Stomp: Stomp

In shapelets/khiva-r: KHIVA-R library.

Description

STOMP algorithm to calculate the matrix profile between 'first.time.series' and 'second.time.series' using a subsequence length of 'subsequence.length'. [1] Yan Zhu, Zachary Zimmerman, Nader Shakibay Senobari, Chin-Chia Michael Yeh, Gareth Funning, Abdullah Mueen, Philip Brisk and Eamonn Keogh (2016). Matrix Profile II: Exploiting a Novel Algorithm and GPUs to break the one Hundred Million Barrier for Time Series Motifs and Joins. IEEE ICDM 2016.

Usage

Stomp(first.time.series, second.time.series, subsequence.length)

Arguments

first.time.series	KHIVA Array the time series.
second.time.series	KHIVA Array time series.
subsequence.length	Length of the subsequence.

Value

List of KHIVA Arrays with the matrix profile and the index profile

shapelets/khiva-r documentation built on June 10, 2019, 4:58 a.m.