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)

iSAX – The Implementation

Before continuing with this chapter and starting to write code, make sure that you have a good understanding of the information covered in the previous chapter because this chapter is all about implementing iSAX in Python. As a general principle, if you cannot perform a task manually, you are not going to be able to perform it with the help of a computer – the same principle applies to constructing and using an iSAX index.

While reading this chapter, keep in mind that we are creating an iSAX index that fits in memory and does not use any external files to store the subsequences of each terminal node. The original iSAX paper suggested the use of external files to store the subsequences of each terminal node mainly because back then, RAM was limited compared to what is the case today, where we can easily have computers with many CPU cores and more than 64 GB of RAM. As a result, the use of RAM makes the entire process much faster than if we...