MatchingPursuit - Processing Time Series Data Using the Matching Pursuit Algorithm

Provides tools for analysing and decomposing time series data using the Matching Pursuit (MP) algorithm, a greedy signal decomposition technique that represents complex signals as a linear combination of simpler functions (called atoms) selected from a redundant dictionary. Support for the Orthogonal Matching Pursuit (OMP) variant of the classical MP algorithm is also provided. For more details see Mallat and Zhang (1993) <doi:10.1109/78.258082>, Pati et al. (1993) <doi:10.1109/ACSSC.1993.342465>, Elad (2010) <doi:10.1007/978-1-4419-7011-4> and Różański (2024) <doi:10.1145/3674832>.