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Multivariate matrix profile #264

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rtavenar opened this issue Jun 15, 2020 · 1 comment
Open

Multivariate matrix profile #264

rtavenar opened this issue Jun 15, 2020 · 1 comment

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@rtavenar
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@rtavenar rtavenar commented Jun 15, 2020

Is your feature request related to a problem? Please describe.
In #262 a new matrix profile implementation is investigated. It has been decided that the multivariate case should not be covered in this PR, so I just open a new issue to keep track of the need for this feature in a future release.

For the stumpy based implementation, it should just call the appropriate functions, and for the numpy-based, this comment by @seanlaw should help: #262 (comment)

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@seanlaw seanlaw commented Feb 4, 2021

This STUMPY tutorial on multi-dimensional matrix profiles should help and is a recommended read for anybody who would like to learn more.

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