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)

Background information

In this first section, we are going to learn about the basic definitions and concepts related to iSAX. But first, we are going to mention the research paper that describes the operation of iSAX. iSAX and its operation are described in iSAX: disk-aware mining and indexing of massive time series datasets, which was written by Jin Shieh and Eamonn Keogh. You do not have to read this paper from start to finish but, as we mentioned for the SAX research paper, it would benefit you to read its abstract and introduction section.

Additionally, there have been various improvements to iSAX, mainly to make it faster, which are presented in the following research papers:

  • iSAX 2.0: Indexing and Mining One Billion Time Series, written by Alessandro Camerra, Themis Palpanas, Jin Shieh, and Eamonn Keogh
  • Beyond one billion time series: Indexing and mining very large time series collections with iSAX2+, written by Alessandro Camerra, Jin Shieh, Themis Palpanas, Thanawin...