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Random Walk Time Series Generator for Apache Spark

This is a generator, where a random number is drawn from a Gaussian distribution N(0,1), then at each time point a new number is drawn from this distribution and added to the value of the last number.

Requirements

The generator works with Apache Spark. In order to run the generator you must download and install Apache Spark 1.6.2

Building

The code is written in Java and Scala. We use maven to build it, Use the given pom.xml file to build an executable jar containing all the dependencies.

Usage

 $SPARK_HOME/bin/spark-submit --class fr.inria.zenith.randomWalk.RandomWalk  --master $MASTER RandomWalkSpark-1.jar  <Output> <TimeSeriesNbr> <TimeSeriesSize>