MatrixProfile

class sktime.transformations.panel.matrix_profile.MatrixProfile(m=10)[source]

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.

__init__(m=10)[source]

Initialize self. See help(type(self)) for accurate signature.