An open-source library of algorithms to analyse time series in GPU and CPU.

Last update: Dec 30, 2022

Overview

Khiva

Build Documentation	Build Linux and Mac OS	Build Windows	Code Coverage

Khiva is an open-source library of efficient algorithms to analyse time series in GPU and CPU. It can be used to extract insights from one or a group of time series. The large number of available methods allow us to understand the nature of each time series. Based on the results of this analysis, users can reduce dimensionality, find out recurrent motifs or discords, understand the seasonality or trend from a given time series, forecasting and detect anomalies.

Khiva provides a mean for time series analytics at scale. These analytics can be exploited in a wide range of use cases across several industries, like energy, finance, e-health, IoT, music industry, etc.

Khiva is inspired by other time series libraries as tsfresh, tslearn and hctsa among others.

Other Matrix Profile implementations

Python implementation developed at Target: https://github.com/target/matrixprofile-ts

License

This project is licensed under MPL-v2.

Installation

Currently, khiva is supported on Windows, Linux and MacOs, if you need to install the library follow the installation guide.

Contributing

The rules to contribute to this project are described here.

Builds

We have a first approach to generate a build and execute the set of tests on every pull request to the master branch. This process uses travis and appveyor. The status badges of the builds are contained at the beginning of this file.

Referencing `Khiva`

If you use Khiva in a scientific publication, we would appreciate citations:

@misc{khiva,
 title={Khiva: Accelerated time-series analytics on GPUs and CPU multicores},
 author={Ruiz-Ferrer, Justo and Vilches, Antonio and Torreno, Oscar and Cuesta, David},
 year={2018},
 note={\url{https://github.com/shapelets/khiva}}
}

Comments

Segfault and error on Mac with OpenCL and different array types

Describe the bug

Hi, I'm seeing a segfault and error on Mac with OpenCL and different array data types.

f32 - success
f64 - segfault
s32 - error (stack trace below)

  File "/usr/local/lib/python3.9/site-packages/khiva/matrix.py", line 231, in stomp_self_join
    raise Exception(str(error_message.value.decode()))
Exception: stomp_self_join: ArrayFire Exception (Internal error:998):
In function cl::Program opencl::buildProgram(const vector<std::__1::string> &, const vector<std::__1::string> &)
In file src/backend/opencl/compile_module.cpp:128
OpenCL Device: Intel(R) Iris(TM)

To Reproduce

It's easiest to reproduce with the Python library (but think it's probably related to the C++ code).

from khiva.array import Array, dtype
from khiva.library import get_backend_info, set_backend, KHIVABackend
from khiva.matrix import stomp_self_join

# everything works with the CPU backend
# set_backend(KHIVABackend.KHIVA_BACKEND_CPU)

print(get_backend_info())

# success
a = Array.from_list([1, 2, 3, 4, 5], dtype.f32)
stomp_self_join(a, 3)

# segfault
a = Array.from_list([1, 2, 3, 4, 5], dtype.f64)
stomp_self_join(a, 3)

# error
a = Array.from_list([1, 2, 3, 4, 5], dtype.s32)
stomp_self_join(a, 3)

Expected behavior

No segfault or error, like with the CPU backend.

Environment information:

OS: Mac OS 11.1
Khiva Version: 0.5.0
Khiva dependencies versions: ArrayFire 3.7.3, Boost 1.74.0

Here's the output of get_backend_info():

ArrayFire v3.7.3 (OpenCL, 64-bit Mac OSX, build default)
[0] APPLE: Intel(R) Iris(TM) Plus Graphics, 1536 MB

Additional context

Let me know if there's any I can do to help debug.

bug

opened by ankane 7

Tests fail with invalid pointer on free during make

Not sure if this is on my end or in one of my shared libraries causing the problem.

Here's the error during the build. https://gist.github.com/zpzim/a7added1e63587e162f871383e33b1dc

It might be related to Intel TBB. I get this error even when I comment out the entire test function

opened by zpzim 5
Fixing PAA to work with non divisible number of points.
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opened by avilchess 3

Linking against gtest: conan builds vs regular cmake builds

Describe the bug Linking errors raise when building the project and linking against the libraries installed by conan. Errors sample:

CMakeFiles/features.dir/featuresTest.cpp.o: In function `testing::AssertionResult testing::internal::CmpHelperEQFailure<long long, int>(char const*, char const*, long long const&, int const&)':
/home/asem/.conan/data/gtest/1.8.1/bincrafters/stable/package/4a8c5b4cd3b4d45b83fff85d53160ea02ae5fa2d/include/gtest/gtest.h:1435: undefined reference to `testing::internal::EqFailure(char const*, char const*, std::__cxx11::basic_string<char, std::char_traits<char>, std::allocator<char> > const&, std::__cxx11::basic_string<char, std::char_traits<char>, std::allocator<char> > const&, bool)'

The linking issue is fixed when linking the khiva tests against the same gtest version 1.8.0 that is built from its main repository.

Sample from CMakeCache.txt before fixing

//Path to a file.
GTEST_INCLUDE_DIRS:PATH=/home/asem/.conan/data/gtest/1.8.1/bincrafters/stable/package/4a8c5b4cd3b4d45b83fff85d53160ea02ae5fa2d/include

//Path to a library.
GTEST_LIBRARIES:FILEPATH=/home/asem/.conan/data/gtest/1.8.1/bincrafters/stable/package/4a8c5b4cd3b4d45b83fff85d53160ea02ae5fa2d/lib/libgtest.a

//Path to a library.
GTEST_MAIN_LIBRARIES:FILEPATH=/home/asem/.conan/data/gtest/1.8.1/bincrafters/stable/package/4a8c5b4cd3b4d45b83fff85d53160ea02ae5fa2d/lib/libgtest_main.a

After fixing

//Path to a file.
GTEST_INCLUDE_DIRS:PATH=/opt/gtest/include

//Path to a library.
GTEST_LIBRARIES:FILEPATH=/opt/gtest/lib/libgtest.a

//Path to a library.
GTEST_MAIN_LIBRARIES:FILEPATH=/opt/gtest/lib/libgtest_main.a

I am just reporting this case since it costed me a lot of time! Couldn't expect that conan might be the reason.

opened by A-Alaa 3

Ruby bindings

Hi, also wanted to let you know there are now Ruby bindings for Khiva. It's modeled after the Python bindings (with some minor changes to make it more Ruby-like). The C API was really nice to use and easy to follow.

If you have any feedback, feel free to let me know here or create an issue in the project. Thanks!

opened by ankane 2
Make explicit Arrayfire use config files
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[ ] Add a Mozilla Public License 2.0 license header to all the new files.

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opened by raulbocanegra 2
Improving visvalingam performance by 3x.
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opened by avilchess 2
Feature/scamp chains
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opened by jrecuerda 2
Change year
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opened by avilchess 2
Feature/headers bindings
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Added headers guards for avoid double inclusions.

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My PR does not need testing because it does not add any functional feature

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[ ] My PR does not need benchmarks because are only changes in include for avoid double inclusions.

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Add headers guards in bindings includes for C and Java.

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Mozilla Public License 2.0 license header
opened by ghost 2
Fix/operation array
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opened by avilchess 2
Visvalingam runs on both 64 and 32 floats.

Description

Visvalingam now runs transparently for float64 and float32 types.

Tests

Added DimensionalityTests.VisvalingamAF to test both scenarios.

Benchmarks

N/A

opened by justoruiz 0
Update .appveyor.yml
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opened by avilchess 0

Fix broken test ClusteringTests.KShapeDouble

18/211 Test  #18: ClusteringTests.KShapeDouble .....................................***Failed   18.02 sec
Running main() from C:\dev\vcpkg\buildtrees\gtest\src\ase-1.10.0-9cde347ce0.clean\googletest\src\gtest_main.cc
Note: Google Test filter = ClusteringTests.KShapeDouble
[==========] Running 1 test from 1 test suite.
[----------] Global test environment set-up.
[----------] 1 test from ClusteringTests
[ RUN      ] ClusteringTests.KShapeDouble
←[32m[----------]←[0m CPU backend, device: Intel CPU
[----------] CUDA backend, device: GeForce_RTX_2060
←[32m[----------]←[0m OPENCL backend, device: GeForce_RTX_2060
←[32m[----------]←[0m OPENCL backend, device: Intel(R)_UHD_Graphics
unknown file: error: C++ exception with description "ArrayFire Exception (Internal error:998):
OpenCL Error (-59): Invalid Operation when calling clEnqueueMapBuffer
In function class af::array __cdecl af::matmul(const class af::array &,const class af::array &,const af_mat_prop,const af_mat_prop)
In file src\api\cpp\blas.cpp:20" thrown in the test body.
[  FAILED  ] ClusteringTests.KShapeDouble (17741 ms)
[----------] 1 test from ClusteringTests (17741 ms total)

[----------] Global test environment tear-down
[==========] 1 test from 1 test suite ran. (17741 ms total)
[  PASSED  ] 0 tests.
[  FAILED  ] 1 test, listed below:
[  FAILED  ] ClusteringTests.KShapeDouble

 1 FAILED TEST

opened by marregui 0

Fix broken test ClusteringTests.KShapeFloat

17/211 Test  #17: ClusteringTests.KShapeFloat ......................................***Failed   18.88 sec
Running main() from C:\dev\vcpkg\buildtrees\gtest\src\ase-1.10.0-9cde347ce0.clean\googletest\src\gtest_main.cc
Note: Google Test filter = ClusteringTests.KShapeFloat
[==========] Running 1 test from 1 test suite.
[----------] Global test environment set-up.
[----------] 1 test from ClusteringTests
[ RUN      ] ClusteringTests.KShapeFloat
←[32m[----------]←[0m CPU backend, device: Intel CPU
[----------] CUDA backend, device: GeForce_RTX_2060
←[32m[----------]←[0m OPENCL backend, device: GeForce_RTX_2060
←[32m[----------]←[0m OPENCL backend, device: Intel(R)_UHD_Graphics
unknown file: error: C++ exception with description "ArrayFire Exception (Internal error:998):
OpenCL Error (-59): Invalid Operation when calling clEnqueueMapBuffer
In function class af::array __cdecl af::matmul(const class af::array &,const class af::array &,const af_mat_prop,const af_mat_prop)
In file src\api\cpp\blas.cpp:20" thrown in the test body.
[  FAILED  ] ClusteringTests.KShapeFloat (18594 ms)
[----------] 1 test from ClusteringTests (18594 ms total)

[----------] Global test environment tear-down
[==========] 1 test from 1 test suite ran. (18594 ms total)
[  PASSED  ] 0 tests.
[  FAILED  ] 1 test, listed below:
[  FAILED  ] ClusteringTests.KShapeFloat

 1 FAILED TEST

opened by marregui 0

Fix broken test MatrixTests.FindBestDiscordsMultipleProfiles

166/211 Test #166: MatrixTests.FindBestDiscordsMultipleProfiles .....................***Failed   19.85 sec
Running main() from C:\dev\vcpkg\buildtrees\gtest\src\ase-1.10.0-9cde347ce0.clean\googletest\src\gtest_main.cc
Note: Google Test filter = MatrixTests.FindBestDiscordsMultipleProfiles
[==========] Running 1 test from 1 test suite.
[----------] Global test environment set-up.
[----------] 1 test from MatrixTests
[ RUN      ] MatrixTests.FindBestDiscordsMultipleProfiles
←[32m[----------]←[0m CPU backend, device: Intel CPU
[----------] CUDA backend, device: GeForce_RTX_2060
C:\Users\MiguelArregui\workspace\khiva\test\matrixTest.cpp(1148): error: Expected equality of these values:
  subsequenceIndicesHost[0]
    Which is: 10
  0
←[32m[----------]←[0m OPENCL backend, device: GeForce_RTX_2060
←[32m[----------]←[0m OPENCL backend, device: Intel(R)_UHD_Graphics
←[32m[----------]←[0m OPENCL backend, device: Intel(R)_Core(TM)_i7-10875H_CPU @ 2.30GHz
[  FAILED  ] MatrixTests.FindBestDiscordsMultipleProfiles (19597 ms)
[----------] 1 test from MatrixTests (19597 ms total)

[----------] Global test environment tear-down
[==========] 1 test from 1 test suite ran. (19597 ms total)
[  PASSED  ] 0 tests.
[  FAILED  ] 1 test, listed below:
[  FAILED  ] MatrixTests.FindBestDiscordsMultipleProfiles

 1 FAILED TEST

opened by marregui 0

Fix broken test due to fltpt precission FeaturesTests.FftAggregated

74/211 Test  #74: FeaturesTests.FftAggregated ......................................***Failed   11.05 sec
Running main() from C:\dev\vcpkg\buildtrees\gtest\src\ase-1.10.0-9cde347ce0.clean\googletest\src\gtest_main.cc
Note: Google Test filter = FeaturesTests.FftAggregated
[==========] Running 1 test from 1 test suite.
[----------] Global test environment set-up.
[----------] 1 test from FeaturesTests
[ RUN      ] FeaturesTests.FftAggregated
←[32m[----------]←[0m CPU backend, device: Intel CPU
[----------] CUDA backend, device: GeForce_RTX_2060
←[32m[----------]←[0m OPENCL backend, device: GeForce_RTX_2060
←[32m[----------]←[0m OPENCL backend, device: Intel(R)_UHD_Graphics
←[32m[----------]←[0m OPENCL backend, device: Intel(R)_Core(TM)_i7-10875H_CPU @ 2.30GHz
C:\Users\MiguelArregui\workspace\khiva\test\featuresTest.cpp(481): error: The difference between fft[3] and f4 is 1.1920928955078125e-06, which exceeds EPSILON, where
fft[3] evaluates to 3.642664909362793,
f4 evaluates to 3.6426661014556885, and
EPSILON evaluates to 9.9999999999999995e-07.
[  FAILED  ] FeaturesTests.FftAggregated (10790 ms)
[----------] 1 test from FeaturesTests (10790 ms total)

[----------] Global test environment tear-down
[==========] 1 test from 1 test suite ran. (10790 ms total)
[  PASSED  ] 0 tests.
[  FAILED  ] 1 test, listed below:
[  FAILED  ] FeaturesTests.FftAggregated

1 FAILED TEST

opened by marregui 0

Releases(v0.5.0)

v0.5.0(Apr 29, 2020)
Improved

Performance improvement in Visvalingam algorithm.

Input arrays now are passed by const reference.

Functions on C interface accepts input parameters by value instead of pointer.

Improved error handling capabilities in JNI and C bindings.

Fixed

Leaks when retrieving memory from device to host.

Fixes from clang tidy static analysis.

Source code(tar.gz)
Source code(zip)
khiva-0.5.0-1.x86_64.rpm(5.86 MB)
khiva-khiva_0.5.0_amd64.deb(5.85 MB)
khiva-v0.5.0.exe(5.31 MB)
khiva-v0.5.0.pkg(5.81 MB)
khiva-v0.5.0.sh(5.86 MB)
v0.4.0(Sep 6, 2019)
Added

MatrixProfileLR. This version only checks occurrences of a given query either forward or backwards on the sequence.

MatrixProfile implementation based on SCAMP method from Zach Zimmerman.

getChains method, it is based on Eaamon Keogh's research group version.

Improved

Error handling capabilities, our core and bindings now throw exceptions when an error occurs.

Performance improvement in our Visvalingam method up to 3x.

Fixed

Precision fixes on Stddev method.

Fix in findBestNOcurrences.

Updated

Travis base image to Ubuntu Bionic.

khiva is published as a dynamic library from now on.

Source code(tar.gz)
Source code(zip)
khiva-0.4.0-1.x86_64.rpm(5.85 MB)
khiva-0.4.0.tar.gz(381.43 KB)
khiva-0.4.0.zip(473.28 KB)
khiva-khiva_0.4.0_amd64.deb(5.84 MB)
khiva-v0.4.0.exe(5.29 MB)
khiva-v0.4.0.pkg(5.82 MB)
khiva-v0.4.0.sh(5.85 MB)
v0.3.0(Jun 11, 2019)
Added

mass (Mueen's Algorithm for Similarity Search) function with a proper public interface.

findBestNOccurrences function.

setDeviceMemoryInGB function has been added to the Library namespace. It allows to set the device memory in order to scale some hard-coded values that have been found out for a 4GB device.

Improved

STOMP (self-join) performance has been improved by a ~54%.

Fixed

STOMP unit tests failing for some backends.

STOMP (self-join) doesn't crash in batched mode for long time series.

Removed

Some internal functions in the Matrix namespace used to compute intermediate results have been removed from the public API.

Source code(tar.gz)
Source code(zip)
khiva-0.3.0-1.x86_64.rpm(6.34 MB)
khiva-0.3.0.tar.gz(365.25 KB)
khiva-0.3.0.zip(452.58 KB)
khiva-khiva_0.3.0-1_amd64.deb(6.34 MB)
khiva-v0.3.0.exe(5.74 MB)
khiva-v0.3.0.pkg(6.34 MB)
khiva-v0.3.0.sh(6.35 MB)
v0.2.3(May 24, 2019)
Fixed

Check and retain arrays in the JNI binding

Source code(tar.gz)
Source code(zip)
khiva-0.2.3-1.x86_64.rpm(6.33 MB)
khiva-khiva_0.2.3-1_amd64.deb(6.34 MB)
khiva-v0.2.3.exe(5.73 MB)
khiva-v0.2.3.pkg(1022.83 KB)
khiva-v0.2.3.sh(6.35 MB)
v0.2.2(Apr 4, 2019)
Added

Join function in the array namespace. This function joins two given arrays along the specified dimension.

Source code(tar.gz)
Source code(zip)
khiva-0.2.2-1.x86_64.rpm(7.29 MB)
khiva-khiva_0.2.2-1_amd64.deb(7.29 MB)
khiva-v0.2.2.exe(6.25 MB)
khiva-v0.2.2.pkg(7.29 MB)
khiva-v0.2.2.sh(7.31 MB)
v0.2.1(Mar 12, 2019)
Fixed

KShape Algorithm with double precision data.

Source code(tar.gz)
Source code(zip)
khiva-0.2.1-1.x86_64.rpm(7.29 MB)
khiva-khiva_0.2.1-1_amd64.deb(7.29 MB)
khiva-v0.2.1.exe(6.26 MB)
khiva-v0.2.1.pkg(7.29 MB)
khiva-v0.2.1.sh(7.31 MB)
v0.2.0(Feb 18, 2019)
Added

KMeans algorithm.

KShape Algorithm.

Added Ljung-Box test.

Installation script for Windows.

SBD distance function.

Header checks in all header files from core library and bindings.

Changed

Implementation improvement of stomp function and find motifs and discords functions.

Readme and installation Guide have been improved.

Fixed

PAA method for non divisible number of points.

Crosscorrelation function to work with several time series.

Conan script to work with new conan version.

Documentation generator to work with new PIP version.

Cmake path for windows in installation guide.

Source code(tar.gz)
Source code(zip)
khiva-0.2.0-1.x86_64.rpm(7.20 MB)
khiva-khiva_0.2.0-1_amd64.deb(7.21 MB)
khiva-v0.2.0.exe(6.17 MB)
khiva-v0.2.0.pkg(7.18 MB)
khiva-v0.2.0.sh(7.23 MB)
v0.1.0(Jun 11, 2018)
Added

Binding for Matlab.

Statistics namespace.

Features namespace.

Dimensionality namespace.

Polynomial namespace.

LinAlg namespace.

Normalization namespace.

Regression namespace.

Regularization namespace.

Support for Windows and Linux (Ubuntu 16.04 LTS).

Documentation using breathe.

Async. memory management.

Operators for Khiva Arrays class for all bindings (Java, Python, C++, R)

Removed

Simplification namespace.

Source code(tar.gz)
Source code(zip)
khiva-0.1.0-1.x86_64.rpm(3.15 MB)
khiva-khiva_0.1.0_amd64.deb(3.15 MB)
khiva-v0.1.0-ci.sh(6.15 MB)
khiva-v0.1.0-OnlyCPU.pkg(6.11 MB)
khiva-v0.1.0-unattended.exe(5.61 MB)
khiva-v0.1.0.exe(5.61 MB)
khiva-v0.1.0.pkg(6.11 MB)
khiva-v0.1.0.sh(3.17 MB)

Owner

Shapelets

Accelerated Time Series Analytics

GitHub Repository https://khiva.readthedocs.io/

An open-source library of algorithms to analyse time series in GPU and CPU.

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Documentation

Releases(v0.5.0)

v0.5.0(Apr 29, 2020)

Improved

Fixed

v0.4.0(Sep 6, 2019)

Added

Improved

Fixed

Updated

v0.3.0(Jun 11, 2019)

Added

Improved

Fixed

Removed

v0.2.3(May 24, 2019)

Fixed

v0.2.2(Apr 4, 2019)

Added

v0.2.1(Mar 12, 2019)

Referencing `Khiva`