Transformer
MatrixProfileFeatures
Return the matrix profile and index profile for each time series of a dataset.
Transforms a panel of time series to feature vectors containing the matrix profile for each series.
Quickstart
python
from sktime.transformations.matrix_profile import MatrixProfileFeatures
estimator = MatrixProfileFeatures(m=10)Tags
Capabilities
- Unequal-length series
- Multivariate: Not supported
- Inverse transform: Not supported
- Missing values: Not supported
- Removes missing values: Not supported
- Equalizes series length: Not supported
Properties
- Input typescitype:transform-input
- Series
- Output typescitype:transform-output
- Primitives
- Label typescitype:transform-labels
- None
- Fit is emptyfit_is_empty
- Yes
- Keeps the time indextransform-returns-same-time-index
- No
- Requires Xrequires_X
- Yes
- Requires yrequires_y
- No
- X and y need the same indexX-y-must-have-same-index
- No
Parameters(1)
- mint, default=10
- Desired subsequence length used to compute the matrix profile.
Examples
>>> from sktime.datasets import load_unit_test
>>> from sktime.transformations.matrix_profile import MatrixProfileFeatures
>>> X, _ = load_unit_test (return_X_y = True)
>>> Xt = MatrixProfileFeatures (m = 10). fit_transform (X)
>>> Xt. shape [0 ] == X. shape [0 ] True