Scalable Empirical Dynamic Modeling with Parallel Computing and Approximate k-NN Search

Empirical Dynamic Modeling (EDM) is a mathematical framework for modeling and predicting non-linear time series data. Although EDM is increasingly adopted in various research fields, its application to large-scale data has been limited due to its high computational cost. This article presents kEDM,...

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Veröffentlicht in:IEEE access 2023-01, Vol.11, p.1-1
Hauptverfasser: Takahashi, Keichi, Ichikawa, Kohei, Park, Joseph, Pao, Gerald M.
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Sprache:eng
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Zusammenfassung:Empirical Dynamic Modeling (EDM) is a mathematical framework for modeling and predicting non-linear time series data. Although EDM is increasingly adopted in various research fields, its application to large-scale data has been limited due to its high computational cost. This article presents kEDM, a high-performance implementation of EDM for analyzing large-scale time series datasets. kEDM adopts the Kokkos performance-portable programming model to efficiently run on both CPU and GPU while sharing a single code base. We also conduct hardware-specific optimization of performance-critical kernels. kEDM achieved up to 6.58× speedup in pairwise causal inference of real-world biology datasets compared to an existing EDM implementation. Furthermore, we integrate multiple approximate k-NN search algorithms into EDM to enable the analysis of extremely large datasets that were intractable with conventional EDM based on exhaustive k-NN search. EDM-based time series forecast enhanced with approximate k-NN search demonstrated up to 790× speedup compared to conventional Simplex projection with less than 1% increase in MAPE.
ISSN:2169-3536
2169-3536
DOI:10.1109/ACCESS.2023.3289836