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matrix-profile-foundation / tsmp

R Functions implementing UCR Matrix Profile Algorithm
https://matrix-profile-foundation.github.io/tsmp
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Different matrix profiles between tsmp & STUMP #95

Open snvv opened 3 years ago

snvv commented 3 years ago

Hello and thank you for your excellent software.

I tried to reproduce the MP of a time series (ts) using stumby and tsmp. ts: 0 1 3 2 9 1 14 15 1 2 2 10 7 tsmp mp: 0.6 0.3 1.6 1.1 1.3 1.8 3.0 2.8 0.3 0.6 stumby mp: 6.9 1.4 6.2 7.9 11.4 13.6 14.1 14.0 1.4 6.2 I think the difference should be due to some normalization that takes place in tsmp that is hidden of the end user. Is it possible to pass a normalization parameter to tsmp to allow the end user to choose the normalization method or to use unnormalized data? Regards SN

franzbischoff commented 3 years ago

Hello,

Please try my new package (that will be a dependency of tsmp):

install this way the development version:

remotes::install_github("matrix-profile-foundation/matrixprofiler@release/Release-1")

best regards.

vanbenschoten commented 3 years ago

@snvv I'd also recommend comparing against our Python implementation "matrixprofile". That could serve as a tie-breaker in this case :)