OWLPY

An open source time series library for Python using Matrix Profile.

Learn more <http://www.cs.ucr.edu/~eamonn/MatrixProfile.html>_.

Disclaimer

I started this project because I needed to detect anomalies in time series <https://github.com/jbeleno/machine_learning_unicamp/tree/master/exercicio_7_anomalias_em_series_temporais>_. Matrix Profile is one of the cutting edge algorithms for this kind of problems, I realized that this algorithm uses a semi-automatic approach to solve my problem. It needs to set explicitly the value of M and I needed a complete automatic approach, so I stoped the development of this algorithm (STAMP, STOMP, auto-joins, etc.)

Nevertheless, some advances and corrections have been done by Roberto <https://rob-med.github.io/>_ in his fork <https://github.com/rob-med/owlpy>_ of my initial GitHub project. Hence, I consider you should work with his fork.