Extended Motif Discovery algorithm

This repository contains a python implementation of the Extended Motif Discovery (EMD) algorithm [1] for motif discovery in time-series.

Prerequisites

dtaidistance==1.1.4
matplotlib>=3.0.2
numpy>=1.15
pandas>=0.23
saxpy==1.0.1.dev167
scipy>=1.2
seaborn>=0.9

Installing

This packages is available on PyPI and thus can be directly installed with pip:

pip install extendedMD

Alternatively, this package can installed from source by cloning this repository and installing it manually with the command:

python setup.py install

Usage

References

[1] Y. Tanaka, K. Iwamoto, K. Uehara, Discovery of Time-Series Motif from Multi-Dimensional Data Based on MDL Principle, Machine Learning (2005) 269–300.