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pythontime-seriessimilarityanomaly-detectionmatrix-profile
Alexia
Alexia

Reputation: 11

How to find FLOSS from the matrix profile method

I recently read about the matrix profile method and I am interested in finding the matrix profile segmentation (FLOSS) in python.

From Mueen and Keogh's tutorial, the page I am referring at is 65.

Is there a package/method for finding FLOSS?

Upvotes: 1

Views: 781

Answers (1)

slaw
slaw

Reputation: 6899

FLOSS and FLUSS have been implemented in the open source Python package, stumpy

You can see example usage of it here and the documentation can be found here.

Here is example usage of FLUSS:

import stumpy
import numpy as np

your_time_series = np.random.rand(10000)
window_size = 50  # Approximately, how many data points might be found in a pattern

matrix_profile = stumpy.stump(your_time_series, m=window_size)

subseq_len = 50
correct_arc_curve, regime_locations = stumpy.fluss(matrix_profile[:, 1],
                                                   L=subseq_len,
                                                   n_regimes=2,
                                                   excl_factor=1
                                                  )

Upvotes: 3

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