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redibox-hook-trend

v1.2.3

Published

A scalable trending hook designed to track temporal trends in non-stationary categorical distributions.

Downloads

23

Readme

Coverage Downloads npm version dependencies build License

RediBox Trending Hook

This is a scalable trending hook designed to track temporal trends in non-stationary categorical distributions. It uses forget-table style data structures which decay observations over time. Using a ratio of two such sets decaying over different lifetimes, it picks up on changes to recent dynamics in your observations, whilst forgetting historical data responsibly. The technique is closely related to exponential moving average (EMA) ratios used for detecting trends in financial data.

Trends are encapsulated by a construct named Delta. A Delta consists of two sets of counters, each of which implements exponential time decay of the form:

equation

Where the inverse of the decay rate (lambda) is the mean lifetime of an observation in the set. By normalising such a set by a set with half the decay rate, we obtain a trending score for each category in a distribution. This score expresses the change in the rate of observations of a category over the lifetime of the set, as a proportion in the range 0..1.

This implementation removes the need for manually sliding time windows or explicitly maintaining rolling counts, as observations naturally decay away over time. It's designed for heavy writes and sparse reads, as it implements decay at read time.

Each set is implemented as a redis sorted set, and keys are scrubbed when a count is decayed to near zero, providing storage efficiency.

This hook handles distributions with upto around 106 active categories, receiving hundreds of writes per second, without much fuss. Its scalability is dependent on your redis deployment.

Installation

This is a hook for RediBox so you'll need that first. Then it's as simple as:

npm i redibox-hook-trend --save

RediBox will automatically load the hook for you.

Usage

The examples below assume Trend as a reference to RediBox.hooks.trend

We also use trend as a easier term for distribution and item instead of bin.

Create a new trend (distribution)

Trend.create({
  // the name of this trend
  name: 'kittens',
  // life time of this trend
  time: 1209600,  // 14 days
}).then(kittensTrend => {
  // do things with your new trend
});

Check if a trend exists

Trend.exists('kittens').then(bool => {
  // bool is truthy if trend exists
});

Get an existing trend or create a new trend

Trend.getOrCreate({
  // the name of this trend
  name: 'kittens',
  // life time of this trend
  time: 1209600,  // 14 days
}).then(kittensTrend => {
  // do things with the trend
});

Incrementing a trend item (bin)

kittensTrend.incr({
  item: 'fluffball', // can even be json if needed
  by: 1,
}).then(() => {
  // all done
});

Fetch all items in a trend

These are pre-sorted highest score descending.

kittensTrend.fetch().then((items) => {
  // console.dir(items);
});

Fetch a specific item in a trend

kittensTrend.fetch({
  item: 'fluffball'
}).then((items) => {
  // console.dir(items);
  // [ { item: 'fluffball', score: 0.9999999999882863 } ]
});

Fetch a specific number of items in a trend

E.g. top 5 kittens in kittensTrend

kittensTrend.fetch({
  limit: 5
,}).then((items) => {
  // console.dir(items);
  // [ { item: 'fluffball', score: 0.9999999999882863 } ]
  // ...
  // ...
});

Contributing

Full contributing guidelines are to be written, however please ensure you follow these points when sending in PRs:

  • Ensure no lint warnings occur via npm run lint.
  • Implement tests for new features / functionality.
  • Ensure coverage remains above 90% and does not decrease.
  • Use verbose logging throughout for ease of debugging issues, see core.js for example.
  • New modules should follow the same format as the default modules / template.

Note: For debugging purposes you may want to enable verbose logging via the config:

  new RediBox({
    log: {
      level: 'verbose'
    }
  });

License

MIT