Mapping time series to Hilbert curve for finding similar time series

http://vis.renci.org/jeff/2009/08/24/plotting-timeseries-in-space-filling-curves/

by abeppu • 16 years ago

31 11 16 years ago

vis.renci.org

celoyd2• 16 years ago

I like sticking stuff on Hilbert curves as much as the next person, but I don’t see how it makes this particular data easier to understand. It looks like you could do the same thing in as little total space with overlapping line graphs, for example. Am I missing something here because I’m not a quant?

abeppu2• 16 years ago

I don't think the point is to help 'understand' the data better, so much as to help you find similar series, which is admittedly a pretty narrow goal. That said, I posted it because I hadn't seen this tried, and it was creative, not because I think it's the best way to do this. Honestly, I think the most compact way to really approach this problem would be to make a covariance matrix of all the data and display it as a heatmap, which is probably easier too -- but this is also cool, and a bit surprising.

toppy2• 16 years ago

Show me your data please.

celoyd2• 16 years ago

Oh, I’m not begrudging your posting it; for one thing, it’s got me thinking about Hilbert (and Z-order) curves again. It just seems like an odd application in an area where, I gather, more sophisticated correlation tools are the norm.

zeen• 16 years ago

Followup post: http://vis.renci.org/jeff/2009/08/24/followup-to-my-earlier-...

ableal2• 16 years ago

In the comments, the original author of the Haskell code (Richard Smith) pops up and offers a terrifying 'golfed' one-liner version ...

hnote• 16 years ago

Similar thing, other data sources:

IP address space: http://corte.si/projects/geohilbert/index.html and http://xkcd.com/195/

Genomic data: http://www.ebi.ac.uk/huber/docs/btp152v1.pdf

A portrait of the Hilbert curve as a young fruit salad: http://corte.si/posts/code/hilbert/portrait/index.html

and some art.. http://www.donrelyea.com/hilbert_algorithmic_art_menu.htm

ableal2• 16 years ago

Thanks. I 'blind-spotted' the xkcd URL in your comment, and was going to add it. In the process, I hit the blog post ( http://blog.xkcd.com/2006/12/11/the-map-of-the-internet/ ) about it - interestingly, it was a rediscovery ...

The 'young fruit salad' tag, for the RGB cube, does take the cake, though ;-)

P.S. If memory serves, there was a neat Python turtle Tk graphics demo which slowly traced a colored Hilbert curve. Perhaps it's the 'fractaldemo' in http://docs.python.org/library/turtle.html

qwzybug• 16 years ago

The "fruit salad" visualization is beautiful.

Mapping time series to Hilbert curve for finding similar time series

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