Time series analysis acceleration with advanced vectorization extensions

Time series analysis is an important research topic and a key step in monitoring and predicting events in many fields. Recently, the Matrix Profile method, and particularly two of its Euclidean-distance-based implementations—SCRIMP and SCAMP—have become the state-of-the-art approaches in this field. Those algorithms bring the possibility of obtaining exact motifs and discords from a time series, which can be used to infer events, predict outcomes, detect anomalies and more. While matrix profile is embarrassingly parallelizable, we find that auto-vectorization techniques fail to fully exploit the SIMD capabilities of modern CPU architectures. In this paper, we develop custom-vectorized SCRIMP and SCAMP implementations based on AVX2 and AVX-512 extensions, which we combine with multithreading techniques aimed at exploiting the potential of the underneath architectures. Our experimental evaluation, conducted using real data, shows a performance improvement of more than 4× with respect to the auto-vectorization.This work has been supported by the Government of Spain under project PID2019-105396RB-I00, and Junta de Andalucía under projects P18-FR-3433, and UMA18-FEDERJA-197.Peer ReviewedPostprint (published version

Time series analysis acceleration with advanced vectorization extensions

Time series analysis is an important research topic and a key step in monitoring and predicting events in many felds. Recently, the Matrix Profle method, and particularly two of its Euclidean-distance-based implementations—SCRIMP and SCAMP—have become the state-of-the-art approaches in this feld. Those algorithms bring the possibility of obtaining exact motifs and discords from a time series, which can be used to infer events, predict outcomes, detect anomalies and more. While matrix profle is embarrassingly parallelizable, we fnd that auto-vectorization techniques fail to fully exploit the SIMD capabilities of modern CPU architectures. In this paper, we develop custom-vectorized SCRIMP and SCAMP implementations based on AVX2 and AVX-512 extensions, which we combine with multithreading techniques aimed at exploiting the potential of the underneath architectures. Our experimental evaluation, conducted using real data, shows a performance improvement of more than 4× with respect to the auto-vectorization.Funding for open access publishing: Universidad Málaga/CBU

TraTSA: A Transprecision Framework for Efficient Time Series Analysis

Time series analysis (TSA) comprises methods for extracting information in domains as diverse as medicine, seismology, speech recognition and economics. Matrix Profile (MP) is the state-of-the-art TSA technique, which provides the most similar neighbor to each subsequence of the time series. However, this computation requires a huge amount of floating-point (FP) operations, which are a major contributor ( 50%) to the energy consumption in modern computing platforms. In this sense, Transprecision Computing has recently emerged as a promising approach to improve energy efficiency and performance by using fewer bits in FP operations while providing accurate results. In this work, we present TraTSA, the first transprecision framework for efficient time series analysis based on MP. TraTSA allows the user to deploy a high-performance and energy-efficient computing solution with the exact precision required by the TSA application. To this end, we first propose implementations of TraTSA for both commodity CPU and FPGA platforms. Second, we propose an accuracy metric to compare the results with the double-precision MP. Third, we study MP’s accuracy when using a transprecision approach. Finally, our evaluation shows that, while obtaining results accurate enough, the FPGA transprecision MP (i) is 22.75 faster than a 72-core server, and (ii) the energy consumption is up to 3.3 lower than the double-precision executions.This work has been supported by the Government of Spain under project PID2019-105396RB-I00, and Junta de Andalucia under projects P18-FR-3433 and UMA18-FEDERJA-197. Funding for open access charge: Universidad de Málaga / CBUA

NATSA: A Near-Data Processing Accelerator for Time Series Analysis

Time series analysis is a key technique for extracting and predicting events in domains as diverse as epidemiology, genomics, neuroscience, environmental sciences, economics, and more. Matrix profile, the state-of-the-art algorithm to perform time series analysis, computes the most similar subsequence for a given query subsequence within a sliced time series. Matrix profile has low arithmetic intensity, but it typically operates on large amounts of time series data. In current computing systems, this data needs to be moved between the off-chip memory units and the on-chip computation units for performing matrix profile. This causes a major performance bottleneck as data movement is extremely costly in terms of both execution time and energy. In this work, we present NATSA, the first Near-Data Processing accelerator for time series analysis. The key idea is to exploit modern 3D-stacked High Bandwidth Memory (HBM) to enable efficient and fast specialized matrix profile computation near memory, where time series data resides. NATSA provides three key benefits: 1) quickly computing the matrix profile for a wide range of applications by building specialized energy-efficient floating-point arithmetic processing units close to HBM, 2) improving the energy efficiency and execution time by reducing the need for data movement over slow and energy-hungry buses between the computation units and the memory units, and 3) analyzing time series data at scale by exploiting low-latency, high-bandwidth, and energy-efficient memory access provided by HBM. Our experimental evaluation shows that NATSA improves performance by up to 14.2x (9.9x on average) and reduces energy by up to 27.2x (19.4x on average), over the state-of-the-art multi-core implementation. NATSA also improves performance by 6.3x and reduces energy by 10.2x over a general-purpose NDP platform with 64 in-order cores.Comment: To appear in the 38th IEEE International Conference on Computer Design (ICCD 2020