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An open source time series library for Python implementing Matrix Profile

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OWLPY

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.

Installation

Clone this repo and run:

python setup.py install 

Test

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.

Usage

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)

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