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From Paolo Platter <>
Subject R: RDD Moving Average
Date Wed, 07 Jan 2015 00:10:13 GMT
In my opinion you should use fold pattern. Obviously after an sort by trasformation.


Inviata dal mio Windows Phone
Da: Asim Jalis<>
Inviato: ‎06/‎01/‎2015 23:11
A: Sean Owen<>
Oggetto: Re: RDD Moving Average

One problem with this is that we are creating a lot of iterables containing a lot of repeated
data. Is there a way to do this so that we can calculate a moving average incrementally?

On Tue, Jan 6, 2015 at 4:44 PM, Sean Owen <<>>
Yes, if you break it down to... =>
  (ticker.timestamp, ticker)
).map { case(ts, ticker) =>
  ((ts / 60000) * 60000, ticker)

... as Michael alluded to, then it more naturally extends to the sliding window, since you
can flatMap one Ticker to many (bucket, ticker) pairs, then group. I think this would implementing
1 minute buckets, sliding by 10 seconds:

tickerRDD.flatMap(ticker =>
  (ticker.timestamp - 60000 to ticker.timestamp by 15000).map(ts => (ts, ticker))
).map { case(ts, ticker) =>
  ((ts / 60000) * 60000, ticker)

On Tue, Jan 6, 2015 at 8:47 PM, Asim Jalis <<>>
I guess I can use a similar groupBy approach. Map each event to all the windows that it can
belong to. Then do a groupBy, etc. I was wondering if there was a more elegant approach.

On Tue, Jan 6, 2015 at 3:45 PM, Asim Jalis <<>>
Except I want it to be a sliding window. So the same record could be in multiple buckets.

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