A Python 3 library making time series data mining tasks

Jun 26, 2021 1 min read

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.

tsmp - an R implementation
go-matrixprofile - a Golang implementation

Python Support

Currently, we support the following versions of Python:

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

GitHub

https://github.com/matrix-profile-foundation/matrixprofile

Data Scientists Algorithms

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