matrixprofile 1.1.10

An open source time series data mining library based on Matrix Profile algorithms.

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MatrixProfile Documentation
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MatrixProfile
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MatrixProfile is a Python 3 library, brought to you by the `Matrix Profile Foundation <https://matrixprofile.org>`_, for mining time series data. The Matrix Profile is a novel data structure with corresponding algorithms (stomp, regimes, motifs, etc.) developed by the `Keogh <https://www.cs.ucr.edu/~eamonn/MatrixProfile.html>`_ and `Mueen <https://www.cs.unm.edu/~mueen/>`_ research groups at UC-Riverside and the University of New Mexico. The goal of this library is to make these algorithms accessible to both the novice and expert through standardization of core concepts, a simplistic API, and sensible default parameter values.

In addition to this Python library, the Matrix Profile Foundation, provides implementations in other languages. These languages have a pretty consistent API allowing you to easily switch between them without a huge learning curve.

* `tsmp <https://github.com/matrix-profile-foundation/tsmp>`_ - an R implementation
* `go-matrixprofile <https://github.com/matrix-profile-foundation/go-matrixprofile>`_ - a Golang implementation

Python Support
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Currently, we support the following versions of Python:

* 3.5
* 3.6
* 3.7
* 3.8
* 3.9

Python 2 is no longer supported. There are earlier versions of this library that support Python 2.

Installation
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The easiest way to install this library is using pip. If you would like to install it from source, please review the `installation documentation <http://matrixprofile.docs.matrixprofile.org/install.html>`_ for your platform.

.. code-block:: bash

pip install matrixprofile

Getting Started
---------------
This article provides introductory material on the Matrix Profile:
`Introduction to Matrix Profiles <https://towardsdatascience.com/introduction-to-matrix-profiles-5568f3375d90>`_


This article provides details about core concepts introduced in this library:
`How To Painlessly Analyze Your Time Series <https://towardsdatascience.com/how-to-painlessly-analyze-your-time-series-f52dab7ea80d>`_

Our documentation provides a `quick start guide <http://matrixprofile.docs.matrixprofile.org/Quickstart.html>`_, `examples <http://matrixprofile.docs.matrixprofile.org/examples.html>`_ and `api <http://matrixprofile.docs.matrixprofile.org/api.html>`_ documentation. It is the source of truth for getting up and running.

Algorithms
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For details about the algorithms implemented, including performance characteristics, please refer to the `documentation <http://matrixprofile.docs.matrixprofile.org/Algorithms.html>`_.

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Getting Help
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We provide a dedicated `Discord channel <https://discordapp.com/invite/sBhDNXT>`_ where practitioners can discuss applications and ask questions about the Matrix Profile Foundation libraries. If you rather not join Discord, then please open a `Github issue <https://github.com/matrix-profile-foundation/matrixprofile/issues>`_.

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Contributing
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Please review the `contributing guidelines <http://matrixprofile.docs.matrixprofile.org/contributing.html>`_ located in our documentation.

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Code of Conduct
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Please review our `Code of Conduct documentation <http://matrixprofile.docs.matrixprofile.org/code_of_conduct.html>`_.

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Citations
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All proper acknowledgements for works of others may be found in our `citation documentation <http://matrixprofile.docs.matrixprofile.org/citations.html>`_.

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Citing
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Please cite this work using the `Journal of Open Source Software article <https://joss.theoj.org/papers/10.21105/joss.02179>`_.

Van Benschoten et al., (2020). MPA: a novel cross-language API for time series analysis. Journal of Open Source Software, 5(49), 2179, https://doi.org/10.21105/joss.02179

.. code:: bibtex

@article{Van Benschoten2020,
doi = {10.21105/joss.02179},
url = {https://doi.org/10.21105/joss.02179},
year = {2020},
publisher = {The Open Journal},
volume = {5},
number = {49},
pages = {2179},
author = {Andrew Van Benschoten and Austin Ouyang and Francisco Bischoff and Tyler Marrs},
title = {MPA: a novel cross-language API for time series analysis},
journal = {Journal of Open Source Software}
}