This is Li Jin. We (me and my fellow colleagues at Two Sigma) have been using Spark for time series analysis for the past two years and it has been a success to scale up our time series analysis.
Recently, we start a conversation with Reynold about potential opportunities to collaborate and improve time series functionalities with Spark in general. For that, first we'd like to get some feedbacks from the community w.r.t. requirements for time series analysis.
I have created a doc here to cover the what I think are the most common patterns for time series analysis: