find_discords_hotsax {jmotif}

Finds a discord (i.e. time series anomaly) with HOT-SAX. Usually works the best with lower sizes of discretization parameters: PAA and Alphabet.

Description

Finds a discord (i.e. time series anomaly) with HOT-SAX. Usually works the best with lower sizes of discretization parameters: PAA and Alphabet.

Usage

find_discords_hotsax(ts, w_size, paa_size, a_size, n_threshold, discords_num)

Arguments

ts

the input timeseries.

w_size

the sliding window size.

paa_size

the PAA size.

a_size

the alphabet size.

n_threshold

the normalization threshold.

discords_num

the number of discords to report.

References

Keogh, E., Lin, J., Fu, A., HOT SAX: Efficiently finding the most unusual time series subsequence. Proceeding ICDM '05 Proceedings of the Fifth IEEE International Conference on Data Mining

Examples

discords = find_discords_hotsax(ecg0606, 100, 3, 3, 0.01, 1)
plot(ecg0606, type = "l", col = "cornflowerblue", main = "ECG 0606")
lines(x=c(discords[1,2]:(discords[1,2]+100)),
   y=ecg0606[discords[1,2]:(discords[1,2]+100)], col="red")