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Time Series Indexing

Time Series Indexing

By : Mihalis Tsoukalos
5 (3)
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Time Series Indexing

Time Series Indexing

5 (3)
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)
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Implementing the MPdist calculation in Python

In this section, we will discuss two ways to approximately compute MPdist with the help of iSAX.

The first way is much simpler than the second one and is slightly based on the approximate calculation of the Matrix Profile. We take each subsequence from the first time series, and we match it with a terminal node with the same SAX representation from the iSAX index of the second time series in order to get the approximate nearest neighbor – if a subsequence does not have a match based on its SAX representation, we ignore that subsequence. So, in this case, we do not join iSAX indexes, which makes the process much slower – our experiments are going to show how much slower this technique is.

For the second way, we just use the similarity join of two iSAX indexes, which we first saw in Chapter 5.

The next subsection shows the implementation of the first technique.

Using the approximate Matrix Profile way

Although...

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