MatrixProfile is a Python 2 and 3 library, brought to you by the Matrix Profile Foundation, for mining time series data. The Matrix Profile is a novel data structure with corresponding algorithms (stomp, regimes, motifs, etc.) developed by the Keogh and 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 - an R implementation
- go-matrixprofile - a Golang implementation
The easiest way to install this library is using pip. If you would like to install it from source, please review the installation documentation for your platform.
pip install matrixprofileThis article provides introductory material on the Matrix Profile: Introduction to Matrix Profiles
This article provides details about core concepts introduced in this library: How To Painlessly Analyze Your Time Series
Our documentation provides a quick start guide, examples and api documentation. It is the source of truth for getting up and running.
For details about the algorithms implemented, including performance characteristics, please refer to the documentation.
We provide a dedicated Discord channel 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.
Please review the contributing guidelines located in our documentation.
Please review our Code of Conduct documentation.
All proper acknowledgements for works of others may be found in our citation documentation.