Model and requirements for a multiresolution time series database management system

In this paper we define a model for multiresolution time series database management systems. The main objective is to store compactly a time series and manage consistently its temporal dimension. It is achieved by extracting diferent resolutions and attributes summaries from the time series. Our work is concerned in putting together two areas of study: time series analysis and database management systems (DBMS). Time series analysis offers a great deal of methodologies and algorithms to process time series data and database field provides software expertise in managing data. Therefore it is of primary relevance that DBMS support time series.Preprin

Formalism for a multiresolution time series database model

We formalise a specialised database management system model for time series using a multiresolution approach. These special purpose database systems store time series lossy compressed in a space-bounded storage. Time series can be stored at multiple resolutions, using distinct attribute aggregations and keeping its temporal attribute managed in a consistent way. The model exhibits a generic approach that facilitates its customisation to suit better the actual application requirements in a given context. The elements, the meaning of which depends on a real application, are of generic nature. Furthermore, we consider some specific time series properties that are a challenge in the multiresolution approach. We also describe a reference implementation of the model and introduce a use case based on real data.Peer ReviewedPostprint (author's final draft