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)
precomputed data product.
a vector
of numeric
. Query window.
an int
. The length of the reference data.
an int
. Sliding window size.
precomputed data moving average.
precomputed data moving standard deviation.
precomputed query average.
precomputed query standard deviation.
Returns the distance_profile
for the given query and the last_product
for STOMP
algorithm.
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
mass_pre()
to precomputation of input values.