Motifs in multiple time series

[tomnewg]

Hi stumpy community,

I was wondering if someone can point me in the right direction. I have been experimenting with the Matrix Profile and stumpy. Such an awesome new methodlogy. In my current analysis, I have multiple time series where I want to find common Motifs.
I looked at the https://stumpy.readthedocs.io/en/latest/Tutorial_AB_Joins.html
Is there a way to run this analysis over more than two time series? Is it possible that I can search for a specific Motif that I found in one time series to find in another?

Many thanks for your help

Tom

[seanlaw]

@tomnewg Welcome to the STUMPY community and thank you for your question!

So, if you already have a motif in mind and you want to search for a specific pattern then you may be interested this fast pattern matching tutorial. You may need to wrap this into a simple for-loop if you want to loop through multiple time series.

Additionally, if you want to find motifs across multiple time series (i.e., you don't have a pattern in mind) then you might try the "ostinato" algorithm and you can learn more from this tutorial.

If this doesn't quite answer your question then please feel free to provide some more information or a minimum reproducible code sample and I can try to help.

[tomnewg]

Hi Sean,

thank you so much for your answers. I will give this a go and will revert back.
Thank you so much for stumpy in general and your youtube video you made for the PyData Global conference. I stumbled over Matrix Profile and all the papers and was thinking if there were a python library that applies these papers that would be a dream. And then I found your video and you did exactly that. Awesome work!