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As posted in #349 , Is there a way to just retrieve the distance matrix, so that one can design a way to retrieve the top-K matches for EVERY sub sequence within their time series. ?? |
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@iamdavie No, unfortunately, it is not possible to return the distance matrix with STUMPY as this is beyond goals/scope of computing matrix profiles according to the original authors of the matrix profile work. For a time series with length |
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@iamdavie No, unfortunately, it is not possible to return the distance matrix with STUMPY as this is beyond goals/scope of computing matrix profiles according to the original authors of the matrix profile work. For a time series with length
n
, storing the distance matrix requiresO(n*n)
space. So, even a short time series wheren = 100,000
this would require roughly 80 GB of memory. The point of the matrix profile data structure is to beO(n)
in space complexity.