Matrix Profile Goes MAD: Variable-Length Motif And Discord Discovery in Data Series
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Abstract (arXiv)
In the last fifteen years, data series motif and discord discovery have emerged as two useful and well-used primitives for data series mining, with applications to many domains, including robotics, entomology, seismology, medicine, and climatology. Nevertheless, the state-of-the-art motif and discord discovery tools still require the user to provide the relative length. Yet, in several cases, the choice of length is critical and unforgiving. Unfortunately, the obvious brute-force solution, which tests all lengths within a given range, is computationally untenable. In this work, we introduce a new framework, which provides an exact and scalable motif and discord discovery algorithm that efficiently finds all motifs and discords in a given range of lengths. We evaluate our approach with five diverse real datasets, and demonstrate that it is up to 20 times faster than the state-of-the-art. Our results also show that removing the unrealistic assumption that the user knows the correct length, can often produce more intuitive and actionable results, which could have otherwise been missed. (Paper published in Data Mining and Knowledge Discovery Journal - 2020)
Key facts. Cited by 9 papers in the map (data through 7 Oct 2026). First posted on arXiv 31 Aug 2020.
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Citing papers per year: 2021: 1; 2022: 4; 2023: 0; 2024: 0; 2025: 3; 2026: 1.
9 papers.
- 2022Do Deep Neural Networks Contribute to Multivariate Time Series Anomaly Detection?cited by 19
- 2022Robust and Explainable Autoencoders for Unsupervised Time Series Outlier Detection---Extended Versioncited by 19
- 2022Series2Graph: Graph-based Subsequence Anomaly Detection for Time Seriescited by 13
- 2022dCAM: Dimension-wise Class Activation Map for Explaining Multivariate Data Series Classificationcited by 11
- 2025VUS: Effective and Efficient Accuracy Measures for Time-Series Anomaly Detectioncited by 11
- 2025k-Graph: A Graph Embedding for Interpretable Time Series Clusteringcited by 1
- 2025MSAD: A Deep Dive into Model Selection for Time series Anomaly Detectioncited by 1
- 2021IRMAC: Interpretable Refined Motifs in Binary Classification for Smart Grid Applicationscited by 0
- 2026Detect, Explain, Interpret: An End-to-End Benchmark for Time Series Anomaly Detection, Explainability and Interpretabilitycited by 0
- 2026Detect, Explain, Interpret: An End-to-End Benchmark for Time Series Anomaly Detection, Explainability and Interpretability1 Oct 2026
- 2025MSAD: A Deep Dive into Model Selection for Time series Anomaly Detection30 Oct 2025
- 2025VUS: Effective and Efficient Accuracy Measures for Time-Series Anomaly Detection18 Feb 2025
- 2025k-Graph: A Graph Embedding for Interpretable Time Series Clustering18 Feb 2025
- 2022Series2Graph: Graph-based Subsequence Anomaly Detection for Time Series25 Jul 2022
- 2022dCAM: Dimension-wise Class Activation Map for Explaining Multivariate Data Series Classification25 Jul 2022
- 2022Robust and Explainable Autoencoders for Unsupervised Time Series Outlier Detection---Extended Version7 Apr 2022
- 2022Do Deep Neural Networks Contribute to Multivariate Time Series Anomaly Detection?4 Apr 2022
- 2021IRMAC: Interpretable Refined Motifs in Binary Classification for Smart Grid Applications23 Sep 2021