diff --git a/khiva/matrix.py b/khiva/matrix.py index 1a7e870..7d0c3c7 100644 --- a/khiva/matrix.py +++ b/khiva/matrix.py @@ -77,6 +77,10 @@ def find_best_n_motifs(profile, index, m, n, self_join=False): def stomp(first_time_series, second_time_series, subsequence_length): """ Stomp algorithm to calculate the matrix profile between `ta` and `tb` using a subsequence length of `m`. + [1] Yan Zhu, Zachary Zimmerman, Nader Shakibay Senobari, Chin-Chia Michael Yeh, Gareth Funning, Abdullah Mueen, + Philip Brisk and Eamonn Keogh (2016). Matrix Profile II: Exploiting a Novel Algorithm and GPUs to break the one + Hundred Million Barrier for Time Series Motifs and Joins. IEEE ICDM 2016. + :param first_time_series: KHIVA array with the first time series. :param second_time_series: KHIVA array with the second time series. :param subsequence_length: Length of the subsequence. @@ -99,6 +103,10 @@ def stomp_self_join(time_series, subsequence_length): """ Stomp algorithm to calculate the matrix profile between `t` and itself using a subsequence length of `m`. This method filters the trivial matches. + [1] Yan Zhu, Zachary Zimmerman, Nader Shakibay Senobari, Chin-Chia Michael Yeh, Gareth Funning, Abdullah Mueen, + Philip Brisk and Eamonn Keogh (2016). Matrix Profile II: Exploiting a Novel Algorithm and GPUs to break the one + Hundred Million Barrier for Time Series Motifs and Joins. IEEE ICDM 2016. + :param time_series: The query and reference time series in KHIVA array format. :param subsequence_length: Lenght of the subsequence :return: KHIVA arrays with the profile and index.