Stumpy
Description
STUMPY is a powerful and scalable Python library for modern time series analysis.
Tensors and Dynamic neural networks in Python with strong GPU acceleration.
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). After computing the matrix profile it can be used for a variety of data mining tasks such as:
- Pattern/motif
- Anomaly/novelty
- Semantic segmentation
- Streaming data
- Fast approximate matrix profiles
- Time series chains
- Snippets for summarizing long time series
- Pan matrix profiles for selecting the best subsequence window size(s)
- And more!
Environment Modules
Run module spider Stumpy to find out what environment modules are available for this application.
System Variables
- HPC_STUMPY_DIR - installation directory
- HPC_STUMPY_BIN - binaries directory
Citation
If you publish research that uses Stumpy you have to cite it as follows:
S.M. Law, (2019). STUMPY: A Powerful and Scalable Python Library for Time Series Data Mining. Journal of Open Source Software, 4(39), 1504.