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Computing
http://www.springer.com/607

Call for Papers

Special Issue on
Big Time Series Data

Guest Editors
Prof. Lizhe Wang, Institute of Remote Sensing and Digital Earth, Chinese Academy of Sciences, P. R.
China, lizhe.wang@computer.org – corresponding Guest Editor
Prof. Dan Chen, School of Computer Science, Wuhan University, P. R. China,
dan.chen@whu.edu.cn
Prof. Albert Zomaya, Centre for Distributed and High Performance Computing (Director) & School
of Information Technologies, The University of Sydney, Australia, albert.zomaya@sydney.edu.au
Prof. Laurence T. Yang, Department of Computer Science, St. Francis Xavier University, Antigonish,
Canada, ltyang@stfx.ca
Prof. Dimitrios Georgakopoulos, School of Software and Electrical Engineering, Swinburne
University of Technology, Hawthorn, VIC, Australia, dgeorgakopoulos@swin.edu.au

Most phenomena in the world exhibit certain degree of complexity as a contrast to the simplicity
of the basic laws of physics. From earth to human brain, the complex systems behind such
phenomenon evolve in a nonlinear and non-stationary manner. Errors and uncertainties often
grow exponentially with time, and it has long been a grand challenge and hotspot in multiple
disciplines to predict which event may arise, let alone the consequence in given time and place.
Big time series data record the evolvement of a complex system(s) in large temporal and spatial
scales with great details of the interactions amongst different parts of the system. Those generally
appear in the form of a list of multiple variables values through time, e.g., time sequences of scalp
potentials from many electrodes with numerous subjects in a city. However, exploration of the
overall mechanism has been hindered by the notoriously high dimensionality and scale of big data
as well as the enormously complicated interdependencies amongst data elements. The issue is
even more challenging under the circumstance of insufficient a priori knowledge.
The “Big Mechanism” program initiated by DARPA is a milestone along this direction, which
aims at exploration of small and dispersed mechanisms to be integrated into a knowledge base to
“understand the mechanisms of big and complex system.” The recent leap-forward of data centric
approaches especially those rooted from computational intelligence provides an unprecedented
opportunity to adaptively extract the hidden features of the data without the need for
presumptions on local stationarity/linearity or excessive prior knowledge of the problem domain.
Models derived from intelligent methods have potentials in finding the low-dimensional and
“small” representations thus to predict the system’s behavior with satisfying reliability. Predictive
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analytics and models propelled by the latest high-performance computing technology have been
exhibiting great potentials along this direction.
There exists a pressing need to address the research challenges in development of algorithms,
methods and high-performance computing frameworks for underlying mechanism discovery of big
time series data.

The topics of interest for this special issue include, but are not limited to:
 Predictive spatio-temporal analysis of high resolution remote sensing datasets
 Online cognition status identification via high-throughput multi-modal social signal analysis
upon DNNs
 Bayesian classification of multivariate streaming data independent of a priori knowledge
 Semantic data integration, reasoning and ontological models for big time series data
exploration
 Massively parallel computing framework for intelligent factorization of massive high-
dimensional time series
 Brain disorder evaluation based on brain big data analysis with intelligent analytics
 Unsupervised learning algorithms for surveillance video analysis in the smart city

Tentative Schedule
Submission due date: October 1st, 2018
Results of first round of reviews: December 1st, 2018
Submission of revised manuscripts: January 1st, 2019
Results of second round of reviews: March 1st, 2019
Publication materials due: April 1st, 2019

Major Guidelines
The special issue invites original research papers that make significant contributions to the state-
of-the-art algorithms, methods and high-performance computing frameworks for Big Mechanism
exploration of big time series data.
We seek submission of papers that present new, original and innovative ideas for the "first"
time in Computing. Submission of "extended versions" of already published works (e.g.,
conference/workshop papers) is not encouraged unless they contain a significant number of "new
and original" ideas/contributions along with more than 50% brand "new" material. Otherwise, the
submission will be "desk" rejected without being reviewed.
Each submitted paper will receive at least two reviews. The editorial review committee will
include well-known experts in the areas of Computational Intelligence, Machine Learning, Data
Science, Big Data, and High Performance Computing.
Selection and Evaluation Criteria:
- Significance to the readership of the journal
- Relevance to the special issue
- Originality of idea, technical contribution, and significance of the presented results
- Quality, clarity, and readability of the written text
- Quality of references and related work
- Quality of research hypothesis, assertions, and conclusion
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Submission Guidelines
Papers should be formatted according to the Computing journal instructions for authors at:
http://www.springer.com/607. Springer has LaTeX templates: see “Instructions for Authors / Text”
at http://www.springer.com/607. No templates for Word. Either LaTeX OR Word is accepted.

Manuscript length
Please note, the special issues page limit is different from Computing regular paper submissions.
Papers that exceed the length of 12 pages may not be considered for review and publication. In
special cases up to 15 pages will be allowed subject to approval from the Guest Editors. Authors
aiming for 15 page submission should contact the Guest Editors in advance.

Submission instruction
The article will be submitted in the usual way via the online submission site at
(http://www.springer.com/607).
When submitting a manuscript for this special issue, authors should take care to select ‘Big Time
Series Data’ as the Manuscript Type.