A data series, is a sequence of data points ordered over a dimension (time in the case of time-series). Data series are present in virtually every scientific and social domain: from health care, astronomy and biology, to finance and the internet-of-things. It is not unusual for applications in these domains to involve numbers of sequences (or subsequences) in the order of billions. As a result, analysts are unable to handle the vast amounts of data series that they have to filter and process.
It is noteworthy that common practice in various domains is to use custom data analysis solutions, usually built using higher level programming languages, such as R/Python. Such techniques, while commonly acceptable in small data processing scenarios, are unfit for larger scale data management and exploration. This is because they come in contrast to all previous database research, not taking advantage of indexes, physical data independence, query optimization, and data processing methods designed for scalability.
The reason why existing systems are unsuitable for data series, and as a result, not used, is that they have been designed and optimized for fundamentally different data and query models. Current relational storage layers cannot handle the access patterns that analysts are interested in, without scanning large amounts of unnecessary data or without large processing overhead. Thus, making complex analytics inefficient. Moreover, relational query languages are not an intuitive interface for expressing data series specific queries. In order to alleviate these problems, and exploit the potential of sequential data analytics, specialized data series storage and retrieval systems have to be developed,. Such systems, will allow analysts – across different fields – to efficiently retrieve and manipulate their sequences of interest.
Along these lines, our goal is to develop a specialized data series storage layer that goes beyond relational and array databases, by being able to organize data series in a way that fits specialized data series workloads. Such a system has the potential to optimize data processing pipelines in many different domains as diverse as biology, IoT data analytics, and finance to personalized medicine.