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ensozos / Matrix-Profile

A Java library for Matrix Profile
https://ensozos.github.io/Matrix-Profile/
MIT License
19 stars 7 forks source link

Consider using concurrency in MatrixProfile implementation #11

Closed barrybecker4 closed 5 years ago

barrybecker4 commented 5 years ago

Not sure how well this will work, but I would like to experiment with using concurrency to speed execution of the for loops in MPdistance.

ensozos commented 5 years ago

That's a good idea. You may find useful STOMP and SCRIMP algorithms (presentation and article) . We can also speed up the execution of MPdistance with MASS v3 algorithm (current version in our code is mass v2).

barrybecker4 commented 5 years ago

It was actually the loop in MatrixProfile class and not MBdistance that I modified. The loop over all the series steps can now be done sequentially or with concurrent threads.

barrybecker4 commented 5 years ago

Closing this, since may change to add concurrency was accepted into master. Thank you.