Make your own (Meta) SE.

1. High dimensions are no problem for an economist used to world trade models of millions of equations. In C++ a 5 dimensional object is a Pointer*****. So if you have a supercomputer with petabytes of storage capacity, you can make a n-dimensional timeseries, that is a (n+1)dimensional datastructure. You have one dimension for each cathegory, e.g. for each country in the world. In that structure you store your data.

2. Queries from this structure are done by projections. Analogy http://www.craigslist.org/

3. You need fast iterators, generic iterators on function objects if you want to do more advanced datamanipulations on the (n+1)-dimensional structure.

4. Additional links:
http://lucene.apache.org/
http://lucenebook.com/
http://www.manning.com/books/hatcher2
http://www-db.stanford.edu/~backrub/google.html
http://www.intex.com/ Specialist on datastructures.
http://www.data.sungard.com/ Data solution.
http://www.multifinanceit.com/search.htm Cathegory: "Advanced topics"

Kjell Gunnar Bleivik
http://www.multifinanceit.com/