distancematrix.consumer.multidimensional_matrix_profile_lr

Module Contents

Classes

MultidimensionalMatrixProfileLR

A consumer that builds the multidimensional matrix profile. This consumer takes in distance measures from

class distancematrix.consumer.multidimensional_matrix_profile_lr.MultidimensionalMatrixProfileLR(rb_scale_factor=2.0)

Bases: distancematrix.consumer.abstract_consumer.AbstractStreamingConsumer

A consumer that builds the multidimensional matrix profile. This consumer takes in distance measures from multiple channels (dimensions) at the same time and tracks the best distance, the index of this match and the dimensions used in this match. More specifically, if the input has N data channels, this consumer will select for each number of channels (1, 2, …, N), the channels containing the best match, index and dimensions. It will not track matches for any possible combination of channels.

This consumer keeps track of the left and right multidimensional profile, and can be used to create the (normal) multidimensional profile from it. The left profile, index and dimensions at index i contain information about a match whose index is less than or equal to i, while the right profile, index and dimensions track information about a match whose index is larger than i.

The profile is an array with shape (num_dimensions, num_distances). The value at row i, j contains the best averaged distances encountered at index j for any i+1 dimensions. The index is similar, but tracks the index of the query series that had the best match.

The dimensions being tracked is a list of length num_dimensions. Entry i of this list contains an (i+1, num_distances) array that lists the indices of the dimensions that contained the best match.

This consumer supports streaming.

initialise(self, dims, query_subseq, series_subseq)

Initialise this consumer.

Parameters

• dims – the number of dimensions (data channels) this consumer will receive

• query_subseq – the number of query subsequences (rows in the distance matrix)

• series_subseq – the number of series subsequences (column in the distance matrix)

Returns

None

process_diagonal(self, diag, values)

Method called when a diagonal of the distance matrix is calculated.

The number of values on the diagonal might be less than the diagonal of the full matrix profile, this can occur when not enough data is available yet to calculate the entire distance matrix (typically for streaming when not enough data is available to fill the entire foreseen space).

Parameters

• diagonal_index – index of the diagonal in range ]-num_query_subseq, num_series_subseq[, the main diagonal has index 0

• values – array of shape (num_dimensions, num_values_on_diagonal) containing the distances

Returns

None

process_column(self, column_index, values)

Method called when a column of the distance matrix is calculated.

The number of values on the column might be less than the column of the full matrix profile, this can occur when not enough data is available yet to calculate the entire distance matrix (typically for streaming when not enough data is available to fill the entire foreseen space).

Parameters

• column_index – index of the column, in range [0, series_subseq[

• values – array of shape (num_dimensions, num_values_on_column) containing the distances

Returns

None

shift_query(self, amount)

Inform the consumer that the distance matrix has shifted in the query direction.

Parameters

amount – amount of subsequences that were shifted

Returns

None

shift_series(self, amount)

Inform the consumer that the distance matrix has shifted in the series direction.

Parameters

amount – amount of subsequences that were shifted

Returns

None

md_matrix_profile(self)

Merges the left and right multidimensional matrix profile, to create the multidimensional matrix profile. :return: ndarray of shape (num_dimensions, num_subsequences)

md_profile_index(self)

Merges the left and right multidimensional matrix profile index, to create the multidimensional matrix profile index. :return: ndarray of shape (num_dimensions, num_subsequences)

md_profile_dimensions(self)

Merges the left and right dimensions, to create the dimensions for the multidimensional matrix profile. :return: list of length num_dimensions, where the entry at index i is an ndarray of shape (i+1, num_subsequences).

property md_matrix_profile_left(self)

property md_matrix_profile_right(self)

property md_profile_index_left(self)

property md_profile_index_right(self)

property md_profile_dimension_left(self)

property md_profile_dimension_right(self)