mass_pre_w: Precomputes several values used on MASS
In franzbischoff/tsmp: Time Series with Matrix Profile

Description Usage Arguments Value References See Also Examples

Precomputes several values used on MASS

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

`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`.

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

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

mass_weighted() for using precomputed values.

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
  )
}