STUMPY

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

• streaming (on-line) data

• fast approximate matrix profiles

• time series chains (temporally ordered set of subsequence patterns)

• snippets for summarizing long time series

• pan matrix profiles for selecting the best subsequence window size(s)

   

  https://stumpy.readthedocs.io/en/latest/index.html

  https://github.com/TDAmeritrade/stumpy 

  https://towardsdatascience.com/stumpy-basics-21844a2d2d92