matrixprofile-ts
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A Python library for detecting patterns and anomalies in massive datasets using the Matrix Profile
Add implementation for MPDist. It should be fairly easy with all of the SCRIMP++ code that was implemented. https://sites.google.com/site/mpdistinfo/
I have a timeseries (pattern) of length 44,640 (1 month) and a segment (m) length of 60 Exception thrown on this array but not on subset with 10080 points (1...
In `mass()` and `massStomp()` in utils.py, the quotient in the calculation of the squared distance can go slightly above 1, leading to a negative difference (see [line 177](https://github.com/target/matrixprofile-ts/blob/master/matrixprofile/utils.py#L177) and [line...
Reproduction: from matrixprofile import * a = np.random.rand(500) b = np.random.rand(500) mp_a_1 = matrixProfile.stomp(a,10,a)[0] mp_a_2 = matrixProfile.stomp(a,10)[0] mp_a_b = matrixProfile.stomp(a,10,b)[0] assert np.max(np.abs(mp_a_b[0])) > 0, 'stomp returns 0-filled vectors when tsB...
The SCRIMP++ module is a little difficult to follow. It should be refactored once we establish some code style guidelines. #26
There seems to be a lot of inconsistency in coding style. For example, the time series variable is as tsA instead of snake cased as ts_a. Python conventions are not...
In some occasion, a time series subsequence can be flat/constant for a while, which may lead to a zero standard deviation for that subsequence. However, the the current codes does...
Would you be willing to restructure this module so that all algorithms have their own modules? I feel that many of these algorithms make adjustments to the core algorithm "MASS"...
Right now STOMP requires that tsA and tsB be the same length. It does not support a query of smaller sizes. For example: 
Currently, the implementation of SCRIMP++ only supports self-similarity search. It would be ideal to support sub-query searching.