Extreme-Scale Model-Based Time Series Management with ModelarDB (Invited Talk)

Abstract

To monitor critical industrial devices such as wind turbines, high quality sensors sampled at a high frequency are increasingly used. Current technology does not handle these extreme-scale time series well [Søren Kejser Jensen et al., 2017], so only simple aggregates are traditionally stored, removing outliers and fluctuations that could indicate problems. As a remedy, we present a model-based approach for managing extreme-scale time series that approximates the time series values using mathematical functions (models) and stores only model coefficients rather than data values. Compression is done both for individual time series and for correlated groups of time series. The keynote will present concepts, techniques, and algorithms from model-based time series management and our implementation of these in the open source Time Series Management System (TSMS) ModelarDB[Søren Kejser Jensen et al., 2018; Søren Kejser Jensen et al., 2019; Søren Kejser Jensen et al., 2021] . Furthermore, it will present our experimental evaluation of ModelarDB on extreme-scale real-world time series, which shows that that compared to widely used Big Data formats, ModelarDB provides up to 14× faster ingestion due to high compression, 113× better compression due to its adaptability, 573× faster aggregatation by using models, and close to linear scale-out scalability. ModelarDB is being commercialized by the spin-out company ModelarData.