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SAX

API referenceSource
Unequal length

Symbolic Aggregate approXimation Transformer (SAX).

Quickstart

python
from sktime.transformations.sax import SAX

estimator = SAX(word_size=8, alphabet_size=5, frame_size=0)

Parameters(3)

word_sizeint, optional (default=8, greater equal 1 if frame_size=0)

length of transformed time series. Ignored if frame_size is set.

alphabet_sizeint, optional (default=5, greater equal 2)
number of discrete values transformed time series is binned to.
frame_sizeint, optional (default=0, greater equal 0)

length of the frames over which the mean is taken. Overrides frames if > 0.

Examples

>>> from numpy import arange
>>> from sktime.transformations.sax import SAX
>>> X = arange (10)
>>> sax = SAX (word_size = 3, alphabet_size = 5)
>>> sax. fit_transform (X) array([0, 2, 4])
>>> sax = SAX (frame_size = 2, alphabet_size = 5) array([0, 1, 2, 3, 4])

References

  1. [1 ] Keogh, E., Chakrabarti, K., Pazzani, M., and Mehrotra, S. Dimensionality Reduction for Fast Similarity Search in Large Time Series Databases. Knowledge and Information Systems 3, 263-286 (2001). https://doi.org/10.1007/PL00011669 [2 ] Lin, J., Keogh, E., Wei, L., and Lonardi, S. Experiencing SAX: A Novel Symbolic Representation of Time Series. Data Mining and Knowledge Discovery 15, 107-144 (2007). https://doi.org/10.1007/s10618-007-0064-z