oalles / redis-kats

Kats Forecasting in RedisGears functions

Description

Implement some TimeSeries Analysis using the serverless engine RedisGears, Redis TimeSeries and Facebook Kats as toolkit to analyze time series data.

It shows how to:

• build a custom Redis docker image with given modules
• generate timeseries mocked data using Kats from an external python process
• define a RedisGears function to perform timeseries forecasting using Kats
• load RedisGears function from an external python process
• fetch the predictions from a (java) Spring Boot client invoking the RedisGears function

Jupiter notebook provided, containing the Kats logic used in the project: here.

Preparing the environment

Run Redis

Build docker image

docker-compose up # --build # First Time

Manually install dependencies in RedisGears venv

😣 Struggled a lot trying to install KATS to be run in RedisGears venv.
The only way I was able to make it work was manually installing dependencies. :( See RedisGears Configuration

$ docker ps # Get process id
$ docker exec -ti <id> /bin/bash
# activate rg venv
$ source /var/opt/redislabs/modules/rg/.venv-/bin/activate
$ ln -s /usr/lib/x86_64-linux-gnu/libffi.so.7 /usr/lib/x86_64-linux-gnu/libffi.so.6
$ pip3 install --upgrade pip
$ pip3 install --no-cache-dir setuptools
$ pip3 install numpy pandas convertdate Cython~=0.22 pystan~=2.18
$ pip3 install fbprophet==0.7.1
$ pip3 install kats

Load Mocked Data from external Python process

Kats needs to be installed on python < 3.9. Create 3.8 venv and install requirements.

Run Simulator for generating time series data.

Load Redis Gears functions (Serverless Engine in Redis)

Run the python client to load RG functions.

Watch redis server log while RG functions and dependencies installation are being loaded and requested.

RedisGears functions

Name	Description
Forecaster	Contains the forecasting logic using the Prophet model. Trigger: GetValuesPerDayPredictions. Input args: x[1] days to be predicted. CLI Execution: RG.TRIGGER GetValuesPerDayPredictions 10

Rest Endpoint:

Spring Boot Process offers a Rest endpoint to retrieve the predicted values for the next days.

# Get Predicted values for next 3 days
curl http://localhost:8080/3
[{"t":1640995200000,"v":6068.410402495052},{"t":1641081600000,"v":5706.191453574134},{"t":1641168000000,"v":5617.7999465757375}]

The Prophet Model needs to be trained to provide accurate results