4 ms·
I highly recommend looking at Keogh's work, particularly the iSAX and iSAX2 stuff: http://www.cs.ucr.edu/~eamonn/SAX.htm http://www.cs.ucr.edu/~eamonn/SAX.htm
by cbsmith 11y ago
I highly recommend looking at Keogh's work, particularly the iSAX and iSAX2 stuff: http://www.cs.ucr.edu/~eamonn/SAX.htm http://www.cs.ucr.edu/~eamonn/SAX.htm
While it is used for machine learning, it actually makes a lot of sense to follow a similar approach for more general time series applications.
- gtrubetskoy 11y agoI'm familiar with SAX, it's remarkably powerful at discerning patterns and identifying similarity between series, good stuff, thanks for the link.
- chaotic-good 11y agoSAX requires different type of storage. You can store SAXified time series in ElasticSearch, or Solr but time-series database doesn't fit for this. Time-series databases should be able to generate SAX representation.
- cbsmith 11y ago> You can store SAXified time series in ElasticSearch, or Solr but time-series database doesn't fit for this. That's making some presumptions about the time-series database use case. SAX is convenient for storing and retrieving the data as well as identifying trends or recurring behaviour. What more do you need?
- chaotic-good 11y agoYou can't retrieve original time-series data from SAX storage because of normalization. To query time-series data by content (approximate 1-NN, motif discovery, etc) you need inverted index.
- cbsmith 11y agoThe normalized data is the index. It can still be pointing to the raw data. The nice thing is that the index organizes the data in a way that makes it easily (lossless) compressible.
- chaotic-good 11y ago> It can still be pointing to the raw data. Yep. Each SAX word should be mapped to the list of seriesid:timestamp pairs. This list is often referred as postings list in information retrieval. The resulting data-structure is an inverted index. SAX and iSAX papers describes inverted index variant (really bad one) based on folder structure but one can use convenient IR tools for this.
- cbsmith 11y agoiSAX2 yields a much better inverted index style model. The thing is, particularly with time series data, a lot of times it is sufficient to at least start with the summary data in the index.