An open source time series library for Python implementing the Matrix Profile.
The Matrix Profile is a time-series analysis tool that can be used for several tasks e.g. motif/discord discovery.
Original project started by Juan.
Clone this repo and run:
python setup.py install To test the library, in the source directory run:
python test_motif_discovery.py to discover motifs and discords in the ECGFiveDays dataset, or
python test_query_matching.py to match a query subsequence on the Coffee datset.
Both dataset are from the UCR Archive.
To use OWLPY, simply import from the core package, as in:
from owlpy.core import *
import numpy as np
ts = np.random.rand(100)
query = np.random.rand(50)
MP, I = stamp(ts,query,15)