TDAmeritrade / stumpy

STUMPY is a powerful and scalable Python library for modern time series analysis

Home Page:https://stumpy.readthedocs.io/en/latest/

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Faster Non-normalized Matrix Profiles

seanlaw opened this issue · comments

This paper by MERL discusses the use of double ended queues to speed up computation of matrix profiles but it isn't clear how this may/may not affect top-k nearest neighbors.

Note that the authors wrote the original time series chains paper.