Matrix Profile IX: Admissible Time Series Motif Discovery with Missing Data - R #83
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Addresses indexing issue related to matlab cum_sumx(m:n)-[0;cum_sumx(1:n-m)]; here especially the [0; notation which seems to make differences in vector lengths trivial in matlab, whereas in R a function is required. Stomp is twenty times faster than this NA approach when replacing missing values with either 0 or lowest known value (min), but it runs 8.6x faster in R than in Octave.
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franzbischoff
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The code and data in this pull are my translation of Matrix Profile IX MDMS from Matlab/Octave and the paper to R. I think it is working nearly properly. It is in no way optimized, there for currently slow for modest 50K ts lengths, which I realize does not reflect the current development imperative. I submit for your considered review as who would know this material better and advise me of necessary changes. Data *_1K are length 1000, otherwise length 50002.
Thank you for your time and attention.
Chris