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MPdist - Distance between Time Series using Matrix Profile

Source: R/mpdist.R
mpdist.Rd

MPdist is a distance measure which considers two time series to be similar if they share many similar subsequences, regardless of the order of matching subsequences.

Usage

mpdist(
  ref_data,
  query_data,
  window_size,
  type = c("simple", "vector"),
  thr = 0.05,
  n_workers = 1L
)

Arguments

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. Must be at least 4.

type

the type of result: "simple" (default) returns a scalar distance, "vector" returns distance between all sliding windows.

thr

threshold for MPdist. (Default is 0.05).

n_workers

an int. Number of threads for parallel computation. (Default is 1). For parallel execution across processes, prefer a PSOCK cluster and use n_workers = 1 within each worker. See matrixprofiler for fork limitations.

Value

Returns the distance scalar ("simple") or a numeric vector ("vector").

References

  • 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/

Examples

ref_data <- motifs_discords_small[1:200]
qe_data <- motifs_discords_small[201:400]
w <- 30
deq <- mpdist(ref_data, qe_data, w)