From 89a4f8140e57d88f74374f22b67b941c9411364d Mon Sep 17 00:00:00 2001 From: Brady McDonough Date: Sun, 5 Mar 2023 17:13:16 -0700 Subject: [PATCH] Preamble --- README.md | 14 ++++++++++++++ 1 file changed, 14 insertions(+) create mode 100644 README.md diff --git a/README.md b/README.md new file mode 100644 index 0000000..be175bb --- /dev/null +++ b/README.md @@ -0,0 +1,14 @@ +## Matrix Profiles Are Cool +... and I've been interested in them going on a year now. The mathematics involved are deceptively +simple, relying only on a z-normalized euclidean distance comparison between Fourier transformed +subsequences. After wrapping my head around that basic primitive I dove into [the literature][1]. Much +of the early academic literature regarding the MP is devoted to speeding up the calculation of +Fourier transformations on a sliding window of subsequences. + +This repository is a collection of code relating to the [stumpy tutorial][2]. Some of it is simply +copied in as I follow along, I have tried to mark as clearly as possible where I make my own +extrapolations. All data related to the tutorial is also mirrored in a data directory for each entry. + + +[1]: https://www.cs.ucr.edu/%7Eeamonn/MatrixProfile.html "Resources and papers on the Matrix Profile" +[2]: https://stumpy.readthedocs.io/en/latest/tutorials.html "stumpy tutorial" \ No newline at end of file