SCMFTS: Scalable and Distributed Complexity Measures and Features for Univariate and Multivariate Time Series in Big Data Environments
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Time seriesTime series featuresFeature-based approachBig DataScalability
Baldán, F.J... [et al.]. SCMFTS: Scalable and Distributed Complexity Measures and Features for Univariate and Multivariate Time Series in Big Data Environments. Int J Comput Intell Syst 14, 186 (2021). [https://doi.org/10.1007/s44196-021-00036-7]
PatrocinadorSpanish Government TIN2016-81113-R BES-2017-080137; Andalusian Regional Government, Spain P12-TIC-2985 P18-TP-5168; European Commission European Commission Joint Research Centre European Commission
Time series data are becoming increasingly important due to the interconnectedness of the world. Classical problems, which are getting bigger and bigger, require more and more resources for their processing, and Big Data technologies offer many solutions. Although the principal algorithms for traditional vector-based problems are available in Big Data environments, the lack of tools for time series processing in these environments needs to be addressed. In this work, we propose a scalable and distributed time series transformation for Big Data environments based on well-known time series features (SCMFTS), which allows practitioners to apply traditional vector-based algorithms to time series problems. The proposed transformation, along with the algorithms available in Spark, improved the best results in the state-of-the-art on the Wearable Stress and Affect Detection dataset, which is the biggest publicly available multivariate time series dataset in the University of California Irvine (UCI) Machine Learning Repository. In addition, SCMFTS showed a linear relationship between its runtime and the number of processed time series, demonstrating a linear scalable behavior, which is mandatory in Big Data environments. SCMFTS has been implemented in the Scala programming language for the Apache Spark framework, and the code is publicly available.