Precomputes several values used on MASS — mass_pre • tsmp

Precomputes several values used on MASS

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]
  )
}