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Coding Challenge

This is my submission for a coding task for a position as data scientist.

The task was to define a time series, to translate it to its symbolic representation using Symbolic Aggregate approXimation (SAX), and to compute the frequency of each SAX symbol. Furthermore, the task was to provide a graphical user interface to explore the impact of various parameters.

For my solution, I start by constructing an ARMA(1,1) time series with 100 periods. A graphical user interface then allows to choose frame size and alphabet size for a SAX representation, and to view the resulting frequency distribution of categories, as well as the time series itself.

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Coding challenge for a position as data scientist at a German big data analytics firm

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