Towards Integrated Data Analytics: Time Series Forecasting in DBMS

Integrating sophisticated statistical methods into database management systems is gaining more and more attention in research and industry in order to be able to cope with increasing data volume and increasing complexity of the analytical algorithms. One important statistical method is time series forecasting, which is crucial for decision making processes in many domains. The deep integration of time series forecasting offers additional advanced functionalities within a DBMS. More importantly, however, it allows for optimizations that improve the efficiency, consistency, and transparency of the overall forecasting process. To enable efficient integrated forecasting, we propose to enhance the traditional 3-layer ANSI/SPARC architecture of a DBMS with forecasting functionalities. This article gives a general overview of our proposed enhancements and presents how forecast queries can be processed using an example from the energy data management domain. We conclude with open research topics and challenges that arise in this area

Predicting Motivations of Actions by Leveraging Text

Understanding human actions is a key problem in computer vision. However, recognizing actions is only the first step of understanding what a person is doing. In this paper, we introduce the problem of predicting why a person has performed an action in images. This problem has many applications in human activity understanding, such as anticipating or explaining an action. To study this problem, we introduce a new dataset of people performing actions annotated with likely motivations. However, the information in an image alone may not be sufficient to automatically solve this task. Since humans can rely on their lifetime of experiences to infer motivation, we propose to give computer vision systems access to some of these experiences by using recently developed natural language models to mine knowledge stored in massive amounts of text. While we are still far away from fully understanding motivation, our results suggest that transferring knowledge from language into vision can help machines understand why people in images might be performing an action.Comment: CVPR 201

Forecasting in Database Systems

Time series forecasting is a fundamental prerequisite for decision-making processes and crucial in a number of domains such as production planning and energy load balancing. In the past, forecasting was often performed by statistical experts in dedicated software environments outside of current database systems. However, forecasts are increasingly required by non-expert users or have to be computed fully automatically without any human intervention. Furthermore, we can observe an ever increasing data volume and the need for accurate and timely forecasts over large multi-dimensional data sets. As most data subject to analysis is stored in database management systems, a rising trend addresses the integration of forecasting inside a DBMS. Yet, many existing approaches follow a black-box style and try to keep changes to the database system as minimal as possible. While such approaches are more general and easier to realize, they miss significant opportunities for improved performance and usability. In this thesis, we introduce a novel approach that seamlessly integrates time series forecasting into a traditional database management system. In contrast to flash-back queries that allow a view on the data in the past, we have developed a Flash-Forward Database System (F2DB) that provides a view on the data in the future. It supports a new query type - a forecast query - that enables forecasting of time series data and is automatically and transparently processed by the core engine of an existing DBMS. We discuss necessary extensions to the parser, optimizer, and executor of a traditional DBMS. We furthermore introduce various optimization techniques for three different types of forecast queries: ad-hoc queries, recurring queries, and continuous queries. First, we ease the expensive model creation step of ad-hoc forecast queries by reducing the amount of processed data with traditional sampling techniques. Second, we decrease the runtime of recurring forecast queries by materializing models in a specialized index structure. However, a large number of time series as well as high model creation and maintenance costs require a careful selection of such models. Therefore, we propose a model configuration advisor that determines a set of forecast models for a given query workload and multi-dimensional data set. Finally, we extend forecast queries with continuous aspects allowing an application to register a query once at our system. As new time series values arrive, we send notifications to the application based on predefined time and accuracy constraints. All of our optimization approaches intend to increase the efficiency of forecast queries while ensuring high forecast accuracy

Indexing forecast models for matching and maintenance

Forecasts are important to decision-making and risk assessment in many domains. There has been recent interest in integrating forecast queries inside a DBMS. Answering a forecast query requires the creation of forecast models. Creating a forecast model is an expensive process and may require several scans over the base data as well as expensive operations to estimate model parameters. However, if forecast queries are issued repeatedly, answer times can be reduced significantly if forecast models are reused. Due to the possibly high number of forecast queries, existing models need to be found quickly. Therefore, we propose a model index that efficiently stores forecast models and allows for the efficient reuse of existing ones. Our experiments illustrate that the model index shows a negligible overhead for update transactions, but it yields significant improvements during query execution

Forecasting the data cube

Forecasting time series data is crucial in a number of domains such as supply chain management and display advertisement. In these areas, the time series data to forecast is typically organized along multiple dimensions leading to a high number of time series that need to be forecasted. Most current approaches focus only on selection and optimizing a forecast model for a single time series. In this paper, we explore how we can utilize time series at different dimensions to increase forecast accuracy and, optionally, reduce model maintenance overhead. Solving this problem is challenging due to the large space of possibilities and possible high model creation costs. We propose a model configuration advisor that automatically determines the best set of models, a model configuration, for a given multi-dimensional data set. Our approach is based on a general process that iteratively examines more and more models and simultaneously controls the search space depending on the data set, model type and available hardware. The final model configuration is integrated into F2DB, an extension of PostgreSQL, that processes forecast queries and maintains the configuration as new data arrives. We comprehensively evaluated our approach on real and synthetic data sets. The evaluation shows that our approach significantly increases forecast query accuracy while ensuring low model costs

Transparent Forecasting Strategies in Database Management Systems

Whereas traditional data warehouse systems assume that data is complete or has been carefully preprocessed, increasingly more data is imprecise, incomplete, and inconsistent. This is especially true in the context of big data, where massive amount of data arrives continuously in real-time from vast data sources. Nevertheless, modern data analysis involves sophisticated statistical algorithm that go well beyond traditional BI and, additionally, is increasingly performed by non-expert users. Both trends require transparent data mining techniques that efficiently handle missing data and present a complete view of the database to the user. Time series forecasting estimates future, not yet available, data of a time series and represents one way of dealing with missing data. Moreover, it enables queries that retrieve a view of the database at any point in time - past, present, and future. This article presents an overview of forecasting techniques in database management systems. After discussing possible application areas for time series forecasting, we give a short mathematical background of the main forecasting concepts. We then outline various general strategies of integrating time series forecasting inside a database and discuss some individual techniques from the database community. We conclude this article by introducing a novel forecasting-enabled database management architecture that natively and transparently integrates forecast models

Optimizing Notifications of Subscription-Based Forecast Queries

Integrating sophisticated statistical methods into database management systems is gaining more and more attention in research and industry. One important statistical method is time series forecasting, which is crucial for decision management in many domains. In this context, previous work addressed the processing of ad-hoc and recurring forecast queries. In contrast, we focus on subscription-based forecast queries that arise when an application (subscriber) continuously requires forecast values for further processing. Forecast queries exhibit the unique characteristic that the underlying forecast model is updated with each new actual value and better forecast values might be available. However, (re-)sending new forecast values to the subscriber for every new value is infeasible because this can cause significant overhead at the subscriber side. The subscriber therefore wishes to be notified only when forecast values have changed relevant to the application. In this paper, we reduce the costs of the subscriber by optimizing the notifications sent to the subscriber, i.e., by balancing the number of notifications and the notification length. We introduce a generic cost model to capture arbitrary subscriber cost functions and discuss different optimization approaches that reduce the subscriber costs while ensuring constrained forecast values deviations. Our experimental evaluation on real datasets shows the validity of our approach with low computational costs

Sample-Based Forecasting Exploiting Hierarchical Time Series

Time series forecasting is challenging as sophisticated forecast models are computationally expensive to build. Recent research has addressed the integration of forecasting inside a DBMS. One main benefit is that models can be created once and then repeatedly used to answer forecast queries. Often forecast queries are submitted on higher aggregation levels, e. g., forecasts of sales over all locations. To answer such a forecast query, we have two possibilities. First, we can aggregate all base time series (sales in Austria, sales in Belgium...) and create only one model for the aggregate time series. Second, we can create models for all base time series and aggregate the base forecast values. The second possibility might lead to a higher accuracy but it is usually too expensive due to a high number of base time series. However, we actually do not need all base models to achieve a high accuracy, a sample of base models is enough. With this approach, we still achieve a better accuracy than an aggregate model, very similar to using all models, but we need less models to create and maintain in the database. We further improve this approach if new actual values of the base time series arrive at different points in time. With each new actual value we can refine the aggregate forecast and eventually converge towards the real actual value. Our experimental evaluation using several real-world data sets, shows a high accuracy of our approaches and a fast convergence towards the optimal value with increasing sample sizes and increasing number of actual values respectively