pmp_upper_bound: Pan Matrix Profile upper bound

In franzbischoff/tsmp: Time Series with Matrix Profile

Description

Finds the upper bound for Pan Matrix Profile calculation.

Usage

pmp_upper_bound(
  data,
  threshold = getOption("tsmp.pmp_ub", 0.95),
  refine_stepsize = getOption("tsmp.pmp_refine", 0.25),
  return_pmp = TRUE,
  n_workers = 1,
  verbose = getOption("tsmp.verbose", 2)
)

Arguments

data	a matrix or a vector of numeric.
threshold	a numeric. Correlation threshold. See details. (Default is 0.95).
refine_stepsize	a numeric. Step size for the last upper bound search. See details. (Default is 0.25).
return_pmp	a logical. If TRUE, returns the computed data as a PMP object, if FALSE, returns just the upper bound value. (Default is TRUE).
n_workers	an int. Number of workers for parallel. (Default is 1).
verbose	verbose an int. See details. (Default is 2).

Details

The Pan Matrix Profile may not give any further information beyond a certain window size. This function starts computing the matrix profile for the window size of 8 and doubles it until the minimum correlation value found is less than the threshold. After that, it begins to refine the upper bound using the refine_stepsize values, until the threshold value is hit.

verbose changes how much information is printed by this function; 0 means nothing, 1 means text, 2 adds the progress bar, 3 adds the finish sound.

Value

Returns a PMP object with computed data, or just the upper bound value if return_pmp is set to FALSE.

References

• Yet to be announced

Website: http://www.cs.ucr.edu/~eamonn/MatrixProfile.html

Examples

# return the object
pan_matrix <- pmp_upper_bound(mp_gait_data)

# just the upper bound
pan_ub <- pmp_upper_bound(mp_gait_data, return_pmp = FALSE)

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