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From Jacques Nadeau <jacq...@apache.org>
Subject Re: Timestamps with different precision / Timedeltas
Date Thu, 29 Sep 2016 23:07:13 GMT
+1

On Thu, Sep 29, 2016 at 3:19 PM, Wes McKinney <wesmckinn@gmail.com> wrote:

> hello,
>
> For the current iteration of Arrow, can we agree to support int64 UNIX
> timestamps with a particular resolution (second through nanosecond),
> as these are reasonably common representations? We can look to expand
> later if it is needed.
>
> Thanks
> Wes
>
> On Mon, Aug 15, 2016 at 4:12 AM, Wes McKinney <wesmckinn@gmail.com> wrote:
> > Bumping this discussion. As part of finalizing a v1 Arrow spec (for
> > purposes of moving data between systems, at minimum) we should propose
> > timestamp metadata and physical memory representation that maximizes
> > interoperability with other systems. It seems like a fixed decimal
> > would meet this requirement as UNIX-like timestamps at some resolution
> > could pass unmodified with appropriate metadata.
> >
> > We will also need decimal types in Arrow (at least to accommodate
> > common database representations and file formats like Parquet), so
> > this seems like a reasonable potential hierarchy of types:
> >
> > Timestamp [logical type]
> > extends FixedDecimal [logical type]
> > extends FixedWidth [physical type]
> >
> > I did a bit of internet searching but did not find a canonical
> > reference or implementation of fixed decimals; that would be helpful.
> >
> > As an aside: for floating decimal numbers for numerical data we could
> > utilize an implementation like http://www.bytereef.org/mpdecimal/
> > which implements the spec described at
> > http://speleotrove.com/decimal/decarith.html
> >
> > Thanks
> > Wes
> >
> > On Thu, Jul 14, 2016 at 8:18 AM, Alex Samuel <alex@alexsamuel.net>
> wrote:
> >> Hi all,
> >>
> >> May I suggest that instead of fixed-point decimals, you consider a more
> >> general fixed-denominator rational representation, for times and other
> >> purposes? Powers of ten are convenient for humans, but powers of two
> more
> >> efficient. For some applications, the efficiency of bit operations over
> >> divmod is more useful than an exact representation of integral
> nanoseconds.
> >>
> >> std::chrono takes this approach. I'll also humbly point you at my own
> >> date/time library, https://github.com/alexhsamuel/cron (incomplete but
> >> basically working), which may provide ideas or useful code. It was
> intended
> >> for precisely this sort of application.
> >>
> >> Regards,
> >> Alex
> >>
> >>
> >> On Thu, Jul 14, 2016 at 10:27 AM Uwe Korn <uwelk@xhochy.com> wrote:
> >>
> >>> I agree with that having a Decimal type for timestamps is a nice
> >>> definition. Haying your time encoded as seconds or nanoseconds should
> be
> >>> the same as having a scale of the respective amount. But I would rather
> >>> avoid having a separate decimal physical type. Therefore I'd prefer the
> >>> parquet approach where decimal is only a logical type and backed by
> >>> either a bytearray, int32 or int64.
> >>>
> >>> Thus a more general timestamp could look like:
> >>>
> >>> * Decimals are logical types, physical types are the same as defined in
> >>> Parquet [1]
> >>> * Base unit for timestamps is seconds, you can get milliseconds and
> >>> nanoseconds by using a different scale. .(Note that seconds and so on
> >>> are all powers of ten, thus matching the specification of decimal scale
> >>> really good).
> >>> * Timestamp is just another logical type that is referring to Decimal
> >>> (and optionally may have a timezone) and signalling that we have a Time
> >>> and not just a "simple" decimal.
> >>> * For a first iteration, I would assume no timezone or UTC but not
> >>> include a metadata field. Once we're sure the implementation works, we
> >>> can add metadata about it.
> >>>
> >>> Timedeltas could be addressed in a similar way, just without the need
> >>> for a timezone.
> >>>
> >>> For my usages, I don't have the use-case for a larger than int64
> >>> timestamp and would like to have it exactly as such in my computation,
> >>> thus my preference for the Parquet way.
> >>>
> >>> Uwe
> >>>
> >>> [1]
> >>>
> >>> https://github.com/apache/parquet-format/blob/master/
> LogicalTypes.md#decimal
> >>>
> >>> On 13.07.16 03:06, Julian Hyde wrote:
> >>> > I'm talking about a fixed decimal type, not floating decimal. (Oracle
> >>> > numbers are floating decimal. They have a few nice properties, but
> >>> > they are variable width and can get quite large. I've seen one or two
> >>> > systems that started with binary flo
> >>
> >>
> >>> * Base unit for timestamps is seconds, you can get milliseconds and
> >>
> >> nanoseconds by using a different scale. .(Note that seconds and so on
> >>
> >> are all powers of ten, thus matching the specification of decimal scale
> >>
> >> really good).
> >>
> >> * Timestamp is just another logical type that is referring to Decimal
> >>
> >> (and optionally may have a timezone) and signalling that we have a Tim
> >>
> >> ating point numbers, which are
> >>> > much worse for business computing, and then change to Java
> BigDecimal,
> >>> > which gives the right answer but are horribly inefficient.)
> >>> >
> >>> > A fixed decimal type has virtually zero computational overhead. It
> >>> > just has a piece of metadata saying something like "every value in
> >>> > this field is multiplied by 1 million" and leaves it to the client
> >>> > program to do that multiplying.
> >>> >
> >>> > My advice is to create a good fixed decimal type and lean on it
> heavily.
> >>> >
> >>> > Julian
> >>> >
> >>>
> >>>
>

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