single time series Distance Matrix with STUMPY #651
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Hi Sean, I have a single time series. I want to build the Distance Matrix as you did in this tutorial, https://stumpy.readthedocs.io/en/latest/Tutorial_The_Matrix_Profile.html, there is a manual brute force way to do that as it is explained, but the Stumpy way I don't find it as far as my reading has gone. For I am aware of the paper about subsequence clustering and the randomness involved. Regardless, I just want to try to do single time series clustering, with the Distance Matrix calculated as in the above tutorial to be fed into HDBSCAN. |
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Replies: 2 comments 3 replies
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@Jalanjii
Are you talking about this paper? Okay...let's say you do not care if clustering of subsequences of a single time series is meaningless or not. You just want to perform a clustering on the subsequences (with length So, Your main time series
Now, you need to find the distance matrix But, how do you get the distance between
I think
A few notes:
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@Jalanjii Long-story-short, STUMPY does not provide a function/API to compute a pairwise distance matrix. |
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@Jalanjii
If you do not mind, I am going to share with you my thoughts. Btw, I am not sure which paper you were referring to when you said:
Are you talking about this paper?
Okay...let's say you do not care if clustering of subsequences of a single time series is meaningless or not. You just want to perform a clustering on the subsequences (with length
m
) and see the results. Right?So, Your main time series
T
containslen(T) - m + 1
subsequences (with lengthm
) and you are going to treat them as your observations (your final goal is to cluster them).