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The first workflow presented in July has changed. Its purpose was to define a “big picture” of the process.

The main changes introduced were:

The Data

Initially, the data had been carried along the workflow, being copied at each new step. That obviously is not the way to handle it. Thus, the raw data is stored only on the “dataset” object and reused where needed.

Now, any modification to the raw data will create a new object, for example, “ds_filtered,” where the SQI filter is applied to the data.

Streaming paradigm

The goal of this work is to operate with streaming data. Thus, the Matrix Profile computation algorithm has been rewritten to handle receiving data in chunks. The algorithm can simulate one observation at a time or a batch of observations (for efficiency). The result will always be as if one observation had been received individually by the model.

To avoid unnecessary recomputations for this analysis phase, the companion statistics needed by the model are pre-computed and fed alongside the data the algorithm needs to process. The pre-computation also allows experimenting with parameters during this process.

References


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