MatrixProfile¶
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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.