go-matrixprofile

Golang library for computing a matrix profiles and matrix profile indexes. Features also include time series segmentation and motif discovery after computing the matrix profile. https://godoc.org/github.com/aouyang1/go-matrixprofile

Contents

• Installation
• Quick start
• Benchmarks

Installation

$ go get -u github.com/aouyang1/go-matrixprofile/matrixprofile

Quick start

$ cat example_mp.go

package main

import (
	"fmt"

	"github.com/aouyang1/go-matrixprofile/matrixprofile"
)

func main() {
	sig := []float64{0, 0.99, 1, 0, 0, 0.98, 1, 0, 0, 0.96, 1, 0}

	mp, err := matrixprofile.New(sig, nil, 4)
	if err != nil {
		panic(err)
	}

	if err = mp.Stmp(); err != nil {
		panic(err)
	}

	fmt.Printf("Signal:         %.3f\n", sig)
	fmt.Printf("Matrix Profile: %.3f\n", mp.MP)
	fmt.Printf("Profile Index:  %5d\n", mp.Idx)
}

$ go run example_mp.go
Signal:         [0.000 0.990 1.000 0.000 0.000 0.980 1.000 0.000 0.000 0.960 1.000 0.000]
Matrix Profile: [0.014 0.014 0.029 0.029 0.014 0.014 0.029 0.029 0.029]
Profile Index:  [    4     5     6     7     0     1     2     3     4]

Benchmarks

Benchmark name	NumReps	Time/Rep	Memory/Rep	Alloc/Rep
BenchmarkZNormalize-4	10000000	178 ns/op	256 B/op	1 allocs/op
BenchmarkMovstd-4	200000	11908 ns/op	27136 B/op	3 allocs/op
BenchmarkCrossCorrelate-4	20000	66093 ns/op	34053 B/op	4 allocs/op
BenchmarkMass-4	20000	68604 ns/op	42501 B/op	6 allocs/op
BenchmarkDistanceProfile-4	20000	66735 ns/op	42501 B/op	6 allocs/op
BenchmarkStmp/m16-4	20	71546986 ns/op	42202424 B/op	5958 allocs/op
BenchmarkStmp/m32-4	20	67491284 ns/op	42202424 B/op	5958 allocs/op
BenchmarkStmp/m64-4	20	72172709 ns/op	42202424 B/op	5958 allocs/op
BenchmarkStmp/m128-4	20	68277992 ns/op	42202424 B/op	5958 allocs/op