A Java Toolbox for the Analysis ofMassIve Data STreams using
Probabilistic Graphical Models
DescriptionWe present a Java toolbox for scalable probabilistic machine learning.
Probabilistic machine learning
Model your problem using a flexi-ble probabilistic language based ongraphical models. Then, fit it withdata using a Bayesian approach tohandle modelling uncertainty.
H x
Multi-core and distributed processing
AMIDST provides tailored parallel anddistributed implementations of Bayesianparameter learning for batch and stream-ing data. This processing is based onflexible and scalable message passing al-gorithms.
Main Features
Probabilistic Graphical Scalable inference Data StreamsModels
Specify your model usingprobabilistic graphical mod-els with latent variables andtemporal dependencies
Perform inference on yourprobabilistic models withpowerful approximate andscalable algorithms.
Update your models whennew data is available. Ap-propriate for learning fromdata streams.
WEKA
Large-scale Data Researchers Interoperability
Use your defined models toprocess massive data sets ina distributed computer clus-ter using Flink or Spark.
Flexible toolbox for re-searchers performing theirexperimentation in machinelearning.
Leverage existing function-alities and algorithms by in-terfacing to other softwaretools.
Real world and highly complex use-cases
Risk prediction in creditoperations
Recognition of trafficmaneuvers
Risk prediction in credit opera-tions. Financial data is collectedcontinuously and reported on amonthly basis. We explore it asan evolving classification prob-lem and co. This work has beenperformed in collaboration withone of our partners, the Spanishbank BCC.
Prototype models for early recog-nition of traffic maneuver inten-tions. Data is continuously col-lected by car on-board sensorsgiving rise to a large and quicklyevolving data stream. This workhas been performed in collabo-ration with one of our partners,DAIMLER.
Identifying global trends in the financial sector
Individual trends forfinancial indicatorsWe can identify seasonal
drifts and gradual changes.
{E[H1,t]}−credit{E[H2,t]}−income{E[H3,t]}−expenses{E[H4,t]}−balance{E[H5,t]}−mortgages{E[H6,t]}−loans
Global trend forfinancial indicatorsHighly correlated with
unemployment rate (UR).Pearson’s correlationcoefficient is 0.96.
Apr
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7
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7
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Mar
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8
Jul 2
008
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9
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2009
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9
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2010
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0
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1
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2012
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Jul 2
013
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{UR}{E[Ht]}
Team
Andres Masegosa Ana M. Martınez Darıo Ramos-Lopez Rafael Cabanas Thomas D. Nielsen Helge Langseth Antonio Salmeron Anders L. MadsenDeveloper Developer Developer Developer Scientific Member Scientific Member Scientific Member Scientific Member
NTNU Aalborg University University of Almeria Aalborg University Aalborg University NTNU University of Almeria HUGIN EXPERT S/A
Academic and Industrial partners Contact
• Visit http://amidst.github.io/toolbox/ tosign up to join the growing AMIDST community ordownload the software.
The AMIDST project has received funding from the European Union’s Seventh FrameworkProgramme for research, technological development and demonstration under grant agreement no
619209. More information on amidst.eu.
