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.
[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.