On Time-Series Analysis with Strict Determinism

Like the predictable ebb and flow of ocean tides, we see the rise, falling and passing away of lively debates about event processing languages (EPLs).   For example, you might recall that Louis Lovas, Progress Apama,  did an excellent job in his post, Bending the Nail, where he described why SQL or Extended SQL is not the optimal EPL for event processing.  

A few of us in the “SQL is not necessarily the best EPL” choir started singing with Louis which motivated a counter voice the choir with the post, Fair and unfair criticism of an SQL EP approach only to have the same author counter that post with, One down side to an SQL EP approach.   

Many technologists, including some of my team members at Techrotech, enjoy focusing on linear event processing problems with strict determinism, for example, processing a stream of market data and looking for opportunities to enter or exit the market (algo trading).    These same technologists tend champion event processing problems that are basic transformations of simple streams of time-series data.  

Many of the so-called CEP cybertrading examples (I would argue that these are simple event processing, not complex event processing examples) are not rooted in event processing scenarios that require looking for causal linkages between seemingly unrelated events; for example, debugging complex distributed systems or detecting fraud over long periods of time where sliding time windows on continuous streaming data are only a part of the solution in the uncertain world of  cloudy event-causality relationships.

Time-series analysis with strict determinism are interesting, but I would not go so far at to call this processing “complex event processing” relative to the myriad challenging complex problems in the real-world.

Advertisements

One Response to On Time-Series Analysis with Strict Determinism

  1. Hans says:

    To clarify, I have never argued that SQL is the best EPL. The first post that you mention counters Louis’ particular arguments against SQL-EPLs but never asserts that SQL is the best. As I said in the first paragraph of that post “I agree with some of the general premise of the criticism [against SQL], yet I find many of the particular arguments to be flawed.”

    I also posted a description of some of the SQL features that I wish were more broadly available:

    http://hansgilde.wordpress.com/2007/11/14/positive-aspects-of-ep-languages/

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: