Team, Visitors, External Collaborators
Overall Objectives
Research Program
Application Domains
Highlights of the Year
New Software and Platforms
New Results
Bilateral Contracts and Grants with Industry
Partnerships and Cooperations
XML PDF e-pub
PDF e-Pub

Section: New Results

Data Analytics

SAVIME: Simulation Data Analysis and Visualization

Participant : Patrick Valduriez.

Limitations in current DBMSs prevent their wide adoption in scientific applications. In order to make scientific applications benefit from DBMS support, enabling declarative data analysis and visualization over scientific data, we present an in-memory array DBMS system called SAVIME. In [34], we describe the system SAVIME, along with its data model. Our preliminary evaluation show how SAVIME, by using a simple storage definition language (SDL) can outperform the state-of-the-art array database system, SciDB, during the process of data ingestion. We also show that it is possible to use SAVIME as a storage alternative for a numerical solver without affecting its scalability.

Massively Distributed Indexing of Time Series

Participants : Djamel Edine Yagoubi, Reza Akbarinia, Boyan Kolev, Oleksandra Levchenko, Florent Masseglia, Patrick Valduriez, Dennis Shasha.

Indexing is crucial for many data mining tasks that rely on efficient and effective similarity query processing. Consequently, indexing large volumes of time series, along with high performance similarity query processing, have became topics of high interest. For many applications across diverse domains though, the amount of data to be processed might be intractable for a single machine, making existing centralized indexing solutions inefficient.

In [20], we propose a parallel solution to construct the state of the art iSAX-based index over billions of time series by making the most of the parallel environment by carefully distributing the work load. Our solution takes advantage of frameworks such as MapReduce or Spark. We provide dedicated strategies and algorithms for a deep combination of parallelism and indexing techniques. We also propose a parallel query processing algorithm that, given a query, exploits the available processing nodes to answer the query in parallel using the constructed parallel index. We implemented our index construction and query processing algorithms, and evaluated their performance over large volumes of data (up to 4 billion time series of length 256, for a total volume of 6 TB). Our experiments demonstrate high performance of our algorithm with an indexing time of less than 2 hours for more than 1 billion time series, while the state of the art centralized algorithm needs more than 5 days. They also illustrate that our approach is able to process 10M queries in less than 140 seconds, while the state of the art centralized algorithm need almost 2300 seconds.

We have implemented our solutions in the Imitates software. The demonstration of Imitates [32] is available at The demo visitors are able to choose query time series, see how each algorithm approximates nearest neighbors and compare times in a parallel environment.

Online Correlation Discovery in Sliding Windows of Time Series

Participants : Djamel Edine Yagoubi, Reza Akbarinia, Boyan Kolev, Oleksandra Levchenko, Florent Masseglia, Patrick Valduriez, Dennis Shasha.

In some important applications (such as finance, retail, etc.), we need to find correlated time series in a time window, and then continuously slide this window. Doing this efficiently in parallel could help gather important insights from the data in real time. In [30], we address the problem of continuously finding highly correlated pairs of time series over the most recent time window. Our solution, called ParCorr, uses the sketch principle for representing the time series. We implemented ParCorr on top of UPM-CEP, a Complex Event Processing streaming engine developed by our partner Universitat Politecnica de Madrid. Our solution improves the parallel processing of UPM-CEP, allowing higher throughput using less resources. An interesting aspect of our solution is the discovery of time series that are correlated to a certain subset of time series. The discovered correlations can be used to select features for training a regression model for prediction.

Time Series Clustering via Dirichlet Mixture Models

Participants : Khadidja Meguelati, Florent Masseglia.

Dirichlet Process Mixture (DPM) is a model used for clustering with the advantage of discovering the number of clusters automatically and offering nice properties like, e.g., the potential convergence to the actual clusters in the data. These advantages come at the price of prohibitive response times, which impairs its adoption and makes centralized DPM approaches inefficient. In [35], we propose DC-DPM (Distributed Computing DPM), a parallel clustering solution that gracefully scales to millions of data points while remaining DPM compliant, which is the challenge of distributing this process. In [36], we propose HD4C (High Dimensional Data Distributed Dirichlet Clustering), a parallel clustering solution that addresses the curse of dimensionality by distributed computing and performs clustering of high dimensional data such as time series (as a function of time), hyperspectral data (as a function of wavelength) etc. For both methods, our experiments on synthetic and real world data show high performance.