What Makes Time Series Special
Time series data has unique characteristics: it is append-only, arrives in chronological order, and queries almost always involve time-range filters. Relational databases handle these patterns poorly — specialised time series databases excel.
Time Series Database Options
- InfluxDB: Purpose-built TSDB with a flux query language. Excellent for metrics and monitoring.
- TimescaleDB: PostgreSQL extension for time series. Benefit from SQL familiarity with TSDB performance.
- Apache Druid: Optimised for sub-second OLAP queries on high-ingestion event streams.
Anomaly Detection
Use Z-score, IQR, or Prophet (Facebook’s forecasting library) to detect anomalies in time series data automatically, alerting on unexpected deviations from seasonal baselines.