Parallel Streaming Implementation of Online Time Series Correlation Discovery on Sliding Windows with Regression Capabilities

Boyan Kolev, Reza Akbarinia, Ricardo Jimenez-Peris, Oleksandra Levchenko, Florent Masseglia, Marta Patino, Patrick Valduriez

2019

Abstract

This paper addresses the problem of continuously finding highly correlated pairs of time series over the most recent time window and possibly use the discovered correlations to select features for training a regression model for prediction. The implementation builds upon the ParCorr parallel method for online correlation discovery and is designed to run continuously on top of the UPM-CEP data streaming engine through efficient streaming operators.

Paper Citation

in Harvard Style

Kolev B., Akbarinia R., Jimenez-Peris R., Levchenko O., Masseglia F., Patino M. and Valduriez P. (2019). Parallel Streaming Implementation of Online Time Series Correlation Discovery on Sliding Windows with Regression Capabilities.In Proceedings of the 9th International Conference on Cloud Computing and Services Science - Volume 1: ADITCA, ISBN 978-989-758-365-0, pages 681-687. DOI: 10.5220/0007843806810687

in Bibtex Style

@conference{aditca19,
author={Boyan Kolev and Reza Akbarinia and Ricardo Jimenez-Peris and Oleksandra Levchenko and Florent Masseglia and Marta Patino and Patrick Valduriez},
title={Parallel Streaming Implementation of Online Time Series Correlation Discovery on Sliding Windows with Regression Capabilities},
booktitle={Proceedings of the 9th International Conference on Cloud Computing and Services Science - Volume 1: ADITCA,},
year={2019},
pages={681-687},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0007843806810687},
isbn={978-989-758-365-0},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 9th International Conference on Cloud Computing and Services Science - Volume 1: ADITCA,
TI - Parallel Streaming Implementation of Online Time Series Correlation Discovery on Sliding Windows with Regression Capabilities
SN - 978-989-758-365-0
AU - Kolev B.
AU - Akbarinia R.
AU - Jimenez-Peris R.
AU - Levchenko O.
AU - Masseglia F.
AU - Patino M.
AU - Valduriez P.
PY - 2019
SP - 681
EP - 687
DO - 10.5220/0007843806810687