The Matrix Profile, is there anything it cant do ;-)
When we wrote "Clustering of time-series subsequences is meaningless", it took six attempts to get it published. One reviewer wrote (word for word) "you will get in bad trouble if you publish this"
Dated now, but [a] [a] Time Warps, String Edits, and Macromolecules The Theory and Practice of Sequence Comparison David Sankoff and Joseph Kruskal, with introduction by John Nerbonne
Thank you for your kind words ;-)
The MP is so efficent that you can test ALL window lengths at once! This is called MADRID [a]. [a] Matrix Profile XXX: MADRID: A Hyper-Anytime Algorithm to Find Time Series Anomalies of all Lengths. Yue Lu, Thirumalai…
Please let me know if I can help. A paper published today finds an anomaly in an "InternalBleeding" dataset, after setting eighteen parameters [a]. Could we find the anomaly with a completely parameter-free algorithm?…
Thanks for your kind words (I am one of the authors) For those interested, there is an expanded review/critique of datasets here [a] There is also a video here [b] [a]…
It is possible that two occurrences of the same motif can overlap. And It is possible that two different motifs can overlap. Lets see both cases, in string analogs. We will start with the second case, using an example…
The Matrix Profile, is there anything it cant do ;-)
When we wrote "Clustering of time-series subsequences is meaningless", it took six attempts to get it published. One reviewer wrote (word for word) "you will get in bad trouble if you publish this"
Dated now, but [a] [a] Time Warps, String Edits, and Macromolecules The Theory and Practice of Sequence Comparison David Sankoff and Joseph Kruskal, with introduction by John Nerbonne
Thank you for your kind words ;-)
The MP is so efficent that you can test ALL window lengths at once! This is called MADRID [a]. [a] Matrix Profile XXX: MADRID: A Hyper-Anytime Algorithm to Find Time Series Anomalies of all Lengths. Yue Lu, Thirumalai…
Please let me know if I can help. A paper published today finds an anomaly in an "InternalBleeding" dataset, after setting eighteen parameters [a]. Could we find the anomaly with a completely parameter-free algorithm?…
Thanks for your kind words (I am one of the authors) For those interested, there is an expanded review/critique of datasets here [a] There is also a video here [b] [a]…
It is possible that two occurrences of the same motif can overlap. And It is possible that two different motifs can overlap. Lets see both cases, in string analogs. We will start with the second case, using an example…