mpdist {tsmp} | R Documentation |
MPdist - Distance between Time Series using Matrix Profile
Description
MPdist is a recently introduced distance measure which considers two time series to be similar if they share many similar subsequences, regardless of the order of matching subsequences. It was demonstrated in that MPdist is robust to spikes, warping, linear trends, dropouts, wandering baseline and missing values, issues that are common outside of benchmark datasets.
Usage
mpdist(
ref_data,
query_data,
window_size,
type = c("simple", "vector"),
thr = 0.05
)
Arguments
ref_data |
a |
query_data |
a |
window_size |
an int. Size of the sliding window. |
type |
the type of result. (Default is |
thr |
threshold for MPdist. (Default is |
Details
MPdist returns the distance of two time series or a vector containing the distance
between all sliding windows. If argument type
is set to vector
, the vector is returned.
Value
Returns the distance of two time series or a vector containing the distance between all sliding windows.
References
Gharghabi S, Imani S, Bagnall A, Darvishzadeh A, Keogh E. Matrix Profile XII: MPdist: A Novel Time Series Distance Measure to Allow Data Mining in More Challenging Scenarios. In: 2018 IEEE International Conference on Data Mining (ICDM). 2018.
Website: https://sites.google.com/site/mpdistinfo/
Examples
ref_data <- mp_toy_data$data[, 1]
qe_data <- mp_toy_data$data[, 2]
qd_data <- mp_toy_data$data[150:200, 1]
w <- mp_toy_data$sub_len
# distance between data of same size
deq <- mpdist(ref_data, qe_data, w)
# distance between data of different sizes
ddiff <- mpdist(ref_data, qd_data, w)
# distance vector between data of different sizes
ddvect <- mpdist(ref_data, qd_data, w, type = "vector")