Description Usage Arguments Value References See Also
Converts a numeric time series to a series of discrete values (here: integers,
but could also be letters or other symbols), depending on where would they be
placed in the series of intervals called limits
. Inspired by the pure R
implementation in TSclust::convert.to.SAX.symbol()
, but faster because
C++ code.
1 | SAX_fast(x, limits)
|
x |
Numeric vector/time series. |
limits |
The interval boundaries which determine the mapping to symbols. A time series value in the i-th interval will be mapped to the value i. Your limits should be a monotonically increasing vector, starting from negative infinity and ending with positive infinity (length = number of symbols + 1). |
The series converted to integer values.
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.
Other SAX functions: SAXLimitsDataAdaptive
,
SAXLimitsOriginal
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.