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[ENH] Series search for similarity search module #1900

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@baraline

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@baraline

Describe the feature or idea you want to propose

Following #1243, we introduced query search, which was defined as :

  • Query search : Given a query Q and a series/collection X, evaluate the similarity between Q and each admissible candidate in X.

We now want to continue with the plan that was presented to implement series search, which was defined as :

  • Series search : Given a length parameter (for now, we add techniques that don't require it later) do a query search for all admissible queries in a series/collection X. In the naive case, this is simply a broadcasting of query search, but more optimized algorithms exists for this case (e.g. STUMP/STOMP for Euclidean distance)

Describe your proposed solution

Implement it in the same design as query search (parameterize output and distance used in init, as well as speed-up) and by default interface it with query_search when no specific speed-up for series_search is available.

For example, use Mueen algorithm for Euclidean distance, if STAMP is not available.

Describe alternatives you've considered, if relevant

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enhancementNew feature, improvement request or other non-bug code enhancementimplementing algorithmsImplementing new algorithms/estimatorssimilarity searchSimilarity search package

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