sktime.transformations.panel.matrix_profile¶
-
class
sktime.transformations.panel.matrix_profile.
MatrixProfile
(m=10)[source]¶ Bases:
sktime.transformations.base._PanelToTabularTransformer
Takes as input a time series dataset and returns the matrix profile and index profile for each time series of the dataset.
Example of use: # Xt = MatrixProfile(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.
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transform
(X, y=None)[source]¶ Takes as input a time series dataset and returns the matrix profile for each single time series of the dataset.
- Parameters
X (pandas.DataFrame) – Time series dataset.
- Returns
Xt – Dataframe with the same number of rows as the input. The number of columns equals the number of subsequences of the desired length in each time series.
- Return type
pandas.DataFrame
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