Streaming Data Correlation on GPUs

Distributed systems have been widely used for applications that need real-time processing over high volume and high speed data streams. This work presents the architecture and the implementation of a correlation algorithm for streaming data on a Graphic Processing Unit (GPU). The proposed system accelerates the correlation calculation of the Hayashi-Yoshida algorithm up to lOx vs. a conventional distributed system, and these performance characteristics apply to a broad category of correlation estimators. Furthermore, our system offers real-time correlation computation over high-speed streaming data and demonstrates how a batch processing algorithm can be applied to real-time streaming data. The results show that GPUs are a highly promising platform for correlation estimators as they improve significantly the volume of streaming data that can be processed in real time vs. other approaches that use "unlimited" conventional computing resources.