How to Retreive the Distance Matrix

[iamdavie]

As posted in #349 , Is there a way to just retrieve the distance matrix, so that one can design a way to retrieve the top-K matches for EVERY sub sequence within their time series. ??

[seanlaw]

@iamdavie No, unfortunately, it is not possible to return the distance matrix with STUMPY as this is beyond goals/scope of computing matrix profiles according to the original authors of the matrix profile work. For a time series with length n, storing the distance matrix requires O(n*n) space. So, even a short time series where n = 100,000 this would require roughly 80 GB of memory. The point of the matrix profile data structure is to be O(n) in space complexity.

[iamdavie]

Thank you for the quick reply on such a short notice, I was so focused on the time complexity that i ignored the memory constraints!!

[seanlaw]

It was a valid question. I've reached out to the original authors of the matrix profile work to see if they have some ideas.

[iamdavie]

Guess, We just have to wait and see, but thumbs up!!, Excellent work on STUMPY!!