Pipelined Implementation of a Parallel Streaming Method for Time Series Correlation Discovery on Sliding Windows

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. The solution 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. The implementation takes advantage of the flexible API of the streaming engine that provides low level primitives for developing custom operators. Thus, each operator is implemented to process incoming tuples on-the-fly and hence emit resulting tuples as early as possible. This guarantees a real pipelined flow of data that allows for outputting early results, as the experimental evaluation shows.

Paper Citation

in Harvard Style

Kolev B., Akbarinia R., Jimenez-Peris R., Levchenko O., Masseglia F., Patino M. and Valduriez P. (2019). Pipelined Implementation of a Parallel Streaming Method for Time Series Correlation Discovery on Sliding Windows.In Proceedings of the 8th International Conference on Data Science, Technology and Applications - Volume 1: ADITCA, ISBN 978-989-758-377-3, pages 431-436. DOI: 10.5220/0008191304310436

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={Pipelined Implementation of a Parallel Streaming Method for Time Series Correlation Discovery on Sliding Windows},
booktitle={Proceedings of the 8th International Conference on Data Science, Technology and Applications - Volume 1: ADITCA,},
year={2019},
pages={431-436},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0008191304310436},
isbn={978-989-758-377-3},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 8th International Conference on Data Science, Technology and Applications - Volume 1: ADITCA,
TI - Pipelined Implementation of a Parallel Streaming Method for Time Series Correlation Discovery on Sliding Windows
SN - 978-989-758-377-3
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 - 431
EP - 436
DO - 10.5220/0008191304310436