Thanks for making this available! As someone who also has some TS analysis to do, I appreciate the fact that the code is available and in Python!
I am curious: are you affiliated with the UCR people? What's your opinion on Keogh's claims of the matrix profile making many TS problems easy or trivial?
I'm not affiliated with UCR, though I am a product of the UC system :)
I agree with Keogh that Matrix Profile can help solve a very wide range of problems, but you usually have to go a little bit deeper than just calculating the topline Matrix Profile. A good example of this is that if you calculate the Matrix Profile for something with daily seasonality (say, in-store retail sales), you'll see the same daily pattern in the Matrix Profile. The straightforward fix for this is to normalize by time window (say, only compare the Matrix Profile at the same time each day).
I am curious: are you affiliated with the UCR people? What's your opinion on Keogh's claims of the matrix profile making many TS problems easy or trivial?