Adaptive dimensionality reduction for recent-biased time series analysis

  • Authors:
  • D. Muruga Radha Devi;V. Maheswari;P. Thambidurai

  • Affiliations:
  • Sathyabama University, Chennai, India;Sathyabama University, Chennai, India;PKIET, Karaikal

  • Venue:
  • Proceedings of the 1st Amrita ACM-W Celebration on Women in Computing in India
  • Year:
  • 2010

Quantified Score

Hi-index 0.00

Visualization

Abstract

The problem of statistics and aggregate maintenance over data streams has gained popularity in recent years, especially in telecommunication network monitoring, web-click streams, stock tickers and other time- variant data. The amount of data generated in such applications can become too large to store, or if stored too large to scan multiple times. So we consider queries over data streams that are biased towards the more recent values. Approximate query processing has emerged as a cost-effective approach for dealing with huge data volumes and stringent response time requirements of today's Decision Support systems. So we propose the use of wavelets as an effective tool for general purpose approximate query processing in modern, high dimensional applications. We develop a method called Adaptive framework for Recent-biased approximations, aiming at making traditional dimension reduction techniques actionable in Recent-biased time series analysis. In this framework time series data are first partitioned into segments and a dimension reduction technique is applied to each segment. Then more coefficients are kept for more recent data while fewer left for older data. This guarantees extremely fast response times since the query execution engine can do bulk of its processing over compact sets of wavelet coefficients essentially postponing the expansion into relational tuples until the end-result of the query. An extensive experimental study with synthetic as well as real life data sets establishes the effectiveness of our wavelet based approach compared to the traditional methods.