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gdpq11 | 7 years ago

I'm not affiliated with UCR, though I am a product of the UC system :)

I agree with Keogh that Matrix Profile can help solve a very wide range of problems, but you usually have to go a little bit deeper than just calculating the topline Matrix Profile. A good example of this is that if you calculate the Matrix Profile for something with daily seasonality (say, in-store retail sales), you'll see the same daily pattern in the Matrix Profile. The straightforward fix for this is to normalize by time window (say, only compare the Matrix Profile at the same time each day).

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