时间序列模型在spark流数据中的应用

wj8zmpe1  于 2021-06-07  发布在  Kafka
关注(0)|答案(1)|浏览(412)

在我的应用程序中,我需要从kafka接收流数据,并且需要对spark中接收到的流数据应用timeseries模型。
我能够从kafka读取流数据,但是我不知道如何在流数据上应用timeseries模型。
任何人请给我建议timeseries如何工作和用例。
数据集:

725030:14732,2008,01,01,00,5.0,-3.9,1020.4,270,4.6,2,0.0,0.0
725030:14732,2008,01,01,01,5.0,-3.3,1020.6,290,4.1,2,0.0,0.0
725030:14732,2008,01,01,02,5.0,-3.3,1020.0,310,3.1,2,0.0,0.0
725030:14732,2008,01,01,03,4.4,-2.8,1020.1,300,1.5,2,0.0,0.0
725030:14732,2008,01,01,04,3.3,-4.4,1020.5,240,2.6,0,0.0,0.0

sparkjava代码如下:

import java.util.Collections;
import java.util.HashMap;
import java.util.Map;
import java.util.Set;

import org.apache.spark.SparkConf;
import org.apache.spark.api.java.JavaRDD;
import org.apache.spark.api.java.JavaSparkContext;
import org.apache.spark.api.java.function.Function;
import org.apache.spark.api.java.function.VoidFunction;
import org.apache.spark.sql.Dataset;
import org.apache.spark.sql.Row;
import org.apache.spark.sql.RowFactory;
import org.apache.spark.sql.SparkSession;
import org.apache.spark.sql.types.DataTypes;
import org.apache.spark.sql.types.StructField;
import org.apache.spark.sql.types.StructType;
import org.apache.spark.streaming.Duration;
import org.apache.spark.streaming.api.java.JavaDStream;
import org.apache.spark.streaming.api.java.JavaPairInputDStream;
import org.apache.spark.streaming.api.java.JavaStreamingContext;
import org.apache.spark.streaming.kafka.KafkaUtils;

import kafka.serializer.StringDecoder;
import scala.Tuple2;

//KafkatoSparkStreaming Working Code
/*this code is converting KafkaToSparkstreaming into DataSet by useing SparkJava
 * */
public class a {
    public static  void main(String arr[]) throws InterruptedException
    {

        SparkConf conf = new SparkConf();
        conf.set("spark.app.name", "SparkReceiver"); //The name of application. This will appear in the UI and in log data.
        //conf.set("spark.ui.port", "7077");    //Port for application's dashboard, which shows memory and workload data.
        conf.set("dynamicAllocation.enabled","false");  //Which scales the number of executors registered with this application up and down based on the workload
        //conf.set("spark.cassandra.connection.host", "localhost"); //Cassandra Host Adddress/IP
        conf.set("spark.serializer","org.apache.spark.serializer.KryoSerializer");  //For serializing objects that will be sent over the network or need to be cached in serialized form.
        conf.setMaster("local");
        conf.set("spark.streaming.stopGracefullyOnShutdown", "true");

        JavaSparkContext sc = new JavaSparkContext(conf);
        // Create the context with 2 seconds batch size
        JavaStreamingContext ssc = new JavaStreamingContext(sc, new Duration(2000));

        Map<String, String> kafkaParams = new HashMap<String, String>();

        kafkaParams.put("zookeeper.connect", "localhost:2181"); //Make all kafka data for this cluster appear under a particular path. 
        kafkaParams.put("group.id", "testgroup");   //String that uniquely identifies the group of consumer processes to which this consumer belongs
        kafkaParams.put("metadata.broker.list", "localhost:9092"); //Producer can find a one or more Brokers to determine the Leader for each topic.
        kafkaParams.put("serializer.class", "kafka.serializer.StringEncoder"); //Serializer to use when preparing the message for transmission to the Broker.
        kafkaParams.put("request.required.acks", "1");  //Producer to require an acknowledgement from the Broker that the message was received.

        Set<String> topics = Collections.singleton("ny-2008.csv");

        //Create an input DStream for Receiving data from socket
        JavaPairInputDStream<String, String> directKafkaStream = KafkaUtils.createDirectStream(ssc,
                String.class, 
                String.class, 
                StringDecoder.class, 
                StringDecoder.class, 
                kafkaParams, topics);

        //Create JavaDStream<String>
        JavaDStream<String> msgDataStream = directKafkaStream.map(new Function<Tuple2<String, String>, String>() {
            @Override
            public String call(Tuple2<String, String> tuple2) {
              return tuple2._2();
            }
          });
        //Create JavaRDD<Row>
        msgDataStream.foreachRDD(new VoidFunction<JavaRDD<String>>() {
              @Override
              public void call(JavaRDD<String> rdd) { 
                  JavaRDD<Row> rowRDD = rdd.map(new Function<String, Row>() {
                      @Override
                      public Row call(String msg) {
                        Row row = RowFactory.create(msg);
                        return row;
                      }
                    });
        //Create Schema       
        StructType schema = DataTypes.createStructType(new StructField[] {DataTypes.createStructField("Message", DataTypes.StringType, true)});
        //Get Spark 2.0 session       
        SparkSession spark = JavaSparkSessionSingleton.getInstance(rdd.context().getConf());
        Dataset<Row> msgDataFrame = spark.createDataFrame(rowRDD, schema);
        msgDataFrame.show();
        msgDataFrame.createOrReplaceTempView("weatherTemporaryData");
        msgDataFrame.select("280").show();

              }
        });

        ssc.start();            
        ssc.awaitTermination();  
    }

}

class JavaSparkSessionSingleton {
      private static transient SparkSession instance = null;
      public static SparkSession getInstance(SparkConf sparkConf) {
        if (instance == null) {
          instance = SparkSession
            .builder()
            .config(sparkConf)
            .getOrCreate();
        }
        return instance;
      }
    }
zmeyuzjn

zmeyuzjn1#

从统计学的Angular 来看,时间序列模型使用一个时移窗口。例如,您将尝试从n个过去的值中预测未来值。如果这正是您想要实现的,那么您应该看看窗口函数。jacek在这方面写了一篇很好的文章:windowaggregate操作符。
简而言之,为了帮助您理解发生了什么,您必须创建一个windowspec示例来指定:
一种分区方案,例如基于记录的事件类
分区中的本地顺序,在您的例子中是事件时间戳
那你就用 lag 函数获取在给定事件之前发生的事件。
对于timeseries模型推断,必须小心平稳性,因为连续事件不是独立的。在某些情况下,通过差分可以获得更好的平稳性(它消除了趋势);您将不考虑事件值,而是考虑它们与前一个事件的差异 lag 函数将再次成为您的朋友,但您需要n+1值。
一旦完成差分和滞后处理,就可以尝试应用任何sparkml库统计建模方法。

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