The Matrix Profile is the best idea in time series data mining in a decade.
The 2018 UCR Time Series Classification page
has the largest collection of test datasets in the world.
SAX
is the best representation for many time series problems
The UCR Suite the optimally fast method to search under Dynamic Time Warping and Euclidean Distance. It uses the
LB_Keogh lowerbound. Winner of SIGKDD best paper and SIGKDD test-of-time award.