# Term Frequency - Inverse Document Frequency statistics

We use the vector space model exactly as it is known in Information Retrieval (Salton). Similarly, we define and use the following expressions: term - a single SAX word, bag of words - an unordered collection of SAX words, corpus - a set of bags, and weight matrix - a matrix defining weights of all words in a corpus.

Given a training set, SAX-VSM builds a bag of SAX words for each of the classes by processing each of the input time series with sliding window-based SAX discretization. Bags are combined into a corpus, which is built as a term frequency matrix, whose rows correspond to the set of all SAX words (terms) found in all classes, whereas each column denotes a class of the training set. Each element of this matrix is an observed frequency of a term in a class. Because SAX words extracted from the time series of one class are often not found in others, this matrix is usually sparse.

Next, SAX-VSM applies $$\mbox{tf} \ast \mbox{idf}$$ weighting scheme for each element of this matrix to transform a frequency value into a weight coefficient. The $$\mbox{tf} \ast \mbox{idf}$$ weight for a term $$t$$ is defined as a product of two factors: term frequency ($$\mbox{tf}$$) and inverse document frequency ($$\mbox{idf}$$). For the first factor, we use logarithmically scaled term frequency:

where $$t$$ is the term, $$d$$ is a bag of words (a document in IR terms), and $$\mbox{f}_{t,d}$$ is a frequency of the term in a bag.

The inverse document frequency we compute as usual:

where $$N$$ is the cardinality of a corpus $$D$$ (the total number of classes) and the denominator $$\mbox{df}_{t}$$ is a number of bags where the term $$t$$ appears.

Then, $$\mbox{tf} \ast \mbox{idf}$$ weight value for a term $$t$$ in the bag $$d$$ of a corpus $$D$$ is defined as

for all cases where $$\mbox{f}_{t,d} > 0$$ and $$\mbox{df}_{t} > 0$$ , or zero otherwise.

Once all frequency values are computed, term frequency matrix becomes the term weight matrix, whose columns used as class’ term weight vectors that facilitate the classification using Cosine similarity.