Data Science Seminar

Towards a Near Universal Time Series Data Mining Tool: Introducing the Matrix Profile

Michael Yeh

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Towards a Near Universal Time Series Data Mining Tool: Introducing the Matrix Profile

When Friday, November 19, 2021, 2:00 PM – 3:00 PM (MT)

Abstract

Matrix profile is a data structure that annotates a time series by recording the location of and the distance to the nearest neighbors of each subsequences in the time series. The matrix profile stores such information in an efficient and easy-to-access fashion and can be used in a variety of data mining tasks like motif/discord discovery, semantic segmentation, and clustering. In this talk, I will 1) introduce what matrix profile is, 2) discuss the computational challenge associated with matrix profile, and 3) show how it can be used in different time series data mining tasks.

Speaker

Tags: algorithms & theory computer vision


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