You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
19 lines
1.2 KiB
19 lines
1.2 KiB
## 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.](/md/Steamgen\ dataset.md)
|
|
|
|
|
|
[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]: https://git.bradymcd.ca/brady/learning-STUMPY/src/branch/master/md/Steamgen%20dataset.md "Section 1" |