
I plan to maintain this tutorial until at least 2028. As
such I welcome corrections and suggestions.
- The tutorial in PowerPoint (Warning 70 megs)
- The tutorial in PDF. Note that handful of animations/sound clips in the PowerPoint will not work in PDF.
- The datasets used in the tutorial are here.
Thanks to all data donors and to my former students (all errors are mine alone).
Some Useful Materials for Time Series Data Mining
- An explanation as to why most time series anomaly detection research is wrong [PDF, PowerPoint], with a review of the most commonly used datasets.
- Three two-minute videos to support "most time series anomaly detection research is wrong"
- A 30-minute talk on Irrational Exuberance Why we should not believe 95% of papers on Time Series Anomaly Detection.
- A tutorial on DTW (with Mueen) is here.
- A tutorial on the Matrix Profile (with Mueen) is here, Part1 and Part2.
- A short video gallery of interesting time series anomalies
- A short video gallery of interesting time series motifs
- The Matrix Profile Webpage
- The UCR suite (ultrafast DTW)
- The UCR Time Series Classification Archive
- The Hexagon ML/UCR Time Series Anomaly Detection datasets.
- The original time series SAX representation has many flavors... leSAX ,ASAX_EN, ASAX_SAE, MF-SAX, gSAX, qxSAX, bSAX, LSTM-SAX, 1DCNN-SAX, SAX-MA, SAX-ES,
SAX-GKS, PE-SAX,
DIFF-SAX, eMODiTSSAX, Probabilistic
SAX, SAXJS-S, SAXJS-T, SAXJS-τ, SAXJS-BOP, UniformSAX, SAX-LZ, CompressiveSAX, SAXSDHC, isaxEDA, faSAX, NSAXSAM, SAX-CNN, SAXSX, SAX-BD, SFFA, SAXNR, SoG-SAX, SAXzNR, MSAX_NG, WFD_SAX, SAX-TI, SAX-SM, multi-SAX, SAX-TD3, SAX-MLP, SAX-CART, GSSX, TWA_SAX, Auto-iSAX, AutoSAX_S, AutoSAX_M, CPC-SAX, SAXJS, νSAX, ASAX_Dyn, EASAX_SSE, IoTSAX, ASAX_EN, UniversalSAX, ASAX_SAE, 2-SAX, TrSAX, Parallel-SAX, HOS-SAX, SAX-DF, SAX–AD, SAX-KL, SAX-MTS, ASAX, SAX-REPEAT, PeakSAX, SAX-LGB, SAX-XGB, SAX-CAT, SAX-RF, SAX-STGCN, SAXDD, edwSAX, dwSAX, SAA, simSAX, HAX, SAX-WPM, SAX-LZW,
Overlap-SAX, Multichannel-SAX, SAA-SAX,
InvSAX, gosax, vSAX, SAX-DPkm,
Sax, LGS-SAX, stTA4L,
SAX-STLF, ASAX_SSE , SAXRegEx, E-SAX, O-SAX, D-SAX, DM-SAX, extreme-SAX, overlap-SAX,
distance-based SAX, FP_SAX, CSAX, SAX_SD, SAX-ARM,
mtSAX-SEQL, TFSAX_wPST, aSAX, αSAX, rSAX, EnYSAX EN-SAX, SOPAA, 1dSAX, iSAX, 2DSAX, 2-SAX, uSAX, geo-iSAX, SAXBop, noSAX, SAX-GA
SAX-EFG, SAXO,
SAX-GA, USAX, GASAX, DESAX, SAXTD, SAX-SGE, SAX-VSM,
RSAX, SOSAX, SAX-TD,
SFA, ESAX, HSAX, SPTA, VWSAX, DTW-TRSAX, SAX Navigator,
Extended SAX, RA-SAX,
ENSAX, HOT_SAX, PSAX, AutoiSAX, DynamicSAX, TFSAX, TSX, SAX-ARM,
MP-SAX, LOCSAX, SAX-ARM, ASTRIDE, FASTRIDE, SBSRL0, ABP-SAX,
WeibullSAX, SAXCP, SAX-EFG, ASAX_LSSE, SAX-GA, SAX-VSM, RASAX, QSAX,
qSAX, SAX2FACE,
DPiSAX, SAX-ARM,
SFA, SAX-DTW, SAX2SEX, MODiTS, SAX++, SAXS,
ABBA, fABBA, PAX, eMODiTS, MHSAX, SAX-BD, ADB-SAX, SAX_CP, seglenSAX, BOPF, SAXKMeans, SPF, TD_SAX (Teradata), QABBA, Saxformer, Mr-Petsc, PETSC and
TSAX.