Func.SAX

is a numeric vector representing the univariate time series

is the word size and should be an integer

is the alphabet size and should be an integer

is the minimum threshold for variance in x and should be a numeric value. If x has a smaller variance than eps, it will represented as a word using the middle alphabet.

is a logical value deciding whether standardization should be applied to x. If True, x is standardized using mean and standard deviation

norm


The function create SAX symbols for a univariate time series. The details of this method can be referred to J. Lin, E. Keogh, L. Wei, S. Lonardi. Experiencing SAX: a novel symbolic representation of time series


Implementations of a number of functions used to mine numeric time-series data. It covers the implementation of SAX transformation, univariate motif discovery (based on the random projection method), multivariate motif discovery (based on graph clustering), and several functions used for the ease of visualizing the motifs discovered. The details of SAX transformation can be found in J. Lin. E. Keogh, L. Wei, S. Lonardi, Experiencing SAX: A novel symbolic representation of time series, Data Mining and Knowledge Discovery 15 (2) (2007) 107-144. Details on univariate motif discovery method implemented can be found in B. Chiu, E. Keogh, S. Lonardi, Probabilistic discovery of time series motifs, ACM SIGKDD, Washington, DC, USA, 2003, pp. 493-498. Details on the multivariate motif discovery method implemented can be found in A. Vahdatpour, N. Amini, M. Sarrafzadeh, Towards unsupervised activity discovery using multi-dimensional motif detection in time series, IJCAI 2009 21st International Joint Conference on Artificial Intelligence.

Func.SAX: A function to perform symbolic approximation aggregate (SAX) for time series data

Description

Usage

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Value

Examples