SAX_fast: Symbolic Aggregate Aproximation

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

Description

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.

Usage

SAX_fast(x, limits)

Arguments

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).

Value

The series converted to integer values.

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: SAXLimitsDataAdaptive, SAXLimitsOriginal

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