A SERVICE FRAMEWORK FOR LEARNING, QUERYING AND MONITORING MULTIVARIATE TIME SERIES

Chun-Kit Ngan, Alexander Brodsky, Jessica Lin

2011

Abstract

We propose a service framework for Multivariate Time Series Analytics (MTSA) that supports model definition, querying, parameter learning, model evaluation, monitoring, and decision recommendation. Our approach combines the strengths of both domain-knowledge-based and formal-learning-based approaches for maximizing utility over time series. More specifically, we identify multivariate time series parametric estimation problems, in which the objective function is dependent on the time points from which the parameters are learned. We propose an algorithm that guarantees to find the optimal time point(s), and we show that our approach produces results that are superior to those of the domain-knowledge-based approach and the logit regression model. We also develop MTSA data model and query language for the services of parameter learning, querying, and monitoring.

References

  1. Bellman, R., 1961. Adaptive Control Processes: A Guided Tour. Princeton, University Press.
  2. Bellman, R., 1961. Adaptive Control Processes: A Guided Tour. Princeton, University Press.
  3. Bentley, J. L., 1975. Multidimensional Binary Search Trees Used for Associative Searching. Communications of the ACM, Vol 18 Issue 09, p. 509-517, 1975.
  4. Bentley, J. L., 1975. Multidimensional Binary Search Trees Used for Associative Searching. Communications of the ACM, Vol 18 Issue 09, p. 509-517, 1975.
  5. Bentley, J. L., 1979. Multidimensional Binary Search Trees in Database Applications, Vol 5 Issue 04, p. 333-340. IEEE Transactions on Software Engineering.
  6. Bentley, J. L., 1979. Multidimensional Binary Search Trees in Database Applications, Vol 5 Issue 04, p. 333-340. IEEE Transactions on Software Engineering.
  7. Brodsky, A., Henshaw, S.M., and Whittle, J., 2008. CARD: A Decision-Guidance Framework and Application for Recommending Composite Alternatives. 2nd ACM International Conference on Recommender Systems.
  8. Brodsky, A., Henshaw, S.M., and Whittle, J., 2008. CARD: A Decision-Guidance Framework and Application for Recommending Composite Alternatives. 2nd ACM International Conference on Recommender Systems.
  9. Brodsky, A. and Wang. X. S., 2008. Decision-Guidance Management Systems (DGMS): Seamless Integration of Data Acquisition, Learning, Prediction, and Optimization. Proceedings of the 41st Hawaii International Conference on System Sciences.
  10. Brodsky, A. and Wang. X. S., 2008. Decision-Guidance Management Systems (DGMS): Seamless Integration of Data Acquisition, Learning, Prediction, and Optimization. Proceedings of the 41st Hawaii International Conference on System Sciences.
  11. Brodsky, A., Bhot, M. M., Chandrashekar, M., Egge, N.E., and Wang, X.S., 2009. A Decisions Query Language (DQL): High-Level Abstraction for Mathematical Programming over Databases. Proceedings of the 35th SIGMOD International Conference on Management of Data.
  12. Brodsky, A., Bhot, M. M., Chandrashekar, M., Egge, N.E., and Wang, X.S., 2009. A Decisions Query Language (DQL): High-Level Abstraction for Mathematical Programming over Databases. Proceedings of the 35th SIGMOD International Conference on Management of Data.
  13. Dougherty, C., 2007. Introduction to Econometrics (Third Edition). Oxford University Press.
  14. Dougherty, C., 2007. Introduction to Econometrics (Third Edition). Oxford University Press.
  15. Dumas, M., O'Sullivan, J., Heravizadeh, M., Edmond, D., and Hofstede, A., 2001. Towards a Semantic Framework for Service Description. Proceedings of the IFIP TC2/WG2.6 Ninth Working Conference on Database Semantics: Semantic Issues in E-Commerce Systems.
  16. Dumas, M., O'Sullivan, J., Heravizadeh, M., Edmond, D., and Hofstede, A., 2001. Towards a Semantic Framework for Service Description. Proceedings of the IFIP TC2/WG2.6 Ninth Working Conference on Database Semantics: Semantic Issues in E-Commerce Systems.
  17. Erl, T., 2005. Service-Oriented Architecture (SOA): Concepts, Technology, and Design. Prentice Hall.
  18. Erl, T., 2005. Service-Oriented Architecture (SOA): Concepts, Technology, and Design. Prentice Hall.
  19. Erradi, A., Anand, S., and Kulkarni, N., 2006. SOAF: An Architectural Framework for Service Definition and Realization. IEEE International Conference on Services Computing (SCC'06).
  20. Erradi, A., Anand, S., and Kulkarni, N., 2006. SOAF: An Architectural Framework for Service Definition and Realization. IEEE International Conference on Services Computing (SCC'06).
  21. Hansen, B. E., 2010. Econometrics. University of Wisconsin. http://www.ssc.wisc.edu/bhansen/ econometrics/Econometrics.pdf.
  22. Hansen, B. E., 2010. Econometrics. University of Wisconsin. http://www.ssc.wisc.edu/bhansen/ econometrics/Econometrics.pdf.
  23. Harrington, J., 2009. Relational Database Design and Implementation (Third Edition). Morgan Kaufmann.
  24. Harrington, J., 2009. Relational Database Design and Implementation (Third Edition). Morgan Kaufmann.
  25. Heij, D., De Boer, P., Franses, P. H., Kloek, T., and Van Dijk, H. K., 2004. Econometric Methods with Applications in Business and Economics. Oxford University Press.
  26. Heij, D., De Boer, P., Franses, P. H., Kloek, T., and Van Dijk, H. K., 2004. Econometric Methods with Applications in Business and Economics. Oxford University Press.
  27. Holyfield, S., 2005. Non-technical Guide to Technical Frameworks. JISC CETIS. http://www.elearning.ac.uk/features/nontechguide1.
  28. Holyfield, S., 2005. Non-technical Guide to Technical Frameworks. JISC CETIS. http://www.elearning.ac.uk/features/nontechguide1.
  29. Josuttis, N., 2007. SOA in Practice: The Art of Distributed System Design. O'Reilly Media.
  30. Josuttis, N., 2007. SOA in Practice: The Art of Distributed System Design. O'Reilly Media.
  31. Ngan, C. K., Brodsky, A., and Lin, J., 2010. Decisions on Multivariate Time Series: Combining Domain Knowledge with Utility Maximization. The 15th IFIP WG8.3 International Conference on Decision Support Systems.
  32. Ngan, C. K., Brodsky, A., and Lin, J., 2010. Decisions on Multivariate Time Series: Combining Domain Knowledge with Utility Maximization. The 15th IFIP WG8.3 International Conference on Decision Support Systems.
  33. Nicholls, P., 2009. Enterprise Architectures and the International e-Framework. e-framework Organization. http://www.eframework.org/Portals/9/docs/EAPaper_2009-07.pdf
  34. Nicholls, P., 2009. Enterprise Architectures and the International e-Framework. e-framework Organization. http://www.eframework.org/Portals/9/docs/EAPaper_2009-07.pdf
  35. Olivier, B., Roberts, T., and Blinco, K., 2005. The eFramework for Education and Research: An Overview. e-framework Organization. http://www.eframework.org/Portals/9/Resources/eframeworkrV1.p df.
  36. Olivier, B., Roberts, T., and Blinco, K., 2005. The eFramework for Education and Research: An Overview. e-framework Organization. http://www.eframework.org/Portals/9/Resources/eframeworkrV1.p df.
  37. Ort, Ed. Service-Oriented Architecture and Web Services: Concepts, Technologies, and Tools. Sun Developer Network Technical Articles and Tips. http://java.sun.com/developer/technicalArticles/WebS ervices/soa2/
  38. Ort, Ed. Service-Oriented Architecture and Web Services: Concepts, Technologies, and Tools. Sun Developer Network Technical Articles and Tips. http://java.sun.com/developer/technicalArticles/WebS ervices/soa2/
  39. Papazoglou, M., and Heuvel, W., 2005. Service Oriented Architectures: Approaches, Technologies, and Research Issues. The VLDB Journal, June.
  40. Papazoglou, M., and Heuvel, W., 2005. Service Oriented Architectures: Approaches, Technologies, and Research Issues. The VLDB Journal, June.
  41. Quartel, D., Steen, M., Pokraev S., and Sinderen, M., 2007. COSMO: A Conceptual Framework for Service Modelling and Refinement, Volume 9, Numbers 2-3, 225-244, July. Journal of Information Systems Frontiers.
  42. Quartel, D., Steen, M., Pokraev S., and Sinderen, M., 2007. COSMO: A Conceptual Framework for Service Modelling and Refinement, Volume 9, Numbers 2-3, 225-244, July. Journal of Information Systems Frontiers.
  43. Ralph H. Sprague, Jr., 1980. A Framework for the Development of Decision Support Systems, Volume 4, Number 4, 1-26, December. MIS Quarterly.
  44. Ralph H. Sprague, Jr., 1980. A Framework for the Development of Decision Support Systems, Volume 4, Number 4, 1-26, December. MIS Quarterly.
  45. Samet, H., 2006. Foundations of Multidimensional and Metric Data Structures. Morgan Kaufmann.
  46. Samet, H., 2006. Foundations of Multidimensional and Metric Data Structures. Morgan Kaufmann.
  47. Stack, J. B., 2009. Technical and Monetary Investment Analysis, Vol 9 Issue 3 & 5. InvesTech Research.
  48. Stack, J. B., 2009. Technical and Monetary Investment Analysis, Vol 9 Issue 3 & 5. InvesTech Research.
  49. Stephen, B., et al., 2008. Database Design: Know It All. Morgan Kaufmann.
  50. Stephen, B., et al., 2008. Database Design: Know It All. Morgan Kaufmann.
  51. Wilson, S., Blinco, K., and Rehak, D., 2004. ServiceOriented Frameworks: Modelling the Infrastructure for the Next Generation of e-Learning Systems. JISC CETIS. http://www.jisc.ac.uk/uploaded_documents/ AltilabServiceOrientedFrameworks.pdf.
  52. Wilson, S., Blinco, K., and Rehak, D., 2004. ServiceOriented Frameworks: Modelling the Infrastructure for the Next Generation of e-Learning Systems. JISC CETIS. http://www.jisc.ac.uk/uploaded_documents/ AltilabServiceOrientedFrameworks.pdf.
  53. Zhang, T., Ying, S., and Cao, S., and Jia, S., 2006. A Modeling Framework for Service-Oriented Architecture. Proceedings of the Sixth International Conference on Quality Software (QSIC'06).
  54. Zhang, T., Ying, S., and Cao, S., and Jia, S., 2006. A Modeling Framework for Service-Oriented Architecture. Proceedings of the Sixth International Conference on Quality Software (QSIC'06).
Download


Paper Citation


in Harvard Style

Ngan C., Brodsky A. and Lin J. (2011). A SERVICE FRAMEWORK FOR LEARNING, QUERYING AND MONITORING MULTIVARIATE TIME SERIES . In Proceedings of the 13th International Conference on Enterprise Information Systems - Volume 2: ICEIS, ISBN 978-989-8425-54-6, pages 92-101. DOI: 10.5220/0003495800920101


in Harvard Style

Ngan C., Brodsky A. and Lin J. (2011). A SERVICE FRAMEWORK FOR LEARNING, QUERYING AND MONITORING MULTIVARIATE TIME SERIES . In Proceedings of the 13th International Conference on Enterprise Information Systems - Volume 2: ICEIS, ISBN 978-989-8425-54-6, pages 92-101. DOI: 10.5220/0003495800920101


in Bibtex Style

@conference{iceis11,
author={Chun-Kit Ngan and Alexander Brodsky and Jessica Lin},
title={A SERVICE FRAMEWORK FOR LEARNING, QUERYING AND MONITORING MULTIVARIATE TIME SERIES },
booktitle={Proceedings of the 13th International Conference on Enterprise Information Systems - Volume 2: ICEIS,},
year={2011},
pages={92-101},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003495800920101},
isbn={978-989-8425-54-6},
}


in Bibtex Style

@conference{iceis11,
author={Chun-Kit Ngan and Alexander Brodsky and Jessica Lin},
title={A SERVICE FRAMEWORK FOR LEARNING, QUERYING AND MONITORING MULTIVARIATE TIME SERIES },
booktitle={Proceedings of the 13th International Conference on Enterprise Information Systems - Volume 2: ICEIS,},
year={2011},
pages={92-101},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003495800920101},
isbn={978-989-8425-54-6},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 13th International Conference on Enterprise Information Systems - Volume 2: ICEIS,
TI - A SERVICE FRAMEWORK FOR LEARNING, QUERYING AND MONITORING MULTIVARIATE TIME SERIES
SN - 978-989-8425-54-6
AU - Ngan C.
AU - Brodsky A.
AU - Lin J.
PY - 2011
SP - 92
EP - 101
DO - 10.5220/0003495800920101


in EndNote Style

TY - CONF
JO - Proceedings of the 13th International Conference on Enterprise Information Systems - Volume 2: ICEIS,
TI - A SERVICE FRAMEWORK FOR LEARNING, QUERYING AND MONITORING MULTIVARIATE TIME SERIES
SN - 978-989-8425-54-6
AU - Ngan C.
AU - Brodsky A.
AU - Lin J.
PY - 2011
SP - 92
EP - 101
DO - 10.5220/0003495800920101