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Merge pull request #38 from shapelets/fix/documentation
Fix/documentation
2 parents e491d35 + f82ba78 commit 6ab405f

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khiva/matrix.py

Lines changed: 8 additions & 0 deletions
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@@ -77,6 +77,10 @@ def find_best_n_motifs(profile, index, m, n, self_join=False):
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def stomp(first_time_series, second_time_series, subsequence_length):
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""" Stomp algorithm to calculate the matrix profile between `ta` and `tb` using a subsequence length of `m`.
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[1] Yan Zhu, Zachary Zimmerman, Nader Shakibay Senobari, Chin-Chia Michael Yeh, Gareth Funning, Abdullah Mueen,
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Philip Brisk and Eamonn Keogh (2016). Matrix Profile II: Exploiting a Novel Algorithm and GPUs to break the one
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Hundred Million Barrier for Time Series Motifs and Joins. IEEE ICDM 2016.
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:param first_time_series: KHIVA array with the first time series.
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:param second_time_series: KHIVA array with the second time series.
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:param subsequence_length: Length of the subsequence.
@@ -99,6 +103,10 @@ def stomp_self_join(time_series, subsequence_length):
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""" Stomp algorithm to calculate the matrix profile between `t` and itself using a subsequence length of `m`.
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This method filters the trivial matches.
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[1] Yan Zhu, Zachary Zimmerman, Nader Shakibay Senobari, Chin-Chia Michael Yeh, Gareth Funning, Abdullah Mueen,
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Philip Brisk and Eamonn Keogh (2016). Matrix Profile II: Exploiting a Novel Algorithm and GPUs to break the one
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Hundred Million Barrier for Time Series Motifs and Joins. IEEE ICDM 2016.
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:param time_series: The query and reference time series in KHIVA array format.
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:param subsequence_length: Lenght of the subsequence
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:return: KHIVA arrays with the profile and index.

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