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From myn <...@163.com>
Subject Re:Re: Time series analysis
Date Wed, 07 Dec 2011 07:04:34 GMT
thank you, i had view the source code,
it only compute the last average of N  ,not consider Season factor

the code as follow
 
point_sum = 0;
    for (int x = 0; x < oWindow.size(); x++) {
     point_sum += oWindow.get(x).fValue;
    } // for
    moving_avg = point_sum / oWindow.size();
    out_val.set("Moving Average: " + moving_avg);




At 2011-12-07 06:52:39,"Raphael Cendrillon" <cendrillon1978@gmail.com> wrote:
>If the data series is large it might be interesting to further split the job over time
using overlap/add or overlap/save, or even an FFT suitably partitioned. 
>
>On Dec 6, 2011, at 1:48 PM, Josh Patterson <josh@cloudera.com> wrote:
>
>> Mahout currently does not have, afaik, much/any time series specific
>> code for it. If I were to point someone at some good resources I'd
>> start wtih:
>> 
>> - Box and Jenkins book
>> - Dr Keogh's line of research on time series pattern matching
>> 
>> And then beyond that it begins to become "what are you specifically
>> looking for?". R is typically the "go to" resource for a lot of time
>> series work, but there has been some very successful work with Hadoop
>> and large scale time series data. Below I link to a few articles where
>> time series techniques are demonstrated with Hadoop. Specifically here
>> is a blog article on general time series processing with  Hadoop:
>> 
>> http://www.cloudera.com/blog/2011/03/simple-moving-average-secondary-sort-and-mapreduce-part-1/
>> http://www.cloudera.com/blog/2011/03/simple-moving-average-secondary-sort-and-mapreduce-part-2/
>> http://www.cloudera.com/blog/2011/04/simple-moving-average-secondary-sort-and-mapreduce-part-3/
>> 
>> Beyond that you could take a look at how we applied these concepts to
>> the US powergrid PMU / smartgrid data back in 2009:
>> 
>> http://openpdc.codeplex.com
>> http://www.slideshare.net/jpatanooga/oscon-data-2011-lumberyard
>> 
>> Hope that gets you going,
>> 
>> Josh
>> 
>> 2011/12/4 myn <myn@163.com>:
>>> does mahout contain this method?
>>> or is there any other open soure projcet about this?
>> 
>> 
>> 
>> -- 
>> Twitter: @jpatanooga
>> Solution Architect @ Cloudera
>> hadoop: http://www.cloudera.com

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