Added STIMP prototype, config.STUMPY_EXCL_ZONE_DENOM

Author: seanlaw

docs/Tutorial_Pan_Matrix_Profile.ipynb

@@ -23,6 +23,7 @@
 from .aamp_motifs import aamp_motifs, aamp_match  # noqa: F401
 from .snippets import snippets  # noqa: F401
 from .aampdist_snippets import aampdist_snippets  # noqa: F401
+from .stimp import stimp  # noqa: F401
 from numba import cuda
 
 if cuda.is_available():

stumpy/__init__.py

@@ -8,7 +8,7 @@
 from numba import njit, prange, config
 
 from . import core
-from stumpy.config import STUMPY_D_SQUARED_THRESHOLD
+from stumpy.config import STUMPY_D_SQUARED_THRESHOLD, STUMPY_EXCL_ZONE_DENOM
 
 logger = logging.getLogger(__name__)
 
@@ -286,7 +286,7 @@ def aamp(T_A, m, T_B=None, ignore_trivial=True):
     n_B = T_B.shape[0]
     l = n_A - m + 1
 
-    excl_zone = int(np.ceil(m / 4))
+    excl_zone = int(np.ceil(m / STUMPY_EXCL_ZONE_DENOM))
     out = np.empty((l, 4), dtype=object)
 
     if ignore_trivial:

stumpy/aamp.py

@@ -7,6 +7,7 @@
 import numpy as np
 
 from . import core
+from .config import STUMPY_EXCL_ZONE_DENOM
 
 logger = logging.getLogger(__name__)
 
@@ -215,7 +216,7 @@ def aamp_motifs(
 
     m = T.shape[-1] - P.shape[-1] + 1
     if excl_zone is None:  # pragma: no cover
-        excl_zone = int(np.ceil(m / 4))
+        excl_zone = int(np.ceil(m / STUMPY_EXCL_ZONE_DENOM))
     if max_matches is None:  # pragma: no cover
         max_matches = np.inf
     if cutoff is None:  # pragma: no cover
@@ -298,16 +299,13 @@ def aamp_match(
     m = Q.shape[1]
 
     if excl_zone is None:  # pragma: no cover
-        excl_zone = int(np.ceil(m / 4))
+        excl_zone = int(np.ceil(m / STUMPY_EXCL_ZONE_DENOM))
     if max_matches is None:  # pragma: no cover
         max_matches = np.inf
 
     if np.any(np.isnan(Q)) or np.any(np.isinf(Q)):  # pragma: no cover
         raise ValueError("Q contains illegal values (NaN or inf)")
 
-    if excl_zone is None:  # pragma: no cover
-        excl_zone = int(np.ceil(m / 4))
-
     if max_distance is None:  # pragma: no cover
 
         def max_distance(D):

stumpy/aamp_motifs.py

@@ -7,6 +7,7 @@
 import numpy as np
 
 from . import core
+from .config import STUMPY_EXCL_ZONE_DENOM
 from .aamp import _aamp
 
 logger = logging.getLogger(__name__)
@@ -85,7 +86,7 @@ def aamped(dask_client, T_A, m, T_B=None, ignore_trivial=True):
     n_B = T_B.shape[0]
     l = n_A - m + 1
 
-    excl_zone = int(np.ceil(m / 4))
+    excl_zone = int(np.ceil(m / STUMPY_EXCL_ZONE_DENOM))
     out = np.empty((l, 4), dtype=object)
 
     hosts = list(dask_client.ncores().keys())

stumpy/aamped.py

@@ -3,8 +3,9 @@
 # STUMPY is a trademark of TD Ameritrade IP Company, Inc. All rights reserved.
 
 import numpy as np
-from stumpy import core
-import stumpy
+from . import core
+from .aamp import aamp
+from .config import STUMPY_EXCL_ZONE_DENOM
 
 
 class aampi:
@@ -92,10 +93,10 @@ def __init__(self, T, m, excl_zone=None, egress=True):
         if excl_zone is not None:  # pragma: no cover
             self._excl_zone = excl_zone
         else:
-            self._excl_zone = int(np.ceil(self._m / 4))
+            self._excl_zone = int(np.ceil(self._m / STUMPY_EXCL_ZONE_DENOM))
         self._egress = egress
 
-        mp = stumpy.aamp(self._T, self._m)
+        mp = aamp(self._T, self._m)
         self._P = mp[:, 0]
         self._I = mp[:, 1]
         self._left_I = mp[:, 2]

stumpy/aampi.py

@@ -13,3 +13,4 @@
 STUMPY_TEST_PRECISION = 5
 STUMPY_MAX_SQUARED_DISTANCE = np.finfo(np.float64).max
 STUMPY_MAX_DISTANCE = np.sqrt(STUMPY_MAX_SQUARED_DISTANCE)
+STUMPY_EXCL_ZONE_DENOM = 4

stumpy/config.py

@@ -373,6 +373,34 @@ def are_distances_too_small(a, threshold=10e-6):  # pragma: no cover
     return False
 
 
+def get_max_window_size(n):
+    """
+    Get the maximum window size for a self-join
+
+    Parameters
+    ----------
+    n : int
+        The length of the time series
+
+    Returns
+    -------
+    max_m : int
+        The maximum window size allowed given `config.STUMPY_EXCL_ZONE_DENOM`
+    """
+    max_m = (
+        int(
+            n
+            - np.floor(
+                (n + (config.STUMPY_EXCL_ZONE_DENOM - 1))
+                // (config.STUMPY_EXCL_ZONE_DENOM + 1)
+            )
+        )
+        - 1
+    )
+
+    return max_m
+
+
 def check_window_size(m, max_size=None):
     """
     Check the window size and ensure that it is greater than or equal to 3 and, if

stumpy/core.py

@@ -8,6 +8,7 @@
 import scipy.stats
 
 from . import core
+from .config import STUMPY_EXCL_ZONE_DENOM
 
 
 def _nnmark(I):
@@ -519,7 +520,7 @@ def update(self, t):
         if not np.isfinite(t):
             self._finite_T[-1] = 0.0
         self._finite_Q[-1] = self._finite_T[-1]
-        excl_zone = int(np.ceil(self._m / 4))
+        excl_zone = int(np.ceil(self._m / STUMPY_EXCL_ZONE_DENOM))
         # Note that the start of the exclusion zone is relative to
         # the unchanging length of the matrix profile index
         zone_start = max(0, self._k - excl_zone)

stumpy/floss.py

@@ -444,7 +444,9 @@ def gpu_aamp(T_A, m, T_B=None, ignore_trivial=True, device_id=0):
     n = T_B.shape[0]
     k = T_A.shape[0] - m + 1
     l = n - m + 1
-    excl_zone = int(np.ceil(m / 4))  # See Definition 3 and Figure 3
+    excl_zone = int(
+        np.ceil(m / config.STUMPY_EXCL_ZONE_DENOM)
+    )  # See Definition 3 and Figure 3
 
     T_A_fname = core.array_to_temp_file(T_A)
     T_B_fname = core.array_to_temp_file(T_B)