D-Streams:大规模流处理的高效容错模型

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"Discretized Streams: An Efficient and Fault-Tolerant Model for Stream Processing on Large Clusters." 在大数据处理领域,实时处理不断流入的数据是许多关键应用的核心需求。然而,现有的分布式流处理编程模型相对较低级,往往需要用户关注系统中的状态一致性以及故障恢复问题。此外,那些提供故障恢复功能的模型通常成本较高,需要热备份或长时间的恢复过程。本文提出了一种新的编程模型——离散化流(Discretized Streams,简称D-Streams),它提供了高级别的函数式编程API,确保了强一致性,并实现了高效的故障恢复。 D-Streams通过引入一种新的恢复机制,提高了效率,超越了传统流数据库中的复制和上游备份解决方案。这种并行恢复机制可以在集群中并行恢复丢失的状态,从而显著提升了性能。D-Streams的设计目标是让用户能够在处理实时数据流时,无需过多关注底层的复杂性和容错性问题,而是专注于业务逻辑。 为了实现这一概念,研究者们在Spark集群计算框架的基础上开发了一个名为Spark Streaming的扩展,它使用户能够轻松地利用D-Streams进行流处理。Spark Streaming允许用户以批处理的方式来处理连续的数据流,从而简化了编程模型,同时也保持了实时处理的能力。 D-Streams的关键特性包括: 1. 高级函数式编程API:D-Streams提供了简洁且强大的编程接口,用户可以使用高级语言来描述数据流的转换和操作,无需关心底层的并发控制和容错细节。 2. 强一致性:通过设计保证了在处理实时数据时,系统状态的一致性,避免了数据不一致的问题。 3. 效率的故障恢复:D-Streams的并行恢复机制能够在出现故障时快速恢复,减少了系统的停机时间,提高了服务的可用性。 4. 容错性:在大规模集群环境中,D-Streams能够优雅地处理节点故障,确保系统的健壮性。 在Spark Streaming中,D-Streams被划分为微批次(micro-batches),这样既能实现近实时处理,又保留了Spark批处理的优点,如高效的内存管理和并行计算能力。这种方式使得D-Streams成为处理大规模实时数据的理想选择,尤其适用于需要高吞吐量和低延迟的场景。 总结来说,Discretized Streams是一种革新性的流处理模型,它结合了高级编程模型、强一致性保证和高效的故障恢复机制,旨在解决现有分布式流处理的挑战。通过在Spark框架上的实现,D-Streams为开发者提供了更强大、更易用的工具,以应对日益增长的大规模实时数据处理需求。

Here are the detail information provided in PPTs:The option is an exotic partial barrier option written on an FX rate. The current value of underlying FX rate S0 = 1.5 (i.e. 1.5 units of domestic buys 1 unit of foreign). It matures in one year, i.e. T = 1. The option knocks out, if the FX rate:1 is greater than an upper level U in the period between between 1 month’s time and 6 month’s time; or,2 is less than a lower level L in the period between 8th month and 11th month; or,3 lies outside the interval [1.3, 1.8] in the final month up to the end of year.If it has not been knocked out at the end of year, the owner has the option to buy 1 unit of foreign for X units of domestic, say X = 1.4, then, the payoff is max{0, ST − X }.We assume that, FX rate follows a geometric Brownian motion dSt = μSt dt + σSt dWt , (20) where under risk-neutrality μ = r − rf = 0.03 and σ = 0.12.To simulate path, we divide the time period [0, T ] into N small intervals of length ∆t = T /N, and discretize the SDE above by Euler approximation St +∆t − St = μSt ∆t + σSt √∆tZt , Zt ∼ N (0, 1). (21) The algorithm for pricing this barrier option by Monte Carlo simulation is as described as follows:1 Initialize S0;2 Take Si∆t as known, calculate S(i+1)∆t using equation the discretized SDE as above;3 If Si+1 hits any barrier, then set payoff to be 0 and stop iteration, otherwise, set payoff at time T to max{0, ST − X };4 Repeat the above steps for M times and get M payoffs;5 Calculate the average of M payoffs and discount at rate μ;6 Calculate the standard deviation of M payoffs.

2023-06-02 上传

import pandas as pd import openpyxl # import matplotlib.pyplot as plt import numpy as np from sklearn.ensemble import AdaBoostClassifier from sklearn.model_selection import train_test_split # 打开Excel文件 wb = openpyxl.load_workbook('./处理过的训练集/987027.xlsx') # 选择需要读取的工作表 ws = wb['Sheet1'] # 读取第一列第二行之后的数据 data = [] for row in ws.iter_rows(min_row=2, min_col=1, values_only=True): data.append(row[0]) # 打印读取的数据 # print(data) # # 将浮点型数据按照等宽离散化的方法转化为离散型数据 # bin_edges = np.linspace(min(data), max(data), num=10) # discretized_data = np.digitize(data, bin_edges) # # 打印转化后的数据 # print(discretized_data) # 假设数据共有N个点,采样周期为0.25秒 N = len(data) t = np.arange(N) * 0.25 # labels2 = pd.cut(t, bins=10, labels=False) #组合时间序列和采样值 data1 = np.column_stack((t,data)) print(data1[:10]) # 打印前10行数据 # train_test_split函数用于将数据集划分为训练集和测试集,其中test_size参数指定了测试集所占的比例, # random_state参数指定了随机种子,以保证每次划分的结果相同。 X_train, X_test, y_train, y_test = train_test_split(data1[:, :-1], data1[:, -1], test_size=0.2, random_state=42) clf = AdaBoostClassifier(n_estimators=100, random_state=0) clf.fit(X_train, y_train) clf.predict([[0,0,0,0]]) clf.score(X_train, y_train)报错ValueError: X has 2 features, but AdaBoostClassifier is expecting 1 features as input.

2023-06-01 上传