tslearn-team / tslearn-team/tslearn

Multivariate matrix profile

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#264 1 comment 2 reactions 0 assignees View on GitHub

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new feature
Dominant language
Python
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Merged PRs (30d)
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Description

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: https://github.com/tslearn-team/tslearn/pull/262#issuecomment-643642612

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reviewing the matrix profile work in PR #262 and Sean Law’s linked comment. Check the existing stumpy-based and numpy-based implementations, then define the multivariate behavior for both paths and verify that the feature is covered before a future release.

Written by the indexing model from the issue text.

Assessment

Tech stack
numpy, python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
28/100

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