Closed spolakh closed 9 years ago
+1 Investigate if/where it can be improved.
SAX is currently used in conjunction with the circular buffer add() but at almost 6x slower for each operation it is the bottleneck.
Switched to on-line mean and std estimation at #39, got 3x speedup on my benchmarks
Check out whether dumping the normalization_buffer would be worse it If yes, screw it and merge normalization with symbol estimation