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)

Implementing SAX

This chapter is about the Symbolic Aggregate Approximation (SAX) component of the iSAX index and is divided into two parts – the first part with the theoretical knowledge, and the second part with the code to compute SAX and the practical examples. At the end of the chapter, you will see how to calculate some handy statistical quantities that can give you a higher overview of your time series and plot a histogram of your data.

In this chapter, we will cover the following main topics:

  • The required theory
  • An introduction to SAX
  • Developing a Python package
  • Working with the SAX package
  • Counting the SAX representations of a time series
  • The tsfresh Python package
  • Creating a histogram of a time series
  • Calculating the percentiles of a time series