Multivariate matrix profile - Githubissues

tslearn-team / tslearn

The machine learning toolkit for time series analysis in Python

https://tslearn.readthedocs.io

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Multivariate matrix profile #264

Open rtavenar opened 4 years ago

rtavenar commented 4 years ago

Is your feature request related to a problem? Please describe. In #262 a new matrix profile implementation is investigated. It has been decided that the multivariate case should not be covered in this PR, so I just open a new issue to keep track of the need for this feature in a future release.

For the stumpy based implementation, it should just call the appropriate functions, and for the numpy-based, this comment by @seanlaw should help: https://github.com/tslearn-team/tslearn/pull/262#issuecomment-643642612

seanlaw commented 3 years ago

This STUMPY tutorial on multi-dimensional matrix profiles should help and is a recommended read for anybody who would like to learn more.