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19 lines
1.1 KiB
19 lines
1.1 KiB
## Matrix Profiles Are Cool
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... and I've been interested in them going on a year now. The mathematics involved are deceptively
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simple, relying only on a z-normalized euclidean distance comparison between Fourier transformed
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subsequences. After wrapping my head around that primitive I dove into [the literature][1]. Much
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of the early academic literature regarding the MP is devoted to speeding up the calculation of
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Fourier transformations on a sliding window of subsequences and other novel improvements and
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shortcuts in the mathematics.
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This repository is a collection of code relating to the [stumpy tutorial][2]. Some of it is simply
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copied in as I follow along, I have tried to mark as clearly as possible where I make my own
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extrapolations. All data related to the tutorial is also mirrored in a data directory for each entry.
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## 1 - STUMPY Basics
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[Human readable walkthrough.][3]
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[1]: https://www.cs.ucr.edu/%7Eeamonn/MatrixProfile.html "Resources and papers on the Matrix Profile"
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[2]: https://stumpy.readthedocs.io/en/latest/tutorials.html "stumpy tutorial"
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[3]: https://git.bradymcd.ca/brady/learning-STUMPY/src/branch/master/md/Steamgen%20dataset.md "Section 1" |