INNER CODE UNIT · Python
make_complexity_AV
target/matrixprofile-ts · matrixprofile/annotation_vector.py:14
def make_complexity_AV(ts, m):
"""
returns a complexity annotation vector for timeseries ts with window m.
The complexity of a window is the average absolute difference between consecutive data points.
"""
diffs = np.diff(ts, append=0)**2
diff_mean, diff_std = movmeanstd(diffs, m)
complexity = np.sqrt(diff_mean)
complexity = complexity - complexity.min()
complexity = complexity / complexity.max()
return complexity
def make_meanstd_AV(ts, m):
""" returns boolean annotation vector which selects windows with a standard deviation greater than average """
_, std = movmeanstd(ts, m)
mu = std.mean()