## 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 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 and other novel improvements and
shortcuts in the mathematics.

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 - STUMPY Basics
[Human readable walkthrough.][3]
[Python code][4]



[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"
[3]: /1-STUMPY-basics/Steamgen\ dataset.html
[4]: /1-STUMPY-basics/portable.py