Mueen's Algorithm for Similarity Search is The Fastest Similarity Search Algorithm for Time Series Subsequences under Euclidean Distance and Correlation Coefficient.

mass(data_fft, query_window, data_size, window_size, data_mean, data_sd,
 query_mean, query_sd)

Arguments

data_fft

precomputed data product.

query_window

a vector of numeric. Query window.

data_size

an int. The length of the reference data.

window_size

an int. Sliding window size.

data_mean

precomputed data moving average.

data_sd

precomputed data moving standard deviation.

query_mean

precomputed query average.

query_sd

precomputed query standard deviation.

Value

Returns the distance_profile for the given query and the last_product for STOMP algorithm.

References

  • Abdullah Mueen, Yan Zhu, Michael Yeh, Kaveh Kamgar, Krishnamurthy Viswanathan, Chetan Kumar Gupta and Eamonn Keogh (2015), The Fastest Similarity Search Algorithm for Time Series Subsequences under Euclidean Distance

Website: https://www.cs.unm.edu/~mueen/FastestSimilaritySearch.html

See also

mass_pre() to precomputation of input values.

tsmp-deprecated