Filling gaps in timeseries Spark

Question

I have a problem dealing with time-series data. Due power failures some timestamps are missing in the dataset. I need to fill this gaps by adding rows, and after that, I can interpolate the missing values.

Input data:

periodstart                usage
---------------------------------
2015-09-11 02:15           23000   
2015-09-11 03:15           23344   
2015-09-11 03:30           23283  
2015-09-11 03:45           23786   
2015-09-11 04:00           25039

Wanted output:

periodstart                usage
---------------------------------
2015-09-11 02:15           23000   
2015-09-11 02:30           0   
2015-09-11 02:45           0   
2015-09-11 03:00           0   
2015-09-11 03:15           23344   
2015-09-11 03:30           23283   
2015-09-11 03:45           23786   
2015-09-11 04:00           25039  

Now I have fixed this with a while loop within a dataset foreach function. The problem is that I have to collect the dataset first to the driver before I can do a while loop. So that is not the right way for Spark.

Can someone give me a better solution?

this is my code:

MissingMeasurementsDS.collect().foreach(row => {
  // empty list for new generated measurements
  val output = ListBuffer.empty[Measurement]
  // Missing measurements
  val missingMeasurements = row.getAs[Int]("missingmeasurements")
  val lastTimestamp = row.getAs[Timestamp]("previousperiodstart")
  //Generate missing timestamps
  var i = 1
  while (i <= missingMeasurements) {
    //Increment timestamp with 15 minutes (900000 milliseconds)
    val newTimestamp = lastTimestamp.getTime + (900000 * i)
    output += Measurement(new Timestamp(newTimestamp), 0))
    i += 1
  }
  //Join interpolated measurements with correct measurements
  completeMeasurementsDS.join(output.toDS())
})
completeMeasurementsDS.show()
println("OutputDF count = " + completeMeasurementsDS.count())

Answer 1

If input DataFrame has following structure:

root
 |-- periodstart: timestamp (nullable = true)
 |-- usage: long (nullable = true)

Scala

Determine min / max:

val (minp, maxp) = df
  .select(min($"periodstart").cast("bigint"), max($"periodstart".cast("bigint")))
  .as[(Long, Long)]
  .first

Set step, for example for 15 minutes:

val step: Long = 15 * 60

Generate reference range:

val reference = spark
  .range((minp / step) * step, ((maxp / step) + 1) * step, step)
  .select($"id".cast("timestamp").alias("periodstart"))

Join and fill the gaps:

reference.join(df, Seq("periodstart"), "leftouter").na.fill(0, Seq("usage"))

Python

Similarly in PySpark:

from pyspark.sql.functions import col, min as min_, max as max_

step = 15 * 60

minp, maxp = df.select(
    min_("periodstart").cast("long"), max_("periodstart").cast("long")
).first()

reference = spark.range(
    (minp / step) * step, ((maxp / step) + 1) * step, step
).select(col("id").cast("timestamp").alias("periodstart"))

reference.join(df, ["periodstart"], "leftouter")