sktime.transformations.series.matrix_profile

class sktime.transformations.series.matrix_profile.MatrixProfileTransformer(window_length=3)[source]

Bases: sktime.transformations.base._SeriesToSeriesTransformer

transform(X, y=None)[source]

Takes as input a single time series dataset and returns the matrix profile for that time series dataset.

Parameters

X (pandas.Series) – Time series dataset(lets say of length=n)

Returns

Xt – Matrix Profile of time series as output with length as (n-window_length+1)

Return type

pandas.Series