SAXLimitsDataAdaptive: Symbolic Aggregate Aproximation Limits (Flexible)

In Jakob-Bach/FastTSDistances: Fast dissimilarity computations for time series

Description

Calculates the interval boundaries for a SAX representation based on the real distribution of values in a time series list. Uses evenly-spaced quantiles on the real data instead of the normal distribution proposed by the original authors.

Usage

SAXLimitsDataAdaptive(tsList, alphabetSize = 8)

Arguments

tsList	A list of numeric vectors/matrixes (uni- or multi-variate time series).
alphabetSize	Number of symbols (intervals).

Value

The interval boundaries as monotonically increasing vector from negative infinity to positive infinity.

References

Lin, J., Keogh, E., Lonardi, S. & Chiu, B. (2003). A symbolic representation of time series, with implications for streaming algorithms. In Proceedings of the 8th acm sigmod workshop on research issues in data mining and knowledge discovery (pp. 2-11). ACM.

See Also

Other SAX functions: SAXLimitsOriginal, SAX_fast

Jakob-Bach/FastTSDistances documentation built on May 13, 2019, 1:15 p.m.