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SKIMP is a family of algorithms used to compute the Pan Matrix Profile.
SKIMP: An Anytime Algorithm to Compute the Pan Matrix Profile
SKIMP: An Anytime Algorithm to Compute the Pan Matrix Profile
With an increasing level of granularity for subsequence r, the SKIMP Algorithm uses the fastest algorithm to calculate the Matrix Profile r which is used to approximate the Pan Matrix Profile.
As an anytime algorithm SKIMP may be terminated at any time during its execution and still produce an approximation of the Pan Matrix Profile.
Figure: A visual trace of a Pan Matrix Profile. After a few iterations of the SKIMP Algorithm, the motifs have been identified and their location approximated.
As an anytime algorithm SKIMP may be terminated at any time during its execution and still produce an approximation of the Pan Matrix Profile.
The SKIMP Algorithm's approximation of the Pan Matrix Profile can be animated where each frame of the animation is a single iteration of the SKIMP Algorithm where the most recently computed Matrix Profile (line 4), is indicated in red.
Figure: A frame-by-frame animation of the calculation of a pan matrix profile. Each frame corresponds to the completion of another matrix profile.
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