Massively Parallel Architectures and Algorithms for Time Series Analysis

With the recent development of massively parallel computing, extremely large amounts of processing power and memory capacity are available for the analysis of complex data sets. At the same time, the complexity and size of these data sets has been increasing. Both of these trends are expected to continue for the foreseeable future. This paper will provide a general overview of massively parallel architectures and algorithms for the analysis of time series data. Two distinct approaches to this problem, computational and memory-based, will be described. 1 Introduction The last decade has seen a revolution in large scale computation. The massively parallel processing (MPP) paradigm, originally seen as an outsider in the supercomputer race, is widely recognized as the technology of the future. In this paper we will discuss a number of approaches to time series data analysis using massively parallel computers. We will first review some of the current levels and trends in MPP technology and..