Utils

GaussianSymbolization(; n_categories::Int = 5)

A symbolization scheme where the elements of x, which is the time series $x = \{x_j, j = 1, 2, \ldots, N \}$, is to a new time series $y = \{y_j, j = 1, 2, \ldots, N \}$ where $y_j \in (0, 1)$ and

\[y_j = \dfrac{1}{\sigma\sqrt{2\pi}} \int_{x = -\infty}^{x_j} \exp{\dfrac{-{(x-\mu)}^2}{2{\sigma}^2}} dx,\]

where $\mu$ and $\sigma$ are the mean and standard deviations of x.

See also: Entropies.symbolize.