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. 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. 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.