Appropriate data structure for time series - python

I'm working on an application where I will need to maintain an object's trajectory. Basically, I'd like to have something like a sorted dictionary where the keys are times, and the values are positions. In addition, I'll be doing linear interpolation between existing entries. I've played a little bit with SortedDictionary in Grant Jenks's SortedContainers library, and it does a lot of what I want, but I'm wondering if there are solutions out there that are an even better fit? Thanks in advance for any suggestions.

If you're using pandas, there is time series support available.

If your time interval is reliably constant, a list or of course a numpy array can be used.
Otherwise, you could look into ordered dictionaries in the collections module (std lib)
https://docs.python.org/3/library/collections.html#collections.OrderedDict
https://docs.python.org/2/library/collections.html (Python 2)
class collections.OrderedDict([items])
Return an instance of a dict subclass, supporting the usual dict
methods. An OrderedDict is a dict that remembers the order that
keys were first inserted. If a new entry overwrites an existing entry,
the original insertion position is left unchanged. Deleting an entry
and reinserting it will move it to the end.

Related

python data structures for storing classes

I am trying to design a system in python where my customers can create an order and it will be stored in an array or similar type of structure that will be able to constantly expand to store more orders as they are placed. What is the best way to do this?
I can think of two ways to do this.
Serialization. Reference
Create two tables, One called Order and other called order_contents. You can join order and Order_contents by order id. Store Order specific data in order table and content specific data in conetnt. All contents can be retrieved with a single SQL query this way OR in python, easily with ORM.
How big would you expect and order to get and how many orders could there be? Also what is stored in an order?
If you use numpy arrays you have the problem that increasing the size of an array is a very expensive process, so doing it many times on large arrays would be problematic. Numpy arrays also are for data that is all the same type, so you would not use this for things that are combinations of strings (name, item), integers (item reference), and floats (cost).
A simple list is likely the easiest and most inclusive choice. You can put whatever you like in a list and increase the size easily since a list is actually just pointers.
A dictionary could be useful if you are expecting to have to search the list often, or have a clear key-item relationship.
It really comes down to your use case. A list is often the choice, but a dictionary could be nice, and numpy arrays are nice if you are doing math with the stored data.

Do python references use memory?

I am building a flexible, lightweight, in-memory database in Python, and discovered a performance problem with the way I was looking up values and using indexes. In an effort to improve this I've tried a few options, trying to balance speed with memory usage. My current implementation uses a dict of dicts to store data by record (object reference) and field (also an object reference). So for example, if I have three records with three fields, where some of the data is missing (i.e. NULL values)::
{<Record1>: {<Field1>: 4, <Field2>: 'value', <Field3>: <Other Record>},
{<Record2>: {<Field1>: 4, <Field2>: 'value'},
{<Record3>: {<Field1>: 5}}
I considered a numpy array, but I would still need two dictionaries to map object instances to array indexes, so I can't see that it will perform be any better.
Indexes are implemented using a pair of bisected lists, essentially acting as a map from value to record instance. For example, and index on the above Field1>:
[[4, 4, 5], [<Record1>, <Record2>, <Record3>]]
I was previously using a simple dict of bins, but this didn't allow range lookups (e.g. all values > 5) (see Python hash table for fuzzy matching).
My question is this. I am concerned that I have several object references, and multiple copies of the same values in the indexes. Do all these duplicate references actually use more memory, or are references cheap in python? My alternative is to try to associate a numerical key to each object, which might improve things at least up to 256, but I don't know enough about how python handles references to know if this would really be any better.
Does anyone have any suggestions of a better way to manage this?
Reimplementing the critical parts in C is an option I want to keep as a last resort.
For anyone interested, my code is here.
Edit 1:
The question, simple put, is which of the following is more efficient in terms of memory usage, where a is an object instance and i is an integer:
[a] * 1000
Or
[i] * 1000, {a: i}
Edit 2:
Because of the large number of comments suggesting I use an existing system, here are my requirements. If anyone can suggest a system which fulfills all of these, that would be great, but so far I have not found anything which does. Otherwise, my original question still relates to memory usage of references in python.:
Must be light-weight and in-memory. Definitely not a client/server model.
Need to be able to easily alter tables, change fields, change rules, etc, on the fly.
Need to easily apply very complex validation rules. SQL doesn't meet this requirement. Although it is sometimes possible to build up very complicated statements, it is far from easy.
Need to support joins and associations between tables. Many NoSQL databases don't support joins at all, or at most only simple joins.
Need to support a method of loading and storing data to any file format. I am currently implementing this by providing a framework which makes it easy to add new formats as needed.
It does not need persistence (beyond storing data as in the previous point), and does not need to handle massive amounts of data, i.e. not more than a couple of million records. Typically, I am dealing with a few thousand.
Each reference is in effect a pointer, each pointer requires a small amount of memory.
You can use memory profiler to view memory use on a line by line basis. In this way you can see what happens when you make a reference.
Python does not specify a particular implementation for dynamic memory management, but from the semantics of the language one can assume that a reference uses memory similar to a C pointer.
FWIW, I ran some tests on a 100x100 structure, testing a sparsely populated dictionary structure, a fully populated dictionary structure, a list, and a numpy array. The latter two had a dictionary mapping object references to indexes. I timed getting every item in the structure by index (returning a sentinel for missing data in the sparse dict), and also reported the total size. My results were somewhat surprising:
Structure Time Size
============= ======== =====
full dict 0.0236s 6284
list 0.0426s 13028
sparse dict 0.1079s 1676
array 0.2262s 12608
So the fastest and second smallest was a full dict, presumable because there was no need to run a key in dict check on it.

Mongodb with Python's "set()" type

I am building a web App with mongoDB as the backend. Some of the documents need to store a collection of items in some sort of list, and then the system will need to frequently check if a specified item is present in that list. Using Python's 'in' operator takes Big-O(N) time, n being the size of the list. Since these list can get quite large, I want something faster than that. Python's 'set' type does this operation in constant time (and enforces uniqueness, which is good in my case), but is considered an invalid data type to put in MongoDB.
So what's the best way to do this? Is there some way to just use a regular list and exploit mongo's indexing features? Again, I want to know, for a given document in a collection, does a list inside that document contain particular element?
You can represent a set using a dictionary. Your elements become the keys, and all the values can be set to a constant such as 1. The in operator checks for the existence of a key.
EDIT. MongoDB stores a dict as a BSON document, where the keys must be strings (with some additional restrictions), so the above advice is of limited use.

how to store key-value as well as value-key in Python?

I have this somewhat big data structure that stores pairs of data. The individual data is tiny and readily hashable, and there are something like a few hundred thousand data points in there.
At first, this was a simple dict that was accessed only by keys. Later on however, I discovered that I also needed to access it by value, that is, get the key for a certain value. Since this was done somewhat less often (~1/10) than access by key, I naïvely implemented it by simply iterating over all the dicts items(). Which proved a bit sluggish at a few hundred thousand calls per second. It is about 500 times slower.
So my next idea was to just use save the reverse dict, too. This seems to be a rather inelegant solution however, so I turn to you guys for help.
Do you know any data structure in Python that stores data pairs that can be accessed by either data point of the pair?
You could try bidict.

merging dictionaries in python

Sorry for the very general title but I'll try to be as specific as possible.
I am working on a text mining application. I have a large number of key value pairs of the form ((word, corpus) -> occurence_count) (everything is an integer) which I am storing in multiple python dictionaries (tuple->int). These values are spread across multiple files on the disk (I pickled them). To make any sense of the data, I need to aggregate these dictionaries Basically, I need to figure out a way to find all the occurrences of a particular key in all the dictionaries, and add them up to get a total count.
If I load more than one dictionary at a time, I run out of memory, which is the reason I had to split them in the first place. When I tried , I ran into performance issues. I am currently trying to store the values in a DB (mysql), processing multiple dictionaries at a time, since mysql provides row level locking, which is both good (since it means I can parallelize this operation) and bad (since it slows down the insert queries)
What are my options here? Is it a good idea to write a partially disk based dictionary so I can process the dicts one at a time? With an LRU replacement strategy? Is there something that I am completely oblivious to?
Thanks!
A disk-based dictionary-like exists -- see the shelve module. Keys into a shelf must be strings, but you could simply use str on your tuples to obtain equivalent string keys; plus, I read your Q as meaning that you want only word as the key, so that's even easier (either str -- or, for vocabularies < 4GB, a struct.pack -- will be fine).
A good relational engine (especially PostgreSQL) would serve you well, but processing one dictionary at a time to aggregate each word occurrences over all corpora into a shelf object should also be OK (not quite as fast, but simpler to code, since a shelf is so similar to a dict except for the type constraint on keys [[and a caveat for mutable values, but as your values are ints that need not concern you).
Something like this, if I understand your question correctly
from collections import defaultdict
import pickle
result = defaultdict(int)
for fn in filenames:
data_dict = pickle.load(open(fn))
for k,count in data_dict.items():
word,corpus = k
result[k]+=count
If I understood your question correctly and you have integer ids for the words and corpora, then you can gain some performance by switching from a dict to a list, or even better, a numpy array. This may be annoying!
Basically, you need to replace the tuple with a single integer, which we can call the newid. You want all the newids to correspond to a word,corpus pair, so I would count the words in each corpus, and then have, for each corpus, a starting newid. The newid of (word,corpus) will then be word + start_newid[corpus].
If I misunderstood you and you don't have such ids, then I think this advice might still be useful, but you will have to manipulate your data to get it into the tuple of ints format.
Another thing you could try is rechunking the data.
Let's say that you can only hold 1.1 of these monsters in memory. Then, you can load one, and create a smaller dict or array that only corresponds to the first 10% of (word,corpus) pairs. You can scan through the loaded dict, and deal with any of the ones that are in the first 10%. When you are done, you can write the result back to disk, and do another pass for the second 10%. This will require 10 passes, but that might be OK for you.
If you chose your previous chunking based on what would fit in memory, then you will have to arbitrarily break your old dicts in half so that you can hold one in memory while also holding the result dict/array.

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