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bee_rider
533 days ago
What does it do? Anything to do with matrices, like, from math?
2 comments
eskaytwo
533 days ago
It does convolution of each sub sequence across the series length, and then shows the distance of the closest match. This can detect both outliers (long distance from closest match) as well as repeated patterns (short distance).
link
belter
533 days ago
"Introduction to Matrix Profiles" -
https://towardsdatascience.com/introduction-to-matrix-profil...
link