mpdist: MPdist - Distance between Time Series using Matrix Profile
In franzbischoff/tsmp: Time Series with Matrix Profile

Description Usage Arguments Details Value References Examples

MPdist is a recently introduced distance measure which considers two time series to be similar if they share many similar subsequences, regardless of the order of matching subsequences. It was demonstrated in that MPdist is robust to spikes, warping, linear trends, dropouts, wandering baseline and missing values, issues that are common outside of benchmark datasets.

mpdist(
  ref_data,
  query_data,
  window_size,
  type = c("simple", "vector"),
  thr = 0.05
)

`ref_data`	a `matrix` or a `vector`. The reference data
`query_data`	a `matrix` or a `vector`. The query data
`window_size`	an int. Size of the sliding window.
`type`	the type of result. (Default is `simple`). See details.
`thr`	threshold for MPdist. (Default is `0.05`). Don't change this unless you know what you are doing.

MPdist returns the distance of two time series or a vector containing the distance between all sliding windows. If argument type is set to vector, the vector is returned.

Returns the distance of two time series or a vector containing the distance between all sliding windows.

Gharghabi S, Imani S, Bagnall A, Darvishzadeh A, Keogh E. Matrix Profile XII: MPdist: A Novel Time Series Distance Measure to Allow Data Mining in More Challenging Scenarios. In: 2018 IEEE International Conference on Data Mining (ICDM). 2018.

Website: https://sites.google.com/site/mpdistinfo/

ref_data <- mp_toy_data$data[, 1]
qe_data <- mp_toy_data$data[, 2]
qd_data <- mp_toy_data$data[150:200, 1]
w <- mp_toy_data$sub_len

# distance between data of same size
deq <- mpdist(ref_data, qe_data, w)

# distance between data of different sizes
ddiff <- mpdist(ref_data, qd_data, w)

# distance vector between data of different sizes
ddvect <- mpdist(ref_data, qd_data, w, type = "vector")