pyscamp.abjoin_matrix

pyscamp.abjoin_matrix(a: List[float], b: List[float], m: int, **kwargs) → numpy.ndarray[numpy.float32]

[EXPERIMENTAL] Returns a pooled version of the distance matrix with HxW of [mheight x mwidth], pooling operation is max() for Pearson Correlation and min() for Euclidian Distance

Parameters:

  • a (1D array) – Time series corresponding to the columns of the distance matrix.

  • b (1D array) – Time series corresponding to the rows of the distance matrix.

  • m (int) – Subsequence length to use for computing the matrix profile.

  • mheight (int, optional) – Height of the pooled distance matrix to output. Default 50

  • mwidth (int, optional) – Width of the pooled distance matrix to output. Default 50

  • threshold (float, optional) – Correlation threshold [0,1] (Default 0), matches which have a correlation less than the threshold will be ignored

Returns:

A 2D array of height of mheight and width of mwidth. This is a pooled version of the full distance matrix.

Return type:

2D array