trink / symtseries

C Library providing means of symbolic analysis on time series data currently based on iSAX paper (http://www.cs.ucr.edu/~eamonn/iSAX/iSAX.html)
Mozilla Public License 2.0
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Performance of sax_transform #21

Closed spolakh closed 9 years ago

spolakh commented 9 years ago

Check out whether dumping the normalization_buffer would be worse it If yes, screw it and merge normalization with symbol estimation

trink commented 9 years ago

+1 Investigate if/where it can be improved.

SAX is currently used in conjunction with the circular buffer add() but at almost 6x slower for each operation it is the bottleneck.

spolakh commented 9 years ago

Switched to on-line mean and std estimation at #39, got 3x speedup on my benchmarks