News for hackers. Stuff that matters.

A comment on Dive into Time-Series Anomaly Detection: A Decade Review. Parent comment

Re:Dive into Time-Series Anomaly Detection: A Decade Review by jmpeax on Monday January 06, 2025 @07:25PM (#42617769)
What do you mean you don't have to mess around with window sizes? Matrix profile is highly dependent on the window size.
[ Parent | on HN ]
Re:Dive into Time-Series Anomaly Detection: A Decade Review by eamonnkeogh on Tuesday January 07, 2025 @11:51AM (#42624494)
The MP is so efficent that you can test ALL window lengths at once! This is called MADRID [a].

[a] Matrix Profile XXX: MADRID: A Hyper-Anytime Algorithm to Find Time Series Anomalies of all Lengths. Yue Lu, Thirumalai Vinjamoor Akhil Srinivas, Takaaki Nakamura, Makoto Imamura, and Eamonn Keogh. ICDM 2023.

[ Parent | on HN ]