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From Manuel Blechschmidt <Manuel.Blechschm...@gmx.de>
Subject Re: Time series analysis
Date Mon, 05 Dec 2011 13:14:58 GMT
Hi myn,
as far as I know there are not a lot of time series analyzing algorithms implemented in mahout.

To be concrete:

There are no ARIMA algorithms for forecasting:
http://en.wikipedia.org/wiki/Autoregressive_integrated_moving_average
(you could use R: http://cran.r-project.org/web/packages/forecast/index.html)

There is no fast fourier transformation:
http://en.wikipedia.org/wiki/Fast_Fourier_transform
(you could use R too: http://ugrad.stat.ubc.ca/R/library/stats/html/fft.html)
(you could use Apache math commons: https://issues.apache.org/jira/browse/MATH-216)

Actually there are hidden markov models:
https://issues.apache.org/jira/browse/MAHOUT-396

On 05.12.2011, at 02:47, myn wrote:

> does mahout contain this method?
> or is there any other open soure projcet about this?

You are invited to port these algorithms to the Mahout platform especially in a distributed
manner. Keep in mind that paralyzing time series algorithms is still on going research:
http://www.r-bloggers.com/functional-and-parallel-time-series-cross-validation/
http://www.fftw.org/parallel/parallel-fftw.html

/Manuel

-- 
Manuel Blechschmidt
Dortustr. 57
14467 Potsdam
Mobil: 0173/6322621
Twitter: http://twitter.com/Manuel_B


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