About continuous aggregates

Time-series data usually grows very quickly. Large data volumes can become slow when aggregating the data into useful summaries. To make aggregating data faster, TimescaleDB uses continuous aggregates. For example, if you have a table of temperature readings over time in a number of locations, and you want to find the average temperature in each location, you can calculate the average as a one-off, with a query like this:

SELECT time_bucket(‘1 day’, time) as day,
       location,
       avg(temperature)
FROM temperatures
GROUP BY day, location;

If you want to run this query more than once, the database needs to scan the entire table and recalculate the average every time. In most cases, though, the data in the table has not changed significantly, so there is no need to scan the entire dataset. Continuous aggregates automatically, and in the background, maintain the results from the query, and allow you to retrieve them in the same way as any other data.

Using the same temperature example, you can create the same query as a continuous aggregate view like this:

CREATE VIEW daily_average WITH (timescaledb.continuous)
    AS SELECT time_bucket(‘1 day’, time) as Day,
              location,
              avg(temperature)
       FROM temperatures
       GROUP BY day, location;

Then, you can query the view whenever you need to, like this:

SELECT * FROM daily_average;

Continuous aggregate views are refreshed automatically in the background as new data is added, or old data is modified. TimescaleDB tracks these changes to the dataset, and automatically updates the view in the background. This does not add any maintenance burden to your database, and does not slow down INSERT operations.

Continuous aggregates are supported for most aggregate functions that can be parallelized by PostgreSQL, including the standard aggregates like SUM and AVG. However, aggregates using ORDER BY and DISTINCT cannot be used with continuous aggregates since they are not possible to parallelize by PostgreSQL. TimescaleDB does not currently support the FILTER clause. You can also use more complex expressions on top of the aggregate functions, for example max(temperature)-min(temperature).

To test out continuous aggregates, follow the continuous aggregate tutorial.

Components of a continuous aggregate

Continuous aggregates consist of:

  • Materialization hypertable to store the aggregated data in
  • Materialization engine to aggregate data from the raw, underlying, table to the materialization hypertable
  • Invalidation engine to determine when data needs to be re-materialized, due to changes in the data
  • Query engine to access the aggregated data

Materialization hypertable

Continuous aggregates take raw data from the original hypertable, aggregate it, and store the intermediate state in a materialization hypertable. When you query the continuous aggregate view, the state is returned to you as needed.

Using the same temperature example, the materialization table looks like this:

daylocationchunkavg temperature partial
2021/01/01New York1{3, 219}
2021/01/01Stockholm1{4, 280}
2021/01/02New York2
2021/01/02Stockholm2{5, 345}

The materialization table is stored as a TimescaleDB hypertable, to take advantage of the scaling and query optimizations that hypertables offer. Materialization tables contain a a column for each group-by clause in the query, a chunk column identifying which chunk in the raw data this entry came from, and a partial aggregate column for each aggregate in the query.

The partial column is used internally to calculate the output. In this example, because the query looks for an average, the partial column contains the number of rows seen, and the sum of all their values. The most important thing to know about partials is that they can be combined to create new partials spanning all of the old partials' rows. This is important if you combine groups that span multiple chunks.

For more information, see materialization hypertables.

Materialization engine

When you query the continuous aggregate view, the materialization engine combines the aggregate partials into a single partial for each time range, and calculates the value that is returned. For example, to compute an average, each partial sum is added up to a total sum, and each partial count is added up to a total count, then the average is computed as the total sum divided by the total count.

Invalidation Engine

Any change to the data in a hypertable could potentially invalidate some materialized rows. The invalidation engine checks to ensure that the system does not become swamped with invalidations.

Fortunately, time-series data means that nearly all INSERTs and UPDATEs have a recent timestamp, so the invalidation engine does not materialize all the data, but to a set point in time called the materialization threshold. This threshold is set so that the vast majority of INSERTs contain more recent timestamps. These data points have never been materialized by the continuous aggregate, so there is no additional work needed to notify the continuous aggregate that they have been added. When the materializer next runs, it is responsible for determining how much new data can be materialized without invalidating the continuous aggregate. It then materializes the more recent data and moves the materialization threshold forward in time. This ensures that the threshold lags behind the point-in-time where data changes are common, and that most INSERTs do not require any extra writes.

When data older than the invalidation threshold is changed, the maximum and minimum timestamps of the changed rows is logged, and the values are used to determine which rows in the aggregation table need to be recalculated. This logging does cause some write load, but because the threshold lags behind the area of data that is currently changing, the writes are small and rare.

Materialization engine

The materialization engine performs two transactions. The first transaction blocks all INSERTs, UPDATEs, and DELETEs, determines the time range to materialize, and updates the invalidation threshold. The second transaction unblocks other transactions, and materializes the aggregates. The first transaction is very quick, and most of the work happens during the second transaction, to ensure that the work does not interfere with other operations.

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