Discord discovery using Matrix Profile

Discovers rare, dissimilar subsequences (discords) using Matrix Profile as implemented in the tsmp package doi:10.32614/RJ-2020-021.

Usage

hdis_mp(mode = "stamp", w, qtd)

Arguments

mode

Character. Algorithm: one of "stomp", "stamp", "simple", "mstomp", "scrimp", "valmod", "pmp".

w

Integer. Subsequence window size.

qtd

Integer. Number of discords to return (>= 3 recommended).

Value

hdis_mp object.

References

• Yeh CCM, et al. (2016). Matrix Profile I/II: All-pairs similarity joins and scalable time series motifs/discrod discovery. IEEE ICDM.

• Tavenard R, et al. tsmp: The Matrix Profile in R. The R Journal (2020). doi:10.32614/RJ-2020-021

Examples

library(daltoolbox)

# Load motif/discord example data
data(examples_motifs)

# Use a simple sequence example
dataset <- examples_motifs$simple
head(dataset)
#>       serie event
#> 1 1.0000000 FALSE
#> 2 0.9939124 FALSE
#> 3 0.9275826 FALSE
#> 4 0.8066889 FALSE
#> 5 0.6403023 FALSE
#> 6 0.4403224 FALSE

# Configure discord discovery via Matrix Profile
model <- hdis_mp("stamp", 4, 3)

# Fit the model
model <- fit(model, dataset$serie)

# Run detection
detection <- detect(model, dataset$serie)
#> Finished in 0.03 secs

# Show detected discords
print(detection[(detection$event),])
#>    idx event  type seq seqlen
#> 47  47  TRUE motif   1      4
#> 53  53  TRUE motif   1      4
#> 72  72  TRUE motif   1      4
#> 78  78  TRUE motif   1      4