pysax:时间序列数据的SAX(符号聚合近似)的python实现-源码

上传者: 42146230 | 上传时间: 2021-08-14 16:25:58 | 文件大小: 607KB | 文件类型: ZIP
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派萨克斯 时间序列数据的SAX(符号聚合近似)的python实现 主意 将时间序列数据转换为符号表示,其中(欧几里得)距离/相似度是符号空间中距离的下限 符号表示可以被视为时间序列的低维度(聚合)表示 可以使用基于符号的算法,例如后缀树、马尔可夫链来分析时间序列 参考 我们为什么要重新实施它? SAX 对时间序列数据有一定的假设,例如(1)局部高斯,(2)固定频率,(3)实值信号。 我们想探索其他数据的更多可能性 我们想要时间序列片段的向量表示,类似于将单词表示为向量的想法(Google 的 word2vec) 我们需要一个快速的并行实现 去做 例子 sequitur的python包装器 主意 sequitur 将用作 SAX 数据的上下文无关语法提取器 挖掘的规则将用于异常值/主题检测 我们为 python 使用包装了c++ 实现- 所以它现在只是一个快速的解决方法。 参考

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