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)

What this book covers

Chapter 1, An Introduction to Time Series and the Required Python Knowledge, is all about the fundamentals that you need to know to follow this book, including the importance of time series and how to set up a proper Python environment to run the code of the book and experiment with time series.

Chapter 2, Implementing SAX, explains SAX and the SAX representation and presents Python code for computing the SAX representation of a time series or a subsequence. It also presents Python scripts that calculate statistical quantities that can give a higher overview of a time series and plot histograms of your time series data.

Chapter 3, iSAX – The Required Theory, presents the theory behind the construction and the use of the iSAX index and shows how to manually construct a small iSAX index step by step using lots of visualizations.

Chapter 4, iSAX - The Implementation, is about developing a Python package for creating iSAX indexes that fit in memory and presents Python scripts that put that Python package into action.

Chapter 5, Joining and Comparing iSAX Indexes, shows how to use iSAX indexes created by the isax package and how to join and compare them. At the end of the chapter, the subject of testing Python code is discussed. Last, we show how to write some simple tests for the isax package.

Chapter 6, Visualizing iSAX Indexes, is all about visualizing iSAX indexes using various types of visualizations using the JavaScript programming language and the JSON format.

Chapter 7, Using iSAX to Approximate MPdist, is about using iSAX indexes to approximately compute the Matrix Profile vectors and the MPdist distance between two time series.

Chapter 8, Conclusions and Next Steps, gives you directions on what and where to look next if you are really into time series or databases by proposing classical books and research papers to study.