Matrix Profile XXX: MADRID: A Hyper-Anytime and Parameter-Free Algorithm to Find Time Series Anomalies of all Lengths.
Yue LuThirumalai Vinjamoor Akhil SrinivasTakaaki NakamuraMakoto ImamuraEamonn J. KeoghPublished in: ICDM (2023)
Keyphrases
- parameter free
- objective function
- databases
- detection algorithm
- worst case
- computational complexity
- dynamic programming
- database
- matching algorithm
- data sets
- expectation maximization
- simulated annealing
- computational cost
- cost function
- k means
- pairwise
- optimal solution
- learning algorithm
- neural network
- active learning
- search space
- np hard
- preprocessing
- reinforcement learning
- similarity measure
- segmentation algorithm
- real world