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TimeTransf module is used to preprocess data containing time series to be used with LISp-Miner. This is done by computing characteristics for each time series. You define your own characteristics depending on which information you need to gain from time series.
Your database must contain at least one event matrix (table with time series).Each event matrix must include:
Object matrix associate event matrices through ObjectIDs. You can compute characteristics from all event matrices of particular ObjectID simultaneously for all time series.
Scheme of data model. The left part represents original data. The right part shows the matrix with computed results as your characteristics. The arrow represents computing transformation.
After the computing process is finished you will find Characteristics Matrix with the results in your original database next to your event matrices. This matrix is ready to be used with LISp-Miner.
For better understanding of this problem look closer at the following example using financial data.
Make sure that database columns used by date/time and symbol variables are indexed. Computing process speed will increase noticeably.
TimeTransf module needs following files to work properly: