Book Image

Time Series Indexing

By : Mihalis Tsoukalos
Book Image

Time Series Indexing

By: Mihalis Tsoukalos

Overview of this book

Time series are everywhere, ranging from financial data and system metrics to weather stations and medical records. Being able to access, search, and compare time series data quickly is essential, and this comprehensive guide enables you to do just that by helping you explore SAX representation and the most effective time series index, iSAX. The book begins by teaching you about the implementation of SAX representation in Python as well as the iSAX index, along with the required theory sourced from academic research papers. The chapters are filled with figures and plots to help you follow the presented topics and understand key concepts easily. But what makes this book really great is that it contains the right amount of knowledge about time series indexing using the right amount of theory and practice so that you can work with time series and develop time series indexes successfully. Additionally, the presented code can be easily ported to any other modern programming language, such as Swift, Java, C, C++, Ruby, Kotlin, Go, Rust, and JavaScript. By the end of this book, you'll have learned how to harness the power of iSAX and SAX representation to efficiently index and analyze time series data and will be equipped to develop your own time series indexes and effectively work with time series data.
Table of Contents (11 chapters)

Visualizing time series

Most of the time, having a high-level overview of your data is an excellent way to get to know your data. The best way to get an overview of a time series is by visualizing it.

There are multiple ways to visualize a time series, including tools such as R or Matlab, or using a large amount of existing JavaScript packages. In this section, we are going to use a Python package called Matplotlib for visualizing the data. Additionally, we will save the output to a PNG file. A viable alternative to this is to use a Jupyter notebook – Jupyter comes with Anaconda – and display the graphical output on your favorite web browser.

The visualize.py script reads a plain text file with values – a time series – and creates a plot. The Python code of visualize.py is as follows:

#!/usr/bin/env python3
import sys
import pandas as pd
import matplotlib.pyplot as plt
import numpy as np
import math
def main():
    if len(sys...