Modifying the Symbolic Aggregate Approximation Method to Capture Segment
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- URL: http://arxiv.org/abs/2010.00730v1
- Date: Fri, 2 Oct 2020 00:05:39 GMT
- Title: Modifying the Symbolic Aggregate Approximation Method to Capture Segment
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- Authors: Muhammad Marwan Muhammad Fuad
- Abstract summary: Symbolic Aggregate approXimation (SAX) is a popular symbolic dimensionality reduction technique of time series data.
SAX has an inherent drawback, which is its inability to capture segment trend information.
Several researchers have attempted to enhance SAX by proposing modifications to include trend information.
In this paper we investigate three modifications of SAX to add trend capturing ability to it.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The Symbolic Aggregate approXimation (SAX) is a very popular symbolic
dimensionality reduction technique of time series data, as it has several
advantages over other dimensionality reduction techniques. One of its major
advantages is its efficiency, as it uses precomputed distances. The other main
advantage is that in SAX the distance measure defined on the reduced space
lower bounds the distance measure defined on the original space. This enables
SAX to return exact results in query-by-content tasks. Yet SAX has an inherent
drawback, which is its inability to capture segment trend information. Several
researchers have attempted to enhance SAX by proposing modifications to include
trend information. However, this comes at the expense of giving up on one or
more of the advantages of SAX. In this paper we investigate three modifications
of SAX to add trend capturing ability to it. These modifications retain the
same features of SAX in terms of simplicity, efficiency, as well as the exact
results it returns. They are simple procedures based on a different
segmentation of the time series than that used in classic-SAX. We test the
performance of these three modifications on 45 time series datasets of
different sizes, dimensions, and nature, on a classification task and we
compare it to that of classic-SAX. The results we obtained show that one of
these modifications manages to outperform classic-SAX and that another one
slightly gives better results than classic-SAX.
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