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CRF-RDTE-TR-20101102-0211/2/2009Public Distribution| Michael
CorselloCORSELLORESEARCHFOUNDATION TIMESERIESDATA BACKGROUNDCONCEPTS
Corsello Research FoundationPublic Distribution CRF-RDTE-TR-20101102-02 Abstract
Time Series data is an informational construct to deal with sequential data
taken in time. Based upon apriori knowledge of temporal sequences, data may be
managed in ways that enhance storage orperformance efficiencies. Time Series
analysis is the set of analytic techniques that operate upon timeseries data.
Corsello Research FoundationPublic Distribution CRF-RDTE-TR-20101102-02Table of
ContentsAbstract
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2Introduction
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4Temporal Concept
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4Time Series
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4Time Domain
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5Time Interval
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5Measure Interval
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6Relationship to Temporal Data
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6Collection
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7Use
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8Methodologies of Use
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9Enumeration
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9Storage
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10Mechanisms of Storage
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10Field Storage
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10Time Series Field Storage Concepts
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11Single Field Time Series
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12Multiple Field Time Series
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12RDBMS Storage
Patterns........................................................................
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15Flat Temporal
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15Flat Time Series
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15Entity Time Series
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16Dynamic Time Series
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18Conclusions
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20Appendices
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21Acronym List
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21Works Cited
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21
Corsello Research FoundationPublic Distribution
CRF-RDTE-TR-20101102-02IntroductionSensors and other continual monitoring data
collection efforts are used scientific computing and manyrelated fields. These
forms of data collection have a common underlying premise of a fixed set of
datafields collected at regular time intervals over a longer-term time period.
This is the essence of a timeseries.How time series data is collected and used
has a direct influence on the storage methodology thatshould be used. In
general, time series data is a form of temporal data that is managed as a set.
It is theuniformity of the collection that enables and favors specific treatment
for management.Temporal Concept Time is an intrinsic concept familiar to us all,
itmarks the when of all events and conversely, all eventsmay be marked by
when they occur. All measurements are collected in time, a temperature
(say15oC) is a value measured at a point in time (and space). Most intuitively,
measurements are takenatthe time now for when the measurement occurs. At any
point in time after the measurement wasrecorded, it can be referred to by the
time of the measurement. This basic concept implies that all datais temporal in
nature.The term temporal in this construct means with respect to time or of
or pertaining to time whereare key term is data. Thus, temporal data is any
data that has value measured with respect to orbound by time. More specifically,
temporal data is about bounding the validity or relevance of a specificdata
point in time. Again, for our temperature data measure, that measure is only
valid with respect towhat was measured at a fixed point in time. If a river is
measured to be 15oC; that measurement is onlyvalid at the point in time the
measurement was taken.For any data measurement, the value measured (15oC) is
non-temporal (15oC is a value, it is the thingmeasured a river which makes
it temporal). For certain very specific applications, a measurementmay not be
capable of variance over time and is therefore temporally static. This does not
imply thatthe data is not temporal, only that the temporal validity of the
measurement is equivalent to thetemporal life of the item measured. For example,
a standard bathtub is 60 in length. Thatmeasurement is temporal for any bath
tub, once manufactured it may be measured and will be 60 inlength. Since the
length of the tub does not change (at a relevant scale which may be important),
wecan say the tub is always 60 long. In this case all subsequent measures of
length will be equivalent.This indicates a deeper meaning the item measured
doesnt change over time however, eachmeasurement is still temporal indicating
when it was measured.These are two distinct concepts,temporality of the
measurement and temporality of the item measured .Time SeriesA time series is
defined as a fixed structure of data collected repeatedly over time at fixed
intervals. Thisdefinition is very broad and as such allows for variability in
several areas.
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