# Scalable Model-Based Management of Correlated Dimensional Time Series in   ModelarDB+

**Authors:** S{\o}ren Kejser Jensen, Torben Bach Pedersen, Christian Thomsen

arXiv: 1903.10269 · 2021-06-30

## TL;DR

This paper introduces a scalable, model-based approach for managing correlated high-frequency time series data, enabling efficient compression and query processing in infrastructure monitoring systems.

## Contribution

It presents the first Multi-Model Group Compression (MMGC) method, GOLEMM, extending model types for better compression and providing algorithms for efficient aggregate queries in a new time series management system.

## Key findings

- Up to 13.7x faster ingestion compared to traditional formats.
- 113x better compression due to adaptive modeling.
- 630x faster aggregate query performance.

## Abstract

To monitor critical infrastructure, high quality sensors sampled at a high frequency are increasingly used. However, as they produce huge amounts of data, only simple aggregates are stored. This removes outliers and fluctuations that could indicate problems. As a remedy, we present a model-based approach for managing time series with dimensions that exploits correlation in and among time series. Specifically, we propose compressing groups of correlated time series using an extensible set of model types within a user-defined error bound (possibly zero). We name this new category of model-based compression methods for time series Multi-Model Group Compression (MMGC). We present the first MMGC method GOLEMM and extend model types to compress time series groups. We propose primitives for users to effectively define groups for differently sized data sets, and based on these, an automated grouping method using only the time series dimensions. We propose algorithms for executing simple and multi-dimensional aggregate queries on models. Last, we implement our methods in the Time Series Management System (TSMS) ModelarDB (ModelarDB+). Our evaluation shows that compared to widely used formats, ModelarDB+ provides up to 13.7 times faster ingestion due to high compression, 113 times better compression due to the adaptivity of GOLEMM, 630 times faster aggregates by using models, and close to linear scalability. It is also extensible and supports online query processing.

## Full text

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## Figures

31 figures with captions in the complete paper: https://tomesphere.com/paper/1903.10269/full.md

## References

30 references — full list in the complete paper: https://tomesphere.com/paper/1903.10269/full.md

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Source: https://tomesphere.com/paper/1903.10269