Exploring Scalability in Large-Scale Time Series in DeepVATS framework

[Submitted on 8 Aug 2024]

View a PDF of the paper titled Exploring Scalability in Large-Scale Time Series in DeepVATS framework, by Inmaculada Santamaria-Valenzuela and 2 other authors

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Abstract:Visual analytics is essential for studying large time series due to its ability to reveal trends, anomalies, and insights. DeepVATS is a tool that merges Deep Learning (Deep) with Visual Analytics (VA) for the analysis of large time series data (TS). It has three interconnected modules. The Deep Learning module, developed in R, manages the load of datasets and Deep Learning models from and to the Storage module. This module also supports models training and the acquisition of the embeddings from the latent space of the trained model. The Storage module operates using the Weights and Biases system. Subsequently, these embeddings can be analyzed in the Visual Analytics module. This module, based on an R Shiny application, allows the adjustment of the parameters related to the projection and clustering of the embeddings space. Once these parameters are set, interactive plots representing both the embeddings, and the time series are shown. This paper introduces the tool and examines its scalability through log analytics. The execution time evolution is examined while the length of the time series is varied. This is achieved by resampling a large data series into smaller subsets and logging the main execution and rendering times for later analysis of scalability.