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)

Exercises

Try to do the following:

  • As an exercise, learn about the types of compressed files that are supported by the pandas.read_csv() function.
  • If you have enough time, try to implement the iSAX index in another programming language such as Go, Swift, or Rust.
  • If you are really into Python, you can try optimizing the code of the isax package.
  • This is a really difficult exercise: you can try improving the search performance of the iSAX index by allowing parallel searching. Try to implement that functionality in Python with the help of the numba Python package. Personally, I cannot write such a program in Python.
  • This is another really difficult exercise: try to create a parallel version of the search algorithm that runs on your GPU! If you do, please let me know!