Consider using concurrency in MatrixProfile implementation

Question

Consider using concurrency in MatrixProfile implementation

barrybecker4 opened this issue 6 years ago · 3 comments

Not sure how well this will work, but I would like to experiment with using concurrency to speed execution of the for loops in MPdistance.

Answer 1 · 2018-12-12T22:27:08.000Z

That's a good idea. You may find useful STOMP and SCRIMP algorithms (presentation and article) .
We can also speed up the execution of MPdistance with MASS v3 algorithm (current version in our code is mass v2).

Answer 2 · 2018-12-13T16:31:55.000Z

It was actually the loop in MatrixProfile class and not MBdistance that I modified. The loop over all the series steps can now be done sequentially or with concurrent threads.

Answer 3 · 2019-01-14T16:07:02.000Z

Closing this, since may change to add concurrency was accepted into master.
Thank you.