TY - GEN
T1 - An event-based service framework for learning, querying and monitoring multivariate time series
AU - Ngan, Chun Kit
AU - Brodsky, Alexander
AU - Lin, Jessica
PY - 2012
Y1 - 2012
N2 - We propose an event-based service framework for Multivariate Time Series Analytics (MTSA) that supports model definition, querying, parameter learning, model evaluation, monitoring, and decision recommendation on events. Our approach combines the strengths of both domain-knowledge-based and formal-learning-based approaches for maximizing utility on events over multivariate 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 an event-based service framework for Multivariate Time Series Analytics (MTSA) that supports model definition, querying, parameter learning, model evaluation, monitoring, and decision recommendation on events. Our approach combines the strengths of both domain-knowledge-based and formal-learning-based approaches for maximizing utility on events over multivariate 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=84861673765&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84861673765&partnerID=8YFLogxK
U2 - 10.1007/978-3-642-29958-2_14
DO - 10.1007/978-3-642-29958-2_14
M3 - Conference contribution
AN - SCOPUS:84861673765
SN - 9783642299575
T3 - Lecture Notes in Business Information Processing
SP - 208
EP - 223
BT - Enterprise Information Systems - 13th International Conference, ICEIS 2011, Revised Selected Papers
PB - Springer Verlag
T2 - 13th International Conference on Enterprise Information Systems, ICEIS 2011
Y2 - 8 June 2011 through 11 June 2011
ER -