mstump with annotation time series T_B
Closed this issue · 2 comments
So in stump I can set T_B manually in the function parameters:
T_B: The time series or sequence that will be used to annotate T_A. For every subsequence in T_A, its nearest neighbor in T_B will be recorded. Default is None which corresponds to a self-join.
But mstump doesn't expose T_B to the user but instead just sets T_A = T_B right at the beginning of the method.
Is there a reason for that? If not, can we also expose T_B in mstump?
@drexhage Thank you for your question and welcome to the STUMPY community!
Is there a reason for that?
Yes, it's because there is no known practical interpretation of an AB-join for a multi-dimensional matrix profile (i.e., nothing has been published about this). We had originally anticipated that AB-joins would be possible for the multi-dimensional case and so that is why you see the T_B = T_A code but it is "fake" and doesn't actually perform an AB-join. Only self-joins are available in mstump.
It is important to note that a multi-dimensional matrix profile is NOT the same as multiple 1-dimensional matrix profiles stacked on top of each other. If you haven't done so, I strongly recommend going over this multi-dimensional matrix profile tutorial.
Thank you for the clarification