Publications:Symbolization of time series : an evaluation of SAX, persist, and ACA


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Title Symbolization of time series : an evaluation of SAX, persist, and ACA
Author Anita Sant'Anna and Nicholas Wickström
Year 2011
PublicationType Conference Paper
HostPublication CISP 2011 : Proceedings, the 4th International Congress on Image and Signal Processing, 15-17 October 2011, Shanghai, China
Conference 4th International conference on Image and Signal Processing (CISP)
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Abstract Symbolization of time-series has successfully been used to extract temporal patterns from experimental data. Segmentation is an unavoidable step of the symbolization process, and it may be characterized on two domains: the amplitude and the temporal domain. These two groups of methods present advantages and disadvantages each. Can their performance be estimated a priori based on signal characteristics? This paper evaluates the performance of SAX, Persist and ACA on 47 different time-series, based on signal periodicity. Results show that SAX tends to perform best on random signals whereas ACA may outperform the other methods on highly periodic signals. However, results do not support that a most adequate method may be determined a priory.