In many practical situations, we monitor a system by continuously measuring the corresponding quantities, to make sure that an abnormal deviation is detected as early as possible. Often, we do not have ready algorithms to detect abnormality, so we need to use machine learning techniques. For these techniques to be efficient, we first need to compress the data. One of the most successful methods of data compression is the technique of Symbolic Aggregate approXimation (SAX). While this technique is motivated by measurement uncertainty, it does not explicitly take this uncertainty into account. In this paper, we show that we can further improve upon this techniques if we explicitly take measurement uncertainty into account.