Implementing SAX

This chapter is about the Symbolic Aggregate Approximation (SAX) component of the iSAX index and is divided into two parts – the first part with the theoretical knowledge, and the second part with the code to compute SAX and the practical examples. At the end of the chapter, you will see how to calculate some handy statistical quantities that can give you a higher overview of your time series and plot a histogram of your data.

In this chapter, we will cover the following main topics:

• The required theory
• An introduction to SAX
• Developing a Python package
• Working with the SAX package
• Counting the SAX representations of a time series
• The tsfresh Python package
• Creating a histogram of a time series
• Calculating the percentiles of a time series