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Time Series Indexing

You're reading from   Time Series Indexing Implement iSAX in Python to index time series with confidence

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Product type Paperback
Published in Jun 2023
Publisher Packt
ISBN-13 9781838821951
Length 248 pages
Edition 1st Edition
Languages
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Author (1):
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Mihalis Tsoukalos Mihalis Tsoukalos
Author Profile Icon Mihalis Tsoukalos
Mihalis Tsoukalos
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Table of Contents (11) Chapters Close

Preface 1. Chapter 1: An Introduction to Time Series and the Required Python Knowledge 2. Chapter 2: Implementing SAX FREE CHAPTER 3. Chapter 3: iSAX – The Required Theory 4. Chapter 4: iSAX – The Implementation 5. Chapter 5: Joining and Comparing iSAX Indexes 6. Chapter 6: Visualizing iSAX Indexes 7. Chapter 7: Using iSAX to Approximate MPdist 8. Chapter 8: Conclusions and Next Steps 9. Index 10. Other Books You May Enjoy

Manually constructing an iSAX index

In this section, we are going to manually create a small iSAX index. For a better understanding of the process, we are going to present all the steps and describe all the required computations.

If you recall from earlier on in this chapter, the steps for creating an iSAX index can be described as follows:

  1. Separate a time series into subsequences based on the given sliding window size.
  2. For each subsequence, calculate its SAX representation, based on the given parameters.
  3. Begin inserting the subsequences of the time series into the iSAX index. In the beginning, all iSAX nodes are terminal nodes, apart from the root.
  4. Once a terminal node is full – the threshold value has been reached – split that node by increasing the cardinality of one of its segments and create two new terminal nodes.
  5. The original terminal node becomes an inner node, which is now the father of the new newly created terminal nodes.
  6. Split...
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