Expand description
Temporal motif discovery via Matrix Profile.
Detects recurring patterns (motifs) and anomalous subsequences (discords) in entity trajectories. Adapted from the STOMP algorithm (Zhu et al., 2016) to operate on multi-dimensional embedding trajectories.
§Key insight
Operating on region trajectories (K ≈ 60-80 dims) rather than raw embeddings (D = 768) makes the Matrix Profile tractable: O(N² × K) for a 500-window trajectory with K=80 is ~20M operations.
§References
- Yeh, C.-C. M. et al. (2016). Matrix Profile I. IEEE ICDM.
- Zhu, Y. et al. (2016). Matrix Profile II: STOMP. IEEE ICDM.
Structs§
- Discord
- An anomalous subsequence (most unlike anything else in the trajectory).
- Motif
- A discovered recurring pattern in a trajectory.
- Motif
Occurrence - A single occurrence of a motif.
Functions§
- detect_
period 🔒 - Detect periodicity from occurrence indices.
- discover_
discords - Discover the top-k anomalous subsequences (discords).
- discover_
motifs - Discover the top-k recurring motifs in a trajectory.
- matrix_
profile - Compute the Matrix Profile for a multi-dimensional trajectory.
- subsequence_
distance 🔒 - Euclidean distance between two subsequences of the trajectory.