Function aamp_match

stumpy/aamp_motifs.py:315–411

Find all matches of a query `Q` in a time series `T`, i.e. the indices of subsequences whose distances to `Q` are less or equal to `max_distance`, sorted by distance (lowest to highest). Around each occurrence an exclusion zone is applied before searching for the next. Paramet

(
    Q,
    T,
    T_subseq_isfinite=None,
    max_distance=None,
    max_matches=None,
    atol=1e-8,
    query_idx=None,
    p=2.0,
)

def aamp_match(
    Q,
    T,
    T_subseq_isfinite=None,
    max_distance=None,
    max_matches=None,
    atol=1e-8,
    query_idx=None,
    p=2.0,
):
    """
    Find all matches of a query `Q` in a time series `T`, i.e. the indices
    of subsequences whose distances to `Q` are less or equal to
    `max_distance`, sorted by distance (lowest to highest).

    Around each occurrence an exclusion zone is applied before searching for the next.

    Parameters
    ----------
    Q : numpy.ndarray
        The query sequence. It doesn't have to be a subsequence of `T`

    T : numpy.ndarray
        The time series of interest

    T_subseq_isfinite : numpy.ndarray, default None
        A boolean array that indicates whether a subsequence in `T` contains a
        `np.nan`/`np.inf` value (False)

    max_distance : float or function, default None
        Maximum distance between `Q` and a subsequence `S` for `S` to be considered a
        match. If a function, then it has to be a function of one argument `D`, which
        will be the distance profile of `Q` with `T` (a 1D numpy array of size `n-m+1`).
        If None, defaults to
        `np.nanmax([np.nanmean(D) - 2 * np.nanstd(D), np.nanmin(D)])` (i.e. at
        least the closest match will be returned).

    max_matches : int, default None
        The maximum amount of similar occurrences to be returned. The resulting
        occurrences are sorted by distance, so a value of `10` means that the
        indices of the most similar `10` subsequences is returned. If `None`, then all
        occurrences are returned.

    atol : float, default 1e-8
        The absolute tolerance parameter. This value will be added to `max_distance`
        when comparing distances between subsequences.

    query_idx : int, default None
        This is the index position along the time series, `T`, where the query
        subsequence, `Q`, is located.
        `query_idx` should only be used when the matrix profile is a self-join and
        should be set to `None` for matrix profiles computed from AB-joins.
        If `query_idx` is set to a specific integer value, then this will help ensure
        that the self-match will be returned first.

    p : float, default 2.0
        The p-norm to apply for computing the Minkowski distance. Minkowski distance is
        typically used with `p` being 1 or 2, which correspond to the Manhattan distance