Add Notebook Reproducer for MADRID

[seanlaw]

Here is the preprint

Website

Code

Datasets

[NimaSarajpoor]

It seems that this method, MADRID, applies DAMP on a range of subsequence lengths but in a smart way to reduce the computing time. The method DAMP (see issue #606 and PR #920) is a major piece in this paper. Its implementation does not seem to be complicated. After DAMP, this can be a good place to continue the work to explore anomalies of different lengths.

[igorpereirabr1]

@NimaSarajpoor, any plans to implement this?

[seanlaw]

@NimaSarajpoor, any plans to implement this?

@igorpereirabr1 Thank you for your interest. First, we'll need to develop the DAMP implementation before we can do MADRID (which requires DAMP). You can follow the development of DAMP in issue #920