SAX-VSM: Interpretable Time Series Classification Using SAX and Vector Space Model

摘要

In this paper, we propose a novel method for discovering characteristic patterns in a time series called SAX-VSM. This method is based on two existing techniques - Symbolic Aggregate approXimation and Vector Space Model. SAX-VSM automatically discovers and ranks time series patterns by their importance to the class, which not only facilitates well-performing classification procedure, but also provides an interpretable class generalization. The accuracy of the method, as shown through experimental evaluation, is at the level of the current state of the art. While being relatively computationally expensive within a learning phase, our method provides fast, precise, and interpretable classification.