Re:Tutorial Series: Modern Time Series Analysis with Stumpy
by Bostonian on Friday December 25, 2020 @01:12PM
(#25538013)
STUMPY appears to be a nonparametric approach to time series analysis. Are there examples where it outperformed linear, parametric models such as vector autoregressions?
[ Parent
| on HN ]
Re:Tutorial Series: Modern Time Series Analysis with Stumpy
by seanlaw on Friday December 25, 2020 @05:07PM
(#25539406)
STUMPY faithfully reproduces the matrix profile work (https://www.cs.ucr.edu/~eamonn/MatrixProfile.html) in a user friendly and scalable Python package. At the end of the day, there is no silver bullet but, now, you can quickly and easily compute matrix profiles (using distributed CPUs and multi-GPUs) and compare the results with your favorite time series analysis approach. That way, you can choose the right tool for the right data/right job.