Scalable modeling for large collections of time series

Abstract

In various embodiments, a computing device, a non-transitory storage medium, and a computer implemented method of improving a computational efficiency of a computing platform in processing a time series data includes receiving the time series data and grouping it into a hierarchy of partitions of related time series. The hierarchy has different partition levels. A computation capability of a computing platform is determined. A partition level, from the different partition levels, is selected based on the determined computation capability. One or more modeling tasks are defined, each modeling task including a group of time series of the plurality of time series, based on the selected partition level. One or more modeling tasks are executed in parallel on the computing platform by, for each modeling task, training a model using all the time series in the group of time series of the corresponding modeling task.