Toolkit com.ibm.streams.timeseries 3.1.0

SPL standard and specialized toolkits > com.ibm.streams.timeseries 3.1.0

General Information

The operators and functions in the TimeSeries Toolkit condition, analyze, and model time series data.

A time series is a sequence of numerical data that represents the value of an object or multiple objects over time. For example, you can have time series that contain: the monthly electricity usage that is collected from smart meters; daily stock prices and trading volumes; ECG recordings; seismographs; or network performance records. Time series have a temporal order and this temporal order is the foundation of all time series analysis algorithms.

There are three main types of processing that you can perform on time series data in InfoSphere® Streams:

Data preprocessing involves reading, repairing, and conditioning time series.
Data analysis involves investigating the underlying information for the time series. For example, analysis operators calculate statistics and correlations, and decompose and transform time series.
Data modeling involves the creation of a model of the time series and the use of that model for prediction or regression.

The toolkit also provides a set of functions that you can see to generate time series for test and validation purposes.

Time series: A time series is a sequence of numerical data that represents the value of an object or multiple objects over time.

Developing and running applications that use the TimeSeries Toolkit: To create applications that use the TimeSeries Toolkit, you must configure either Streams Studio or the SPL compiler to be aware of the location of the toolkit.

Control input port and supported control signals and parameters: The control port is an optional input port where you can send control signals to control the behavior of an operator.

Monitor output port: The monitor port is an optional output port that outputs operator coefficients.

Control input port and supported control signals and parameters for GAMLearner and GAMScorer operators: The control port is an optional input port where you can send control signals to control the behavior of an operator.

Monitor output port for GAMLearner and GAMScorer operators: The monitor port is an optional output port where the operator writes the Predictive Markup Modeling Language (PMML) file, which represents the operator model.

Version: 3.1.0
Required Product Version: 4.0.0.0