pyscamp.abjoin_sum

pyscamp.abjoin_sum(a: List[float], b: List[float], m: int, **kwargs) → numpy.ndarray[numpy.float64]

For each subsequence in time series a, returns the sum of the correlations to subsequences in time series b above specified threshold (default 0).

Parameters:

• a (1D array) – Time series to compute matrix profile for.

• b (1D array) – Time series to search for matches.

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

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

Returns:

For each subsequence in A, returns the sum of correlations above the the specified threshold in B.

Return type:

np.ndarray[float64]