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When building out a matrix profile for a time series, what tests can be used to determine that both the bin size and window size are optimal?
Oct. 4, 2023, 7:56 a.m. | /u/WadeEffingWilson
Data Science www.reddit.com
I'm working with a month's worth of data placed into 5-minute bins (288 samples/day). I initially rebinned to 1-hour but I wasn't sure whether or not that might hide certain higher frequency patterns or if it would just make it too noisy.
I'm also attempting to tune the window_size parameter used by the STUMPY python …
building data datascience matrix playing profile profiles series set tests time series
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