Forecasting extrapolates the values of a time series into the future, and is crucial to optimize core operations for many businesses and organizations. Building machine learning (ML)-based forecasting applications presents a challenge though, due to non-stationary data and large numbers of time series. As there is no single dominating approach to forecasting, forecasting systems have to support a wide variety of approaches, ranging from deep learning-based methods to classical methods built on probabilistic modelling. We revisit our earlier work on a monolithic platform for forecasting from VLDB 2017, and describe how we evolved it into a modern forecasting stack consisting of several layers that support a wide range of forecasting needs and automate common tasks like model selection. This stack leverages our open source forecasting libraries GluonTS and AutoGluon-TimeSeries , the scalable ML platform SageMaker , and forms the basis of the no-code forecasting solutions ( SageMaker Canvas and Amazon Forecast ), available in the Amazon Web Services cloud. We give insights into the predictive performance of our stack and discuss learnings from using it to provision resources for the cloud database services DynamoDB, Redshift and Athena.

We introduce the Gluon Time Series Toolkit (GluonTS), a Python library for deep learning based time series modeling for ubiquitous tasks, such as forecasting and anomaly detection. GluonTS simplifies the time series modeling pipeline by providing the necessary components and tools for quick model development, efficient experimentation and evaluation. In addition, it contains reference implementations of state-of-the-art time series models that enable simple benchmarking of new algorithms.

Parallel dataflow engines such as Apache Hadoop, Apache Spark, and Apache Flink are an established alternative to relational databases for modern data analysis applications. A characteristic of these systems is a scalable programming model based on distributed collections and parallel transformations expressed by means of second-order functions such as map and reduce. Notable examples are Flink’s DataSet and Spark’s RDD programming abstractions. These programming models are realized as EDSLs—domain specific languages embedded in a general-purpose host language such as Java, Scala, or Python. This approach has several advantages over traditional external DSLs such as SQL or XQuery. First, syntactic constructs from the host language (e.g., anonymous functions syntax, value definitions, and fluent syntax via method chaining) can be reused in the EDSL. This eases the learning curve for developers already familiar with the host language. Second, it allows for seamless integration of library methods written in the host language via the function parameters passed to the parallel dataflow operators. This reduces the effort for developing analytics dataflows that go beyond pure SQL and require domain-specific logic. At the same time, however, state-of-the-art parallel dataflow EDSLs exhibit a number of shortcomings. First, one of the main advantages of an external DSL such as SQL—the high-level, declarative Select-From-Where syntax—is either lost completely or mimicked in a non-standard way. Second, execution aspects such as caching, join order, and partial aggregation have to be decided by the programmer. Optimizing them automatically is very difficult due to the limited program context available in the intermediate representation of the DSL. In this article, we argue that the limitations listed above are a side effect of the adopted type-based embedding approach. As a solution, we propose an alternative EDSL design based on quotations. We present a DSL embedded in Scala and discuss its compiler pipeline, intermediate representation, and some of the enabled optimizations. We promote the algebraic type of bags in union representation as a model for distributed collections and its associated structural recursion scheme and monad as a model for parallel collection processing. At the source code level, Scala’s comprehension syntax over a bag monad can be used to encode Select-From-Where expressions in a standard way. At the intermediate representation level, maintaining comprehensions as a first-class citizen can be used to simplify the design and implementation of holistic dataflow optimizations that accommodate for nesting and control-flow. The proposed DSL design therefore reconciles the benefits of embedded parallel dataflow DSLs with the declarativity and optimization potential of external DSLs like SQL.

Parallel dataflow APIs based on second-order functions were originally seen as a flexible alternative to SQL. Over time, however, their complexity increased due to the number of physical aspects that had to be exposed by the underlying engines in order to facilitate efficient execution. To retain a sufficient level of abstraction and lower the barrier of entry for data scientists, projects like Spark and Flink currently offer domain-specific APIs on top of their parallel collection abstractions. This demonstration highlights the benefits of an alternative design based on deep language embedding. We showcase Emma - a programming language embedded in Scala. Emma promotes parallel collection processing through native constructs like Scala's for-comprehensions - a declarative syntax akin to SQL. In addition, Emma also advocates quasi-quoting the entire data analysis algorithm rather than its individual dataflow expressions. This allows for decomposing the quoted code into (sequential) control flow and (parallel) dataflow fragments, optimizing the dataflows in context, and transparently offloading them to an engine like Spark or Flink. The proposed design promises increased programmer productivity due to avoiding an impedance mismatch, thereby reducing the lag times and cost of data analysis.

The appeal of MapReduce has spawned a family of systems that implement or extend it. In order to enable parallel collection processing with User-Defined Functions (UDFs), these systems expose extensions of the MapReduce programming model as library-based dataflow APIs that are tightly coupled to their underlying runtime engine. Expressing data analysis algorithms with complex data and control flow structure using such APIs reveals a number of limitations that impede programmer's productivity.

The efficient, distributed factorization of large matrices on clusters of commodity machines is crucial to applying latent factor models in industrial-scale recommender systems. We propose an efficient, data-parallel low-rank matrix factorization with Alternating Least Squares which uses a series of broadcast-joins that can be efficiently executed with MapReduce.

The current research focus on Big Data systems calls for a rethinking of data generation methods. The traditional sequential data generation approach is not well suited to large-scale systems as generating a terabyte of data may require days or even weeks depending on the number of constraints imposed on the generated model. We demonstrate Myriad , a new data generation toolkit that enables the specification of semantically rich data generator programs that can scale out linearly in a shared-nothing environment. Data generation programs built on top of Myriad implement an efficient parallel execution strategy leveraged by the extensive use of pseudo-random number generators with random access support.

Large-scale data analysis applications require processing and analyzing of Terabytes or even Petabytes of data, particularly in the areas of web analysis or scientific data management. This trend has been discussed as "web-scale data management" in a panel at VLDB 2009. Formerly, parallel data processing was the domain of parallel database systems. Today, novel requirements like scaling out to thousands of machines, improved fault-tolerance, and schema free processing have made a case for new approaches.