Survey of Methods for Time Series Symbolic Aggregate Approximation

Time series analysis is widely used in the fields of finance, medical, and climate monitoring. However, the high dimension characteristic of time series brings a lot of inconvenience to its application. In order to solve the high dimensionality problem of time series, symbolic representation, a method of time series feature representation is proposed, which plays an important role in time series classification and clustering, pattern matching, anomaly detection and others. In this paper, existing symbolization representation methods of time series were reviewed and compared. Firstly, the classical symbolic aggregate approximation (SAX) principle and its deficiencies were analyzed. Then, several SAX improvement methods, including aSAX, SMSAX, ESAX and some others, were introduced and classified; Meanwhile, an experiment evaluation of the existing SAX methods was given. Finally, some unresolved issues of existing SAX methods were summed up for future work.

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