matrix-profile-foundation / matrixprofile

A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.
https://matrixprofile.org
Apache License 2.0
362 stars 62 forks source link

Mpdist Calculation #112

Open marwaajouz opened 11 months ago

marwaajouz commented 11 months ago

I am using Snippets to get representative periods for time-series data, and hence I am using mpdist distance measure. I need to take into account euclidean distance rather tan normalized euclidean distance because when getting representative periods, I need to differentiate between subsequences that have high values and those that have low values. I tried to go through the source code of mpdist, and itseams that the normalized distance is used at the following: mp, mpi, mpb, mpib = cympx_ab_parallel(ts, ts_b, w, 0, n_jobs). I tried to find the source code of cympx_ab_parallel but cannot find it. How could I used the normal euclidean distance rather than the normalized euclidean distance?