# STUMPY # Copyright 2019 TD Ameritrade. Released under the terms of the 3-Clause BSD license. # STUMPY is a trademark of TD Ameritrade IP Company, Inc. All rights reserved. from collections import deque import numpy as np def atsc(IL, IR, j): """ Compute the anchored time series chain (ATSC). Parameters ---------- IL : ndarray Left matrix profile indices IR : ndarray Right matrix profile indices j : int The index value for which to compute the ATSC Returns ------- output : ndarray Anchored time series chain for index, `j` Notes ----- DOI: 10.1109/ICDM.2017.79 See Table I This is the implementation for the anchored time series chains (ATSC). Unlike the original paper, we've replaced the while-loop with a more stable for-loop. """ C = deque([j]) for i in range(IL.size): if IR[j] == -1 or IL[IR[j]] != j: break else: j = IR[j] C.append(j) return np.array(list(C), dtype=np.int64) def allc(IL, IR): """ Compute the all-chain set (ALLC) Parameters ---------- IL : ndarray Left matrix profile indices IR : ndarray Right matrix profile indices Returns ------- S : list(ndarray) All-chain set C : ndarray Anchored time series chain for the longest chain Notes ----- DOI: 10.1109/ICDM.2017.79 See Table II Unlike the original paper, we've replaced the while-loop with a more stable for-loop. This is the implementation for the all-chain set (ALLC) and the unanchored chain is simply the longest one among the all-chain set. Both the all-chain set and unanchored chain are returned. The all-chain set, S, is returned as a list of unique numpy arrays. """ L = np.ones(IL.size, dtype=np.int64) S = set() for i in range(IL.size): if L[i] == 1: j = i C = deque([j]) for k in range(IL.size): if IR[j] == -1 or IL[IR[j]] != j: break else: j = IR[j] L[j] = -1 L[i] = L[i] + 1 C.append(j) S.update([tuple(C)]) C = atsc(IL, IR, L.argmax()) S = [np.array(s, dtype=np.int64) for s in S] return S, C