pyscamp.selfjoin

pyscamp.selfjoin(a, m, **kwargs)

Computes the matrix profile for time series A.

Parameters:

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

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

Returns:

A tuple containing the matrix profile as the first element and the indices as the second element.

Return type:

Tuple of np.ndarray[float32] and np.ndarray[int32]