saxpy 1.0.1.dev167

Description:

saxpy 1.0.1.dev167

This code is released under GPL v.2.0 and implements in Python:

Symbolic Aggregate approXimation (i.e., SAX) stack [LIN2002]
a simple function for time series motif discovery [PATEL2001]
HOT-SAX - a time series anomaly (discord) discovery algorithm [KEOGH2005]





[LIN2002]
Lin, J., Keogh, E., Patel, P., and Lonardi, S., Finding Motifs in Time Series, The 2nd Workshop on Temporal Data Mining, the 8th ACM Int’l Conference on KDD (2002)


[PATEL2001]
Patel, P., Keogh, E., Lin, J., Lonardi, S., Mining Motifs in Massive Time Series Databases, In Proc. ICDM (2002)


[KEOGH2005]
Keogh, E., Lin, J., Fu, A., HOT SAX: Efficiently finding the most unusual time series subsequence, In Proc. ICDM (2005)


Note that the most of the library’s functionality is also available in R and Java

Citing this work:
If you are using this implementation for you academic work, please cite our Grammarviz 2.0
paper:


[SENIN2014]
Senin, P., Lin, J., Wang, X., Oates, T., Gandhi, S., Boedihardjo, A.P., Chen, C., Frankenstein, S., Lerner, M., GrammarViz 2.0: a tool for grammar-based pattern discovery in time series, ECML/PKDD, 2014.




In a nutshell
SAX is used to transform a sequence of rational numbers (i.e., a time series) into a sequence of letters (i.e., a string) which is (typically) much shorterthan the input time series. Thus, SAX transform addresses a chief problem in time-series analysis – the dimensionality curse.
This is an illustration of a time series of 128 points converted into the word of 8 letters:



SAX in a nutshell


As discretization is probably the most used transformation in data
mining, SAX has been widely used throughout the field. Find more
information about SAX at its authors pages: SAX overview by Jessica
Lin, Eamonn Keogh’s SAX
page, or at sax-vsm wiki
page.


Installation
$ pip install saxpy

Requirements



Compatibility


Licence
GNU General Public License v2.0


Authors
saxpy was written by Pavel Senin.