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matrix-profile-foundation / matrixprofile

A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.
https://matrixprofile.org
Apache License 2.0
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The paper of mpx #79

Closed RexKing6 closed 3 years ago

RexKing6 commented 3 years ago

Can someone share the paper of mpx?

I can't find the related papers.

Thank you!!!

vanbenschoten commented 3 years ago

@RexKing6 IIRC there's no official MPX paper - it's an implementation approach that's baked into the MATLAB code from Eamonn's lab. @franzbischoff might be able to tell you more.

franzbischoff commented 3 years ago

@RexKing6, like @vanbenschoten said, there is no published paper about it. Don't ask me why... You can take a look at my last benchmarks here: https://rpubs.com/franzbischoff/matrixprofiler mpx turns out to be the fastest and is also anytime. There is no "online" version (yet) though.

RexKing6 commented 3 years ago

Thank you very much! I am going to learn its specific process from this benchmark test and the source code of mpx.

vanbenschoten commented 3 years ago

@RexKing6 I'd also recommend e-mailing Eamonn Keogh directly as he's usually more than happy to discuss the algorithms in greater depth.