GitHub - TDAmeritrade/stumpy: STUMPY is a powerful and scalable Python library for modern time series analysis

STUMPY

STUMPY is a powerful and scalable Python library that efficiently computes something called the matrix profile, which is just an academic way of saying "for every (green) subsequence within your time series, automatically identify its corresponding nearest-neighbor (grey)":

What's important is that once you've computed your matrix profile (mi... See more