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		jmpeax 11 months ago \| parent \| context \| favorite \| on: Time-Series Anomaly Detection: A Decade Review What do you mean you don't have to mess around with window sizes? Matrix profile is highly dependent on the window size.

eamonnkeogh 11 months ago [–]

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.

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