Support for MultiMatrixProfile in the find_discord function

[shfa5275]

[franzbischoff]

I think MultiMatrixProfile aims to have a meaningful motif search algorithm (as in the paper). Meanwhile, you can try to search the largest value in the computed profile. This for sure is a nice feature to add. I'll mark this as a TODO.

[shfa5275]

Thank you for your suggestion!

I have a question. The multimatrixprofile gives $d$ matrixprofiles. Taking the max on each matrixprofile gives $d$ discord locations, which can be too much. I am wondering that: what I first take the mean or the median of all the matrixprofiles and then compute the max? Is it a sufficient approximation of a discord location in an overall sense?

Thanks again and kind regards!

[franzbischoff]

Well, you have to try and see if the results make sense for you. Motif make sense to aggregate (i.e.: having a motif that is similar across dimensions. For discord, you could try the overall discord of the discord for each dimension.