mass_pre: Precomputes several values used on MASS

In matrix-profile-foundation/tsmp: Time Series with Matrix Profile

Precomputes several values used on MASS

Description

Precomputes several values used on MASS

Usage

mass_pre(data, query = NULL, window_size)

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.

Value

Returns window_size, data_fft, data_size, data_mean, data_sd, query_mean and query_sd.

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_v2(), mass_v3() 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]

pre <- tsmp:::mass_pre(ref_data, query_data, w)

dp <- list()
for (i in 1:(pre$data_size - w + 1)) {
  dp[[i]] <- tsmp:::mass_v2(
    query_data[i:(i - 1 + w)], pre$window_size, pre$data_fft, pre$data_size,
    pre$data_mean, pre$data_sd, pre$query_mean[i], pre$query_sd[i]
  )
}

matrix-profile-foundation/tsmp documentation built on Aug. 19, 2022, 8:15 p.m.