stumpy_matrix_profile_computation_for_time_series.py

1import stumpy
2import pandas as pd
3import numpy as np
4import matplotlib.pyplot as plt
5
6# Create a simple toy time series
7your_time_series = np.random.rand(100)
8# Define a window size (m)
9m = 30
10# Compute the matrix profile
11matrix_profile = stumpy.stump(your_time_series, m)
12
13# The first column contains the matrix profile values
14# The second column contains the matrix profile indices (nearest neighbor)
15# The third column contains the left matrix profile indices
16# The fourth column contains the right matrix profile indices