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

Chun-Kit Ngan, Alexander Brodsky, Jessica Lin

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.

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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 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