aeon-toolkit / aeon

A toolkit for machine learning from time series
https://aeon-toolkit.org/
BSD 3-Clause "New" or "Revised" License
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[ENH] Matrix profile-based anomaly detectors: left STAMPi #1641

Open CodeLionX opened 3 weeks ago

CodeLionX commented 3 weeks ago

Describe the feature or idea you want to propose

The matrix profile can be computed incrementally, using e.g. STAMPi. If only the distances to all already observed windows are computed, the resulting data structure is called left matrix profile. This allows us to detect reoccurring patterns as anomalies that would otherwise not be detected because of the twin-freak problem. Add such an algorithm to aeon.

References:

Describe your proposed solution

Describe alternatives you've considered, if relevant

No response

Additional context

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