Matrix Profile IX: Admissible Time Series Motif Discovery with Missing Data - R#83
Open
chris-english wants to merge 6 commits into
Open
Matrix Profile IX: Admissible Time Series Motif Discovery with Missing Data - R#83chris-english wants to merge 6 commits into
chris-english wants to merge 6 commits into
Conversation
Add files via upload
…_IX_data Add files via upload
Addresses indexing issue related to matlab cum_sumx(m:n)-[0;cum_sumx(1:n-m)]; here especially the [0; notation which seems to make differences in vector lengths trivial in matlab, whereas in R a function is required. Stomp is twenty times faster than this NA approach when replacing missing values with either 0 or lowest known value (min), but it runs 8.6x faster in R than in Octave.
Add files via upload
franzbischoff
added
the
Technical Work
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
The code and data in this pull are my translation of Matrix Profile IX MDMS from Matlab/Octave and the paper to R. I think it is working nearly properly. It is in no way optimized, there for currently slow for modest 50K ts lengths, which I realize does not reflect the current development imperative. I submit for your considered review as who would know this material better and advise me of necessary changes. Data *_1K are length 1000, otherwise length 50002.
Thank you for your time and attention.
Chris