Consider using Symbolic Aggregate Approximation for indexing time-series data

[stefan-pdx]

First off, awesome project! As the documentation mentions, using DTW is computationally expensive. Would the project benefit from using other timeseries indexing methodologies such as Symbolic Aggregate Approximation? In this case, you can transform and discretize time-series data to string representations and perform string-based indexed search.

Let me know what your thoughts are. I'd be happy to submit a PR to implement this.

Cheers!

[jonlives]

@slnovak I'm always happy to consider new algorithms - I'm not particularly familiar with that specific one, but if you were to create a PR that added it alongside the existing algorithms as an option I'd be happy to take a look at it :)

If this algorithm would require additional / differently formatted data being stored in ES please give me a heads up so we can talk about it in a little more detail :)