pyscamp.abjoin_matrix

pyscamp.abjoin_matrix(a, b, m, **kwargs)

[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 Euclidean 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 mheight and width mwidth. This is a pooled version of the full distance matrix.

Return type:

2D array