msig 0.2.1

Statistical Significance Criteria for Multivariate Time Series Motifs

MSig

Statistical-significance testing for multidimensional time-series motifs.

MSig evaluates whether discovered motifs occur more frequently than expected by chance, using rigorous statistical methods. It accompanies the paper Silva, Madeira & Henriques (2026), Pattern Recognition Letters — see Citation.

What's new in 0.2.x: comprehensive correctness, accessibility, and reproducibility revision. See CHANGELOG.md for details, REPRODUCING_EXPERIMENTS.md for paper-vs-code reconciliation, and CONTRIBUTING.md to get involved.

Installation

Quick Install from PyPI

pip install msig                    # Core package only
pip install "msig[experiments]"     # With experiment dependencies

Development Install with uv (Recommended)

git clone https://github.com/MiguelGarcaoSilva/msig.git
cd msig
uv sync                             # Installs all dependencies

# Optional: MOMENTI (Linux x86_64/Windows only)
uv pip install git+https://github.com/aidaLabDEI/MOMENTI-motifs

Requirements:

• Python 3.11-3.13 (3.14+ may have LAMA compatibility issues)
• ffmpeg (for audio experiments): brew install ffmpeg (macOS) or sudo apt-get install ffmpeg (Linux)

Quick Start

from msig import Motif, NullModel
import numpy as np

# Create sample multivariate time series (3 sensors × 100 time points)
np.random.seed(42)
t = np.linspace(0, 10, 100)
sensor1 = 10 + 2 * np.sin(2 * np.pi * t) + np.random.randn(100) * 0.5
sensor2 = 5 + 1.5 * np.cos(2 * np.pi * t) + np.random.randn(100) * 0.3
sensor3 = 15 + 3 * np.sin(2 * np.pi * t + np.pi/4) + np.random.randn(100) * 0.7
data = np.stack([sensor1, sensor2, sensor3])

# Create null model (assumes Gaussian distributions)
model = NullModel(data, dtypes=[float, float, float], model="gaussian_theoretical")

# Define a motif: length 10, all 3 sensors, 8 occurrences
motif_length = 10
motif_vars = np.array([0, 1, 2])  # Use all sensors
motif_pattern = data[motif_vars, 5:15]  # Extract pattern from position 5 across selected variables
delta_thresholds = np.array([0.3, 0.3, 0.3])  # Tolerance for matching

# Create motif and test significance
motif = Motif(motif_pattern, motif_vars, delta_thresholds, n_matches=8)
prob = motif.set_pattern_probability(model, vars_indep=True)
pvalue = motif.set_significance(
    max_possible_matches=100 - motif_length + 1,
    data_n_variables=3,
    idd_correction=False
)

print(f"Pattern probability: {prob:.6e}")
print(f"P-value: {pvalue:.6e}")
print(f"Significant at α=0.01? {pvalue <= 0.01}")

See the examples/ folder for more examples (simple_example.py and example.ipynb).

Running Experiments

The repository includes case studies on three datasets (audio, population density, washing machine) with three discovery methods (STUMPY, LAMA, MOMENTI).

Validate Setup

uv run python validate_reproducibility.py

Run All Experiments

uv run python run_experiments.py --all
uv run python scripts/compare_results.py  # Compare results

Note: MOMENTI requires uv pip install git+https://github.com/aidaLabDEI/MOMENTI-motifs (Linux x86_64/Windows only)

Individual Experiments

# Audio experiments
uv run python experiments/audio/run_stumpy.py
uv run python experiments/audio/run_lama.py
uv run python experiments/audio/run_momenti.py

# Population density
uv run python experiments/populationdensity/run_stumpy.py
uv run python experiments/populationdensity/run_lama.py
uv run python experiments/populationdensity/run_momenti.py

# Washing machine
uv run python experiments/washingmachine/run_stumpy.py
uv run python experiments/washingmachine/run_lama.py
uv run python experiments/washingmachine/run_momenti.py

Experiment Runner Options

# Run specific combinations
uv run python run_experiments.py --dataset audio           # All methods on audio
uv run python run_experiments.py --method stumpy           # STUMPY on all datasets
uv run python run_experiments.py --dataset audio --method lama

# Preview what would run
uv run python run_experiments.py --all --dry-run

Understanding Results

Results are saved to results/<dataset>/<method>/:

• summary_motifs_{method}.csv (tracked in git)

  • Aggregated statistics per motif length
  • Columns: s (length), k (dimensionality), #Matches, P (probability), p-value, significant

• metadata.json (tracked in git)

  • Experiment parameters and environment info
  • Python/library versions, timestamps

• table_motifs_{method}.csv (not tracked - regenerate if needed)

  • Detailed per-motif information with indices

Key result interpretations:

• Low p-value (< 0.05): Motif is statistically significant
• Low P (pattern probability): Motif is rare under null hypothesis
• High #Matches: Motif occurs frequently
• significant=True: Occurs more often than expected by chance (after FDR correction)

Comparing Results

uv run python scripts/compare_results.py                    # Full comparison
uv run python scripts/compare_results.py --dataset audio    # Methods on audio
uv run python scripts/compare_results.py --method stumpy    # STUMPY across datasets

Datasets

1. Audio: 12 MFCC features from imblue.mp3 - musical patterns (beats, measures, phrases)
2. Population Density: 3 variables (Terminals, Roaming, Calls) - daily urban mobility patterns
3. Washing Machine: 7 sensor variables - operating mode patterns

Testing

uv run python validate_reproducibility.py  # Validate environment
uv run python -m pytest tests/ -v          # Run unit tests

Citation

@article{silva2026and,
  title={On Why and How Statistical Significance Criteria Can Guide Multivariate Time Series Motif Analysis},
  author={Silva, Miguel G and Madeira, Sara C and Henriques, Rui},
  journal={Pattern Recognition Letters},
  year={2026},
  publisher={Elsevier}
}

License

MIT License - see LICENSE file.