mass-deprecated: Calculates the distance profile using MASS_V2 algorithm

In franzbischoff/tsmp: Time Series with Matrix Profile

Description

Mueen's Algorithm for Similarity Search is The Fastest Similarity Search Algorithm for Time Series Subsequences under Euclidean Distance and Correlation Coefficient.

Usage

mass(data_fft, query_window, data_size, window_size, data_mean, data_sd,
 query_mean, query_sd)

Arguments

data_fft	precomputed data product.
query_window	a vector of numeric. Query window.
data_size	an int. The length of the reference data.
window_size	an int. Sliding window size.
data_mean	precomputed data moving average.
data_sd	precomputed data moving standard deviation.
query_mean	precomputed query average.
query_sd	precomputed query standard deviation.

Value

Returns the distance_profile for the given query and the last_product for STOMP algorithm.

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_pre() to precomputation of input values.

tsmp-deprecated

franzbischoff/tsmp documentation built on March 9, 2020, 6:01 a.m.