pyscamp.selfjoin_sum

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

Returns the sum of the correlations above specified threshold (default 0) for each subsequence in a time series.

Parameters:

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

• 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 to other subesequences in A.

Return type:

np.ndarray[float64]