Template matching for time series using dask

Question

I would like to use template matching with time-series, and I would like to be able to port this to very large datasets. The objective is to look for many relatively short 1d pattern in a relatively long time-series. Any suggestion on how to do this in Dask? I mean to have something like https://docs.dask.org/en/latest/dataframe-api.html#dask.dataframe.Series.corr with many other and split_every equal or lower than length of other...

Thanks!

score 0 · Answer 1 · answered Oct 19 '19 at 13:26

I recommend solving this problem first on pandas dataframes and then using the map_partitions method to apply your solution to every pandas dataframe that makes up the dask dataframe.

If your solution requires neighboring rows in order to operate, then I would look at map_overlap

Thanks a lot it looks quite interesting. – Fred Massin Oct 21 '19 at 07:40 — Fred Massin, Oct 21 '19 at 07:40

Template matching for time series using dask

1 Answers1