Guided MOTIF Discovery for Multidimensional Matrix Profile

guide.search(data, window.size, matrix.profile, profile.index, n.dim)

Arguments

data	a `matrix` of `numeric`, where each column is a time series. Accepts `vector` (see details), `list` and `data.frame` too.
window.size	an `int` with the size of the sliding window.
matrix.profile	multidimensional matrix profile (from `mstomp()` or `mstomp.par()`).
profile.index	multidimensional profile index (from `mstomp()` or `mstomp.par()`).
n.dim	an `int`. The dimensionality of the MOTIF to find.

Value

Returns the motif.idx with the index of MOTIFs founded and motif.dim with the spanned dimensions of respective MOTIF.

Details

Although this functions handles Multivariate Time Series, it can also be used to handle Univariate Time Series.

References

Yeh CM, Kavantzas N, Keogh E. Matrix Profile VI : Meaningful Multidimensional Motif Discovery.

Zhu Y, Imamura M, Nikovski D, Keogh E. Matrix Profile VII: Time Series Chains: A New Primitive for Time Series Data Mining. Knowl Inf Syst. 2018 Jun 2;1–27.

Website: https://sites.google.com/view/mstamp/

Website: http://www.cs.ucr.edu/~eamonn/MatrixProfile.html

Examples

# This is a fast toy example and results are useless. For a complete result, run the code inside
#'Not run' section below.
w <- toy_data$sub.len
mp <- mstomp(toy_data$data[1:200,], w, verbose = 0)
motifs <- guide.search(toy_data$data[1:200,], w, mp$mp, mp$pi, 2)
# NOT RUN {
w <- toy_data$sub.len
mp <- mstomp.par(toy_data$data, w, verbose = 0)
motifs <- guide.search(toy_data$data, w, mp$mp, mp$pi, 2)
# }