Matrix Profiles in Stumpy
Data Skeptic
00:00
Streaming Time Series Data - How to Update a Matrix Profile?
When a new data point comes in, nothing actually fundamentally changes. All you have to do is take that new subsequence and ask the question, where is the nearest neighbor? And so you don't actually have to recompute any of the distances prior to that. So out of the box, you can do this ververy easily with stumpy.
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