matrixprofile | Python 3 library making time series data mining tasks | Predictive Analytics library
kandi X-RAY | matrixprofile Summary
kandi X-RAY | matrixprofile Summary
A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.
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Top functions reviewed by kandi - BETA
- Check that ts and query is 1d
- Convert a to a NumPy array
- Check if a is array - like
- Checks if a is one - dimensional
- Applies an average average
- Generate a new array with a rolling window
- Calculate the complexity of a time series
- Make an array of NaNs
- Generate the top k motifs from a PMP profile
- Compute the mass2 of a time series
- Takes a PMP data structure and returns a PMP
- Return a dict of MatrixProfile
- Convert a pearson array to eclients
- Clean NaNs from a ts
- Check if array is a Pearson array
- Moving function
- Calculate the standard deviation of an array
- Moving median function
- Moving over an array
- Check if an object is a pmp object
- Calculate a moving average
- Return True if two ts are similar
- Find the motifs in a given profile
- Write a profile to disk
- Create a profile from a file
- Return the indices that are not NaN
matrixprofile Key Features
matrixprofile Examples and Code Snippets
Community Discussions
Trending Discussions on matrixprofile
QUESTION
I have a list of time-series (=pandas dataframe) and want to calculate for each time-series (of a device) the matrixprofile. One option is to iterate all the devices - which seems to be slow. A second option would be to group by the devices - and apply a UDF. The problem is now, that the UDF will return 1:1 rows i.e. not a single scalar value per group but the same number of rows will be outputted as the input.
Is it still possible to somehow vectorize this calculation for reach group when 1:1 (or at least non scalar values) are returned?
...ANSWER
Answered 2020-Nov-09 at 14:30Indeed this (see also the link above in the comment) is a way to get it to work in a faster/more desired way. Perhaps there is even a better alternative
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
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No vulnerabilities reported
Install matrixprofile
You can use matrixprofile like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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