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Presentation materials for PyData 2020: Matrix Profile API: A novel cross-language API for time series analysis

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Overview

This repository is used to re-create the plots and code for the PyData Global 2020 presentation.

Setup

This code base utilizes anaconda for environmental dependencies. You may obtain anaconda here.

Checkout the repository:

git clone https://github.com/matrix-profile-foundation/pydata2020.git pydata2020-mpf

Install dependencies:

cd pydata2020-mpf
conda env create -f environment.yaml 
conda activate pydata2020-mpf

# for a jupyter kernel with the conda environment
python -m ipykernel install --user --name=pydata2020-mpf

Code Execution

The code is distributed using Jupyter notebooks. You may launch jupyter lab and view the notebooks with the following commands (assuming you are still in the local repository directory).

jupyter lab

Order of Review

It is suggested, not required, to review the notebooks in the following order:

  1. Dataset Overview
  2. Transform Dataset
  3. Computing Distance Matrix
  4. MPDist vs Euclidean
  5. MPDist vs DTW
  6. Hierarchical Clustering
  7. HDBScan Clustering

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Presentation materials for PyData 2020: Matrix Profile API: A novel cross-language API for time series analysis

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