mass_pre_w: Precomputes several values used on MASS

In tsmp: Time Series with Matrix Profile

Precomputes several values used on MASS

Description

Precomputes several values used on MASS

Usage

mass_pre_w(data, query = NULL, window_size, weight)

Arguments

data	a vector or a matrix of numeric. Reference Time Series.
query	a vector or a matrix of numeric. Query Time Series (default is NULL).
window_size	an int. Sliding window size.
weight	a vector of numeric with the same length of the window_size.

Value

Returns window_size, data_fft, data_size, data_mean, data_sd, data_pre, weight

References

• Abdullah Mueen, Yan Zhu, Michael Yeh, Kaveh Kamgar, Krishnamurthy Viswanathan, Chetan Kumar Gupta and Eamonn Keogh (2015), The Fastest Similarity Search Algorithm for Time Series Subsequences under Euclidean Distance.

Website: https://www.cs.unm.edu/~mueen/FastestSimilaritySearch.html

See Also

mass_weighted() for using precomputed values.

Examples

w <- mp_toy_data$sub_len
ref_data <- mp_toy_data$data[, 1]
query_data <- mp_toy_data$data[, 1]
weight <- c(
  rep(1, mp_toy_data$sub_len / 3), rep(0.5, mp_toy_data$sub_len / 3),
  rep(1, mp_toy_data$sub_len / 3)
)

pre <- tsmp:::mass_pre_w(ref_data, query_data, w, weight)

dp <- list()
for (i in 1:(pre$data_size - w + 1)) {
  dp[[i]] <- tsmp:::mass_weighted(
    query_data[i:(i - 1 + w)], pre$window_size, pre$data_fft, pre$data_size,
    pre$data_mean, pre$data_sd, pre$data_pre, pre$weight
  )
}

tsmp documentation built on Aug. 21, 2022, 1:13 a.m.