What is the Matrix Profile?

The matrix profile is a data structure and associated algorithms that helps solve the dual problem of anomaly detection and motif discovery. It is robust, scalable and largely parameter-free.

Get Started Github

Why Use The Matrix Profile?

It's fast

The Matrix Profile can compute a quintillion pairwise comparisons in less than a day.

It's easy to use

The Matrix Profile is parameter-free and works straight out of the box.

It's data agnostic

The Matrix Profile has solved challenges in finance, biology, robotics, healthcare, IoT, geology and many other arenas.

Recent Blog Posts

How to Preprocess Your Time Series

Have you used the Matrix Profile algorithms in the past to realize that your data is pretty dirty? Learn about our new preprocess module that assists with imputing missing data and handling the singular continuous value cases.

What are Time Series Snippets?

A short tutorial demonstrating how to use time series Snippets to summarize data at a high level.

What are Time Series Discords?

A short tutorial demonstrating how to use Matrix Profile Discords for anomaly detection.

Meet Yue Lu

Learn about Yue Lu, our summer intern at MPF.

Clustering: Computing the Pairwise Distance Matrix

A quick and useful code tutorial that illustrates how you may compute a MPDist pairwise distance matrix for clustering.