Howdy folks... Just saw this come across another forum I follow and it looks right up the alley of folks here. Anyone played with it yet?

STUMPY is a powerful and scalable library that efficiently computes something called the matrix profile, which can be used for a variety of time series data mining tasks such as:

  • pattern/motif (approximately repeated subsequences within a longer time series) discovery
  • anomaly/novelty (discord) discovery
  • shapelet discovery
  • semantic segmentation
  • density estimation
  • time series chains (temporally ordered set of subsequence patterns)
  • and more...
https://github.com/TDAmeritrade/stumpy