Matrix profile calculation: STOMP method

Specific Domains Machine Learning
1

Hi,
Is there a Julia package that implements the matrix profile calculation using the STOMP method, i.e. corresponds to Stumpy’s

… scalable library that efficiently computes something called the matrix profile

Alternatively, is there a Julia package that has it on their road-map?

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2

See

for an implementation of STOMP. It does currently not support GPU, but it’s quite a bit faster than the implementation of the original paper.

@time matrix_profile(randn(Float32, 2^17), 256)
# 55.262552 seconds (140 allocations: 5.009 MiB)

on a laptop from 2014, while the authors implementation from the paper took 4.2 minutes
(table III from their paper).

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