A new tool for painlessly analyzing your time series.
We’re surrounded by time-series data. From finance to IoT to marketing, many organizations produce thousands of these metrics and mine them to uncover business-critical insights. A Site Reliability Engineer might monitor hundreds of thousands of time series streams from a server farm, in the hopes of detecting anomalous events and preventing catastrophic failure. Alternatively, a brick and mortar retailer might care about identifying patterns of customer foot traffic and leveraging them to guide inventory decisions.
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Recently I began to look further into Time Series(TS). During the course of my Master’s degree, I used the forecast package quite a bit (Thanks to Prof. Hyndman), and TS got my attention. So, after reading lots of publications about everything you can imagine about TS, I came across one publication from Prof. Eamonn, of the University of California, that made me contact him to ask a few questions. After receiving a huge amount of information from him, one particular subject caught my attention: Matrix Profile.
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