FA-LAMP: FPGA-Accelerated Learned Approximate Matrix Profile for Time Series Similarity Prediction

With the proliferation of low-cost sensors and the Internet-of-Things (IoT), the rate of producing data far exceeds the compute and storage capabilities of today's infrastructure. Much of this data takes the form of time series, and in response, there has been increasing interest in the creation of time series archives in the last decade, along with the development and deployment of novel analysis methods to process the data. The general strategy has been to apply a plurality of similarity search mechanisms to various subsets and subsequences of time series data in order to identify repeated patterns and anomalies; however, the computational demands of these approaches renders them incompatible with today's power-constrained embedded CPUs.To address this challenge, we present FA-LAMP, an FPGA-accelerated implementation of the Learned Approximate Matrix Profile (LAMP) algorithm, which predicts the correlation between streaming data sampled in real-time and a representative time series dataset used for training. FA-LAMP lends itself as a real-time solution for time series analysis problems such as classification and anomaly detection, among others. FA-LAMP provides a mechanism to integrate accelerated computation as close as possible to IoT sensors, thereby eliminating the need to transmit and store data in the cloud for posterior analysis.At its core, LAMP and FA-LAMP employ Convolution Neural Networks (CNNs) to perform prediction. This work investigates the challenges and limitations of deploying CNNs on FPGAs when using state-of-the-art commercially-supported frameworks built for this purpose, namely, the Xilinx Deep Learning Processor Unit (DPU) overlay and the Vitis AI development environment. This work exposes several technical limitations of the DPU, while providing a mechanism to overcome these limits by attaching our own hand-optimized IP block accelerators to the DPU overlay. We evaluate FA-LAMP using a low-cost Xilinx Ultra96-V2 FPGA, demonstrating performance and energy improvements of more than an order of magnitude compared to a prototypical LAMP deployment running on a Raspberry Pi 3. Our implementation is publicly available at https://github.com/fccm2021sub/fccm-lamp.