Transformer
MatrixProfileTransformer
Calculate the matrix profile of a time series.
Takes as input a single time series dataset and returns the matrix profile for that time series dataset, as a time series. The matrix profile is a vector that stores the z-normalized Euclidean distance between any subsequence within a time series and its nearest neighbor.
For more information on the matrix profile, see stumpy’s tutorial
Quickstart
python
from sktime.transformations.matrix_profile import MatrixProfileTransformer
estimator = MatrixProfileTransformer(window_length=3)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
- Series
- 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)
- window_lengthint
Examples
>>> from sktime.transformations.matrix_profile import MatrixProfileTransformer
>>> from sktime.datasets import load_airline
>>> y = load_airline ()
>>> transformer = MatrixProfileTransformer ()
>>> y_hat = transformer. fit_transform (y)