Time series analytics evaluate the values of a given set of variables over time and group those values into a window for analysis and aggregation. The Vertica Analytics Platform is a scalable, fast solution for time series analytics. The optimized structure and the analytical capabilities of the platform, as well as the columnar nature of Vertica allows time series data to be sorted, compressed, and partitioned to enable optimal performance.
What’s more, Vertica provides some critical capabilities that make time-series easier to manage and analyze. For example, Vertica provides gap-filling functionality, which fills in missing data points, as an interpolation scheme. This is a method of constructing new data points within the range of a discrete set of known data points. The platform interpolates the non-time series columns in the data (such as analytic function results computed over time slices) and adds the missing data points to the output.
Event-based windows functions are part of Vertica’s standard SQL analytics. These functions simplify the detection of events in time series data. Event-based windows let you break time series data into windows that flag on significant events within the data. This is especially relevant in financial data where analysis often focuses on specific events as triggers to other activity. For example, given an input stream of stock quotes, the stock analyst may want to place the input quotes into a new group whenever the spread (the difference between the ask price and the bid price) exceeds $0.05. If we view each such group as a window of events, then the window endpoints are defined by the occurrence of certain event types.