PostgreSQL is a very very powerful database engine by itself, there are many advanced functions which is far beyond the standard SQL query.

The following combo are great as a starting point with the following functionality.

TimescaleDB – Time Series Database, support time based partitioning of data sharding.
https://docs.timescale.com/latest/getting-started

MadLib – a DB extension to carry out common Machine learning program within the DB.
https://cwiki.apache.org/confluence/display/MADLIB/Architecture

Here are the installation steps.

# install PostgreSQL and PGXN client
deb http://apt.postgresql.org/pub/repos/apt/ bionic-pgdg main
wget --quiet -O - https://www.postgresql.org/media/keys/ACCC4CF8.asc | sudo apt-key add -
sudo apt-get update
sudo apt-get -y install postgresql-10 libpq-dev postgresql-server-dev-10 postgresql-plpython-10 pgxnclient cmake g++ m4

# Include the TimescaleDB PPA
sudo add-apt-repository ppa:timescale/timescaledb-ppa

sudo apt-get update

# Install the TimescaleDB
sudo apt install timescaledb-postgresql-10
sudo timescaledb-tune --quiet --yes

# Install MADLib
sudo pgxnclient install madlib
sudo pgxnclient load madlib 

# Install CStore
sudo apt-get install bison flex git libreadline-dev libz-dev git libpq-dev libprotobuf-c0-dev make protobuf-c-compiler
sudo pgxn install cstore_fdw
sudo pgxn load cstore_fdw

After you installed all of them, you may play around with the example.
https://docs.timescale.com/latest/tutorials/tutorial-hello-nyc

For each newly created db, we need to enable the extensions, for example.

CStore Reference
https://www.citusdata.com/blog/2014/04/03/columnar-store-for-analytics/
https://info.citusdata.com/rs/235-CNE-301/images/Columnar_Store_for_PostgreSQL_Using_cstore_fdw_Webinar_Slides_0915.pdf

CREATE USER jimmy WITH PASSWORD 'xxxxxx';
CREATE DATABASE testdb OWNER=jimmy LC_COLLATE='C' LC_CTYPE='C' template=template0;
GRANT ALL ON DATABASE testdb to jimmy;
\c testdb
CREATE EXTENSION plpythonu;
CREATE EXTENSION madlib;
CREATE EXTENSION timescaledb;
CREATE EXTENSION cstore_fdw;
CREATE SERVER cstore_server FOREIGN DATA WRAPPER cstore_fdw;
GRANT ALL PRIVILEGES ON ALL TABLES IN SCHEMA public to jimmy;
GRANT ALL PRIVILEGES ON ALL SEQUENCES IN SCHEMA public to jimmy;
GRANT ALL PRIVILEGES ON ALL FUNCTIONS IN SCHEMA public to jimmy;