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matrixprofile
Time series data mining with the Matrix Profile
What it is
A Python library for time series data mining built on the Matrix Profile data structure and its algorithms. It finds repeated patterns, known as motifs, and unusual segments that may signal anomalies. Quant researchers and data analysts looking for structure in long series are the intended users. The Matrix Profile finds shapes in data but does not explain them, so findings still need interpretation in a market context.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Strategy research |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 384. Gaps mean no snapshot was taken that day.
Time series data mining library built on top of the novel Matrix Profile data structure and algorithms.
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