Comments (5)
Hi Marcelo,
It's a non-trivial addition, but do-able (we just haven't had the bandwidth to incorporate it yet). We'll hopefully include it in the near future, though you're always welcome to submit your own PR :) In the meantime, the other two libraries supported by the Matrix Profile Foundation (go-matrixprofile (Golang) and tsmp (R)) have multivariate capabilities.
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Sweet, gonna have a look at that ones. Thank you for the quick reply!
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@ortegatron You can also take a look at this paper for multivariate mp. https://www.cs.ucr.edu/~eamonn/Motif_Discovery_ICDM.pdf.
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great code thanks
may you still clarify :
will it work for multivariate time series as written in Matrix Profile VI: Meaningful Multidimensional
Motif Discovery
https://www.cs.ucr.edu/~eamonn/Motif_Discovery_ICDM.pdf.
1
where all values are continues values
2
or even will it work for multivariate time series where values are mixture of continues and categorical values
for example 2 dimensions have continues values and 3 dimensions are categorical values
color weight gender height age
1 black 56 m 160 34
2 white 77 f 170 54
3 yellow 87 m 167 43
4 white 55 m 198 72
5 white 88 f 176 32
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@Sandy4321 unfortunately this library is no longer maintained. I'd recommend you take a look at the Matrix Profile Foundation's new library here. It's substantially more performant than matrixprofile-ts, and includes a number of additional features (pan-Matrix Profile, Snippets support, etc).
With respect to your original question, the matrixprofile library has an open issue to add multi-dimensional support in the near future. Feel free to add to the discussion there, as well as submit a PR :)
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Related Issues (20)
- import error
- stumpy HOT 2
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