Introducing Flint: A Time-Series Library for Apache Spark
Oct 25, 2018Two Sigma
Summary
This post introduces Flint, an open-source library for Apache Spark designed to enhance time-series manipulation capabilities. It details core functionalities such as Asof Join (with tolerance for inexact time matching), AddColumnsForCycle (for transformations within the same timestamp), Summarizers (for aggregations across dataframes, cycles, intervals, windows, and cumulative sums), and Window functions (for rolling computations). A case study demonstrates data preparation, feature engineering using Flint, and model training with Spark ML, highlighting the library's utility in handling time-series data with varying frequencies and misaligned timestamps.