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Questions tagged [stumpy]

9 questions
5
votes
1 answer

np.float not matching both np.float32 and np.float64

I am looking for a way to check if a numpy array is np.float64 or np.float32. This works fine for np.float64: a = np.random.rand(10) if not issubclass(a.dtype.type, np.float): raise "Wrong type" # No exception is raised for np.float64 But…
slaw
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1 answer

Detecting pattern in OHLC data in Python

I have the following set of OHLC data: [[datetime.datetime(2020, 7, 1, 6, 30), '0.00013449', '0.00013866', '0.00013440', '0.00013857', '430864.00000000', 1593579599999, '59.09906346', 1885, '208801.00000000', '28.63104974', '0', 3.0336828016952944],…
Jack022
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1
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4 answers

Detecting patterns from two arrays of data in Python

I'm trying to detect patterns from open-high-low-close (OHLC) data, so here is what I did: Find local minima and maxima on the dataset Normalize my data by converting the array of local minima and maxima to an array of numbers, where every number…
Jack022
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0 answers

motifs function in the module matrixprofile.motifs doesn't return the exact count given in max_motifs(ts, mp, max_motifs=10)

Here I use stumpy.stumped to find the matrix profile This is my time-series(Entire data) Entire_data= spark.sql('SELECT Closw from rk02_eurusd_candlestick_1_m_bid_01_01_2018_31_12_2018_csv where Closw is not null order by Gmt_time').toPandas() …
Fashil
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1 answer

Why is the behaviour of stumpy.stump changing so abruptly? Why is it unable to match constant intervals as the same shape?

I want to find similar shapes in time series using stumpy. However there seems to be some kind of special treatment of values that I do not understand. Let me give you an example: import numpy as np import matplotlib.pyplot as plt import…
Noskario
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Stumpy: Example of finding top-k motifs not working

I am trying to recreate the example shown in https://github.com/TDAmeritrade/stumpy/discussions/438. Stumpy 1.11.1 seems to find just 1 motif; the size of the returned inde in the call to stumpy.motifs() is (1, 10). Can someone please help? Running…
user98568
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1 answer

Stumpy: Option to get plain distance rather than z-normalized version

I am carrying out a task where it would be more favourable to compute a regular distance than a z-normalized distance which stumpy.stump computes. Is there any way of doing this with this stumpy?
jim travis
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1 answer

I get a SyntaxError in "parse" when importing stumpy

I am trying to import stumpy, but I'm always getting an a SyntaxError: import stumpy Traceback (most recent call last): File "C:\ProgramData\Anaconda3\lib\site-packages\IPython\core\interactiveshell.py", line 3296, in run_code exec(code_obj,…
Dirk
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2 answers

What is window_size in time-series and What are the advantages and disadvantages of having small and large window_size?

I am quite beginner in machine learning. I have tried a lot to understand this concept but I am unable to understand it on google. I need to understand this concept in easy way. Please explain this question in easy words and much detail.
Haseeb Tariq
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