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Transformer

MatrixProfileTransformer

API referenceSource
Unequal length

Calculate the matrix profile of a time series.

Takes as input a single time series dataset and returns the matrix profile for that time series dataset, as a time series. The matrix profile is a vector that stores the z-normalized Euclidean distance between any subsequence within a time series and its nearest neighbor.

For more information on the matrix profile, see stumpy’s tutorial

Quickstart

python
from sktime.transformations.matrix_profile import MatrixProfileTransformer

estimator = MatrixProfileTransformer(window_length=3)

Parameters(1)

window_lengthint

Examples

>>> from sktime.transformations.matrix_profile import MatrixProfileTransformer
>>> from sktime.datasets import load_airline
>>> y = load_airline ()
>>> transformer = MatrixProfileTransformer ()
>>> y_hat = transformer. fit_transform (y)