Show HN: Matrixprofile-ts – A Python library for timeseries motifs and discords

Re:Show HN: Matrixprofile-ts – A Python library for timeseri... by thenaturalist on Friday January 04, 2019 @10:32AM (#18824660)

Thanks for making this available.

Slight beginner question pertaining to the anomaly detection with STAMPI example: How exactly do the graphs showcase a "detection" by the Matrix Profile?

While the signal graph is clearly out of bounds (100% above last upper bound), the relativ Matrix Profile's "spike in value" fits perfectly within the bounds of that graph.

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Re:Show HN: Matrixprofile-ts – A Python library for timeseri... by gdpq11 on Friday January 04, 2019 @11:54AM (#18825478)

Yeah, this is actually a good example of why it's important to add a bit to the raw Matrix Profile. The point is anomalous with respect to the pattern preceding it (the "sawtooth"), so in this case one needs to consider the whole Matrix Profile. It's a good callout in that the graph isn't a complete anomaly detection system; it more demonstrates how a single anomalous point can impact the Matrix Profile value.

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Re:Show HN: Matrixprofile-ts – A Python library for timeseri... by thenaturalist on Friday January 04, 2019 @11:56AM (#18825505)

Great, thanks for the context!

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