3 ms·
What do you mean you don't have to mess around with window sizes? Matrix profile is highly dependent on the window size.
by jmpeax 2y ago
What do you mean you don't have to mess around with window sizes? Matrix profile is highly dependent on the window size.
- eamonnkeogh 2y agoThe 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 Vinjamoor Akhil Srinivas, Takaaki Nakamura, Makoto Imamura, and Eamonn Keogh. ICDM 2023.