CODEWITHSUNDEEP
pythontime-series
Rob
Rob

Reputation: 153

repeated patterns in time series graphs

Can someone recommend a python package that would be good for

  1. Identifying repeated shapes in a time series graph?
  2. Given the index and length of a shape in a graph (say, identified in 1), return the position and size of similar shapes in a graph?

Upvotes: 3

Views: 781

Answers (1)

Rob
Rob

Reputation: 153

Looks like for 1: Matrix Profile http://www.cs.ucr.edu/~eamonn/MatrixProfile.html Where there's sample Matlab code to visualise and output the top 3 motifs in your time series.

For 2: MASS: Mueen's Algorithm for Similarity Search http://www.cs.unm.edu/~mueen/FastestSimilaritySearch.html Where there's a Matlab function to perform the similarity search.

A python implementation of an earlier version of the algorithm used by 1. https://github.com/rob-med/owlpy

I'll need to raise a separate question regarding Matlab code I think to use the results of 1 on 2. But I think the above answers my original question.

Upvotes: 4

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