MatrixProfileFeatures

Return the matrix profile and index profile for each time series of a dataset.

Transforms a time series to a feature vector containing the matrix profile and index profile for each time series.

Example of use: # Xt = MatrixProfileFeatures(m).transform(X) X, a pandas DataFrame, is the the dataset. m, an integer, is the desired subsequence length to be used. Xt is the transformed X, i.e., a pandas DataFrame with the same number of rows as X, but each row has the matrix profile for the corresponding time series.