pyscamp.selfjoin_knn

pyscamp.selfjoin_knn(a, m, k, **kwargs)

[GPU ONLY, EXPERIMENTAL] Returns the approximate k nearest neighbors for each subsequence in a time series.

Parameters:

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

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

  • k (int) – Number of neighbors to return for each subsequence.

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

Returns:

List of tuples (col, row, distance) containing the matches (up to K) for each column of the distance matrix, row is the index of the match, and d is the distance between the two subsequences.

Return type:

List of tuple[int, int, float]