go-matrixprofile
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matrix-profile-foundation
golang library for computing matrix profiles along with other time series analysis features
See _Matrix Profile XXI: MERLIN: Parameter-Free Discovery of Arbitrary Length Anomalies in Massive Time Series Archives. Takaaki Nakamura, Makoto Imamura, Ryan Mercer and Eamonn Keogh. ICDM 2020_ [[pdf](http://www.cs.ucr.edu/~eamonn/MERLIN_Long_version_for_website.pdf),[author's Matlab reference...
Currently the sorting of the multi-dimensional matrix profile calculation accounts for almost all of the allocations and slowness of the algorithm.
Current anytime matrix profile calculations are using STAMP, though it's been shown that there are significant improvements if we move towards the SCRIMP++ implementation. Details of the algorithm can be...
Currently the annotation vector is only applied to the B timeseries and has assumed that we're doing a self-join. We should extend this to apply the same annotation vector to...
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golang library for computing matrix profiles along with other time series analysis features