Replies: 5 comments
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@sn88798 Thank you for the kind words and for using STUMPY! I moved your questions over here (from #155 ) so that we can have a longer discussion here without distracting from the core point of the other issue. I certainly don't have all of the answers but would you mind telling providing more information on the following:
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Hi @seanlaw,
I have briefly looked through the stumpy tutorials. generating the matrix profile should not be an issue. But I am not clear how to use the matrix profile as features for my model (eg random forest or deep neural network). thanks for help |
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I am no expert here but the first things that I would try is consider adding the matrix profile and, maybe more importantly, the matrix profile indices (including the left and right indices) into your feature engineering. So, for each subsequence, you'd could add the following types of features (that may or may not be useful):
I think the last two are most interesting as they provide context of where its nearest neighbor is relative to one self (i.e., is my nearest neighbor 100 time units away on my left?). You might be able to do some sort of binning (of the relative location of the indices) and maybe apply a one-hot encoding where it makes sense. Again, just throwing out some ideas here. Perhaps, these two papers regarding matrix profiles may be relevant (I haven't read them yet). |
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Also, say, for the top 10-20 motifs (i.e., a subsequence with one of the top 10-20 lowest matrix profile values), go through each subsequence in your time series and establish a one-hot encoding for how far (z-norm Euclidean distance) this subsequence is to each of the 10-20 motifs. Additionally, you can compare subsequences before a motif as well. I haven't put too much thought into this but, in the "current amplitude" case, the concept of a multidimensional matrix profile but your mileage may vary. might be useful (see Are you able to share your Kaggle handle/profile with me? I'd love to check out your competitions! |
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@sn88798 Closing this for now. Feel free to re-open if you have more questions or comments. Thank you for using STUMPY! |
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@sn88798 wrote:
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