matrixprofile

type Algo string

type AnalyzeOpts struct {
	OutputFilename string // relative or absolute filepath for the visualization output
	// contains filtered or unexported fields
}

type KMP struct {
	T [][]float64 // a set of timeseries where the number of row represents the number of dimensions and each row is a separate time series

	W   int         // length of a subsequence
	MP  [][]float64 // matrix profile
	Idx [][]int     // matrix profile index
	// contains filtered or unexported fields
}

type MPDistOpts struct {
	AV   av.AV
	Opts *MPOpts
}

type MPOpts struct {
	Algorithm    Algo    `json:"algorithm"`  // choose which algorithm to compute the matrix profile
	SamplePct    float64 `json:"sample_pct"` // only applicable to algorithm STAMP
	NJobs        int     `json:"n_jobs"`
	Euclidean    bool    `json:"euclidean"`                  // defaults to using euclidean distance instead of pearson correlation for matrix profile
	RemapNegCorr bool    `json:"remap_negative_correlation"` // defaults to no remapping. This is used so that highly negatively correlated sequences will show a low distance as well.
}

type MatrixProfile struct {
	A        []float64    `json:"a"`                 // query time series
	B        []float64    `json:"b"`                 // timeseries to perform full join with
	AMean    []float64    `json:"a_mean"`            // sliding mean of a with a window of m each
	AStd     []float64    `json:"a_std"`             // sliding standard deviation of a with a window of m each
	BMean    []float64    `json:"b_mean"`            // sliding mean of b with a window of m each
	BStd     []float64    `json:"b_std"`             // sliding standard deviation of b with a window of m each
	BF       []complex128 `json:"b_fft"`             // holds an existing calculation of the FFT of b timeseries
	N        int          `json:"n"`                 // length of the timeseries
	W        int          `json:"w"`                 // length of a subsequence
	SelfJoin bool         `json:"self_join"`         // indicates whether a self join is performed with an exclusion zone
	MP       []float64    `json:"mp"`                // matrix profile
	Idx      []int        `json:"pi"`                // matrix profile index
	MPB      []float64    `json:"mp_ba"`             // matrix profile for the BA join
	IdxB     []int        `json:"pi_ba"`             // matrix profile index for the BA join
	AV       av.AV        `json:"annotation_vector"` // type of annotation vector which defaults to all ones
	Opts     *MPOpts      `json:"options"`           // options used for the computation
	Motifs   []MotifGroup
	Discords []int
}

type MotifGroup struct {
	Idx     []int
	MinDist float64
}

type PMP struct {
	A        []float64   `json:"a"`         // query time series
	B        []float64   `json:"b"`         // timeseries to perform full join with
	SelfJoin bool        `json:"self_join"` // indicates whether a self join is performed with an exclusion zone
	PMP      [][]float64 `json:"pmp"`       // pan matrix profile
	PIdx     [][]int     `json:"ppi"`       // pan matrix profile index
	PWindows []int       `json:"windows"`   // pan matrix windows used and is aligned with PMP and PIdx
	Opts     *PMPOpts    `json:"options"`   // options used for the computation
}

type PMPOpts struct {
	LowerM int     `json:"lower_m"` // used for pan matrix profile
	UpperM int     `json:"upper_m"` // used for pan matrix profile
	MPOpts *MPOpts `json:"mp_options"`
}