TDAmeritrade / stumpy

STUMPY is a powerful and scalable Python library for modern time series analysis
https://stumpy.readthedocs.io/en/latest/
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Improve MSTUMP Performance #1003

Open seanlaw opened 4 months ago

seanlaw commented 4 months ago

For longer time series, multi-dimensional matrix profile computation seems slow. We should explore ways to improve the algorithm.

For example, if the user wants ALL dimensions (instead of a subset-k dimensions) then it may be possible to avoid some calculations.