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Multidimensional SAX (and fixes to HOT-SAX) #8
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…es with variance over threshold.
…deviation/variance.
Codecov Report
@@ Coverage Diff @@
## master #8 +/- ##
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- Coverage 86.68% 75.24% -11.45%
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Files 12 12
Lines 338 412 +74
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+ Hits 293 310 +17
- Misses 45 102 +57
Continue to review full report at Codecov.
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Codecov Report
@@ Coverage Diff @@
## master #8 +/- ##
=======================================
Coverage 87.94% 87.94%
=======================================
Files 12 12
Lines 423 423
=======================================
Hits 372 372
Misses 51 51 Continue to review full report at Codecov.
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Added doctests for coverage - should be okay now. |
I also added SAX-INDEPENDENT to sax_via_window(). This applies SAX independently to each dimension and concatenates the SAX words. Doctests have been written too, in sax_via_window(). |
…t being passed further.
The current HOT-SAX implementation is quite inefficient - both the SAX words and the znormalized subsequences only need to be computed once. I've improved HOT-SAX by making these changes. Runtime performance is now better by 10x-20x. |
Implements extensions to multi-dimensional SAX via SAX-ZSCORE and SAX-REPEAT from Robust learning from demonstrations using multidimensional SAX, as well as a new method SAX-ENERGY (that performs SAX along the data-dimensions). Fixes off-by-one errors in HOT-SAX, sax_by_window and the brute force method for discords. Further, reimplements VisitRegistry as a set.