted list of <timestamps> and <values> can be very efficient
● Each data tuple is connected with previous one, so you plot lines not dots
What is special about time series data?
Time series data is unlikely to be changed in past:
● UPDATE/UPSERT/DELETE are not important
● Focus on ingestion and reading
TimeSeries specialized solution focuses on
● Providing max write throughput
● Prioritize writes over reads
● Use optimal data layout on disk
● Provide best compression based on data specifics
● Support optimal query language for time series
Why not just use SQL?
OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf
Prometheus Query Language
query language for selecting and aggregating
time series data in real time
Meters and Counters
OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf
CREATE TABLE
CREATE TABLE electricity (
datetime DateTime,
address String,
value Float64
) INSERT INTO electricity VALUES
('2022-10-01 00:00:00', 'Sheen Court 150', 0)
('2022-10-01 00:00:00', 'Richmond Hill 2', 0)
('2022-10-01 00:00:00', 'Belvedere Road 1', 0)
…
OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf
SQL=> $columns(address, sum(value) c) FROM electricity
OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf
ClickHouse datasource query
OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf
PromQL=> electricity
PromQL datasource query
Prometheus read API
OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf
OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf
Prometheus read API
OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf
OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf
OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf
Ephemeral data point always repeats the left closest real point
OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf
Counter reset detection
Counter reset detection
Point N
Point N+1
Point N+1 < Point N ?
Counter reset detection
Counter reset detection
Counter reset detection
Speed (rate) of the metric change
Speed (rate) of the metric change
Node Exporter: most popular Grafana dashboard
Node Exporter: most popular Grafana dashboard
Has 20 Mil downloads and 60 reviews!
Contains 230 PromQL queries in it:
● ~120 queries are selectors, e.g. node_textfile_scrape_total;
● ~80 queries calculate rate, e.g. rate(node_textfile_scrape_total);
● the rest are aggregation functions like sum or count.
It is easier than you think!
Time Series analysis specifics
● Queries need to be simple to write and understand
● It is natural to have time params in Query API
● Query step helps to align time series resolution
● Counter reset detection makes life easier
● Simpler to use query language MetricsQL
● More than 100 additional functions in MetricsQL
● Query API enhancements
● Automatic step and interval detection
● Anomaly detection
● And many more!
Looking for more? Check VictoriaMetrics!
Questions?
Links:
● https://github.com/VictoriaMetrics/VictoriaMetrics
● https://www.youtube.com/watch?v=oJ-RIkBWzAM
● The SRE Report 2023
● ESG Research Report
● VictoriaMetrics blog

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OSA Con 2022 - Specifics of data analysis in Time Series Databases - Roman Khavronenko - VictoriaMetrics.pdf