A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms

Overview
MPF Logo


PyPI Version PyPI Downloads Conda Version Conda Downloads Code Coverage Azure Pipelines Build Status Platforms License Twitter Discord JOSSDOI ZenodoDOI

MatrixProfile

MatrixProfile is a Python 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.

Python Support

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

The easiest way to install this library is using pip or conda. If you would like to install it from source, please review the installation documentation for your platform.

Installation with pip

pip install matrixprofile

Installation with conda

conda config --add channels conda-forge
conda install matrixprofile

Getting Started

This 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.

Algorithms

For details about the algorithms implemented, including performance characteristics, please refer to the documentation.

Getting Help

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.

Contributing

Please review the contributing guidelines located in our documentation.

Code of Conduct

Please review our Code of Conduct documentation.

Citations

All proper acknowledgements for works of others may be found in our citation documentation.

Citing

Please cite this work using the Journal of Open Source Software article.

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
@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}
}
Owner
Matrix Profile Foundation
Enabling community members to easily interact with the Matrix Profile algorithms through education, support and software.
Matrix Profile Foundation
Probabilistic reasoning and statistical analysis in TensorFlow

TensorFlow Probability TensorFlow Probability is a library for probabilistic reasoning and statistical analysis in TensorFlow. As part of the TensorFl

3.8k Jan 05, 2023
Performance analysis of predictive (alpha) stock factors

Alphalens Alphalens is a Python Library for performance analysis of predictive (alpha) stock factors. Alphalens works great with the Zipline open sour

Quantopian, Inc. 2.5k Jan 09, 2023
Random dataframe and database table generator

Random database/dataframe generator Authored and maintained by Dr. Tirthajyoti Sarkar, Fremont, USA Introduction Often, beginners in SQL or data scien

Tirthajyoti Sarkar 249 Jan 08, 2023
yt is an open-source, permissively-licensed Python library for analyzing and visualizing volumetric data.

The yt Project yt is an open-source, permissively-licensed Python library for analyzing and visualizing volumetric data. yt supports structured, varia

The yt project 367 Dec 25, 2022
BAyesian Model-Building Interface (Bambi) in Python.

Bambi BAyesian Model-Building Interface in Python Overview Bambi is a high-level Bayesian model-building interface written in Python. It's built on to

861 Dec 29, 2022
Uses MIT/MEDSL, New York Times, and US Census datasources to analyze per-county COVID-19 deaths.

Covid County Executive summary Setup Install miniconda, then in the command line, run conda create -n covid-county conda activate covid-county conda i

Ahmed Fasih 1 Dec 22, 2021
Recommendations from Cramer: On the show Mad-Money (CNBC) Jim Cramer picks stocks which he recommends to buy. We will use this data to build a portfolio

Backtesting the "Cramer Effect" & Recommendations from Cramer Recommendations from Cramer: On the show Mad-Money (CNBC) Jim Cramer picks stocks which

Gábor Vecsei 12 Aug 30, 2022
PyIOmica (pyiomica) is a Python package for omics analyses.

PyIOmica (pyiomica) This repository contains PyIOmica, a Python package that provides bioinformatics utilities for analyzing (dynamic) omics datasets.

G. Mias Lab 13 Jun 29, 2022
pyETT: Python library for Eleven VR Table Tennis data

pyETT: Python library for Eleven VR Table Tennis data Documentation Documentation for pyETT is located at https://pyett.readthedocs.io/. Installation

Tharsis Souza 5 Nov 19, 2022
PrimaryBid - Transform application Lifecycle Data and Design and ETL pipeline architecture for ingesting data from multiple sources to redshift

Transform application Lifecycle Data and Design and ETL pipeline architecture for ingesting data from multiple sources to redshift This project is composed of two parts: Part1 and Part2

Emmanuel Boateng Sifah 1 Jan 19, 2022
Show you how to integrate Zeppelin with Airflow

Introduction This repository is to show you how to integrate Zeppelin with Airflow. The philosophy behind the ingtegration is to make the transition f

Jeff Zhang 11 Dec 30, 2022
Data science/Analysis Health Care Portfolio

Health-Care-DS-Projects Data Science/Analysis Health Care Portfolio Consists Of 3 Projects: Mexico Covid-19 project, analyze the patient medical histo

Mohamed Abd El-Mohsen 1 Feb 13, 2022
t-SNE and hierarchical clustering are popular methods of exploratory data analysis, particularly in biology.

tree-SNE t-SNE and hierarchical clustering are popular methods of exploratory data analysis, particularly in biology. Building on recent advances in s

Isaac Robinson 61 Nov 21, 2022
Processo de ETL (extração, transformação, carregamento) realizado pela equipe no projeto final do curso da Soul Code Academy.

Processo de ETL (extração, transformação, carregamento) realizado pela equipe no projeto final do curso da Soul Code Academy.

Débora Mendes de Azevedo 1 Feb 03, 2022
A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood.

Disclaimer This project is stable and being incubated for long-term support. It may contain new experimental code, for which APIs are subject to chang

Uber Open Source 1.6k Dec 29, 2022
PLStream: A Framework for Fast Polarity Labelling of Massive Data Streams

PLStream: A Framework for Fast Polarity Labelling of Massive Data Streams Motivation When dataset freshness is critical, the annotating of high speed

4 Aug 02, 2022
CRISP: Critical Path Analysis of Microservice Traces

CRISP: Critical Path Analysis of Microservice Traces This repo contains code to compute and present critical path summary from Jaeger microservice tra

Uber Research 110 Jan 06, 2023
Validation and inference over LinkML instance data using souffle

Translates LinkML schemas into Datalog programs and executes them using Souffle, enabling advanced validation and inference over instance data

Linked data Modeling Language 7 Aug 07, 2022
The official pytorch implementation of ViTAE: Vision Transformer Advanced by Exploring Intrinsic Inductive Bias

ViTAE: Vision Transformer Advanced by Exploring Intrinsic Inductive Bias Introduction | Updates | Usage | Results&Pretrained Models | Statement | Intr

104 Nov 27, 2022
scikit-survival is a Python module for survival analysis built on top of scikit-learn.

scikit-survival scikit-survival is a Python module for survival analysis built on top of scikit-learn. It allows doing survival analysis while utilizi

Sebastian Pölsterl 876 Jan 04, 2023