TY - GEN
T1 - A service framework for learning, querying and monitoring multivariate time series
AU - Ngan, Chun Kit
AU - Brodsky, Alexander
AU - Lin, Jessica
PY - 2011/12/1
Y1 - 2011/12/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84865142673&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84865142673&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84865142673
SN - 9789898425546
T3 - ICEIS 2011 - Proceedings of the 13th International Conference on Enterprise Information Systems
SP - 92
EP - 101
BT - ICEIS 2011 - Proceedings of the 13th International Conference on Enterprise Information Systems
T2 - 13th International Conference on Enterprise Information Systems, ICEIS 2011
Y2 - 8 June 2011 through 11 June 2011
ER -