Added matrix profile using stumpy

[utsavcoding]

matrix_profile.py with soft dependency check for stumpy added

Reference Issues/PRs

#450

What does this implement/fix? Explain your changes.

Interface and wrap stumpy.stump in series-to-series transformer.

Does your contribution introduce a new dependency? If yes, which one?

No hard dependency, but stumpy is introduced as soft dependency

PR checklist

For all contributions

• I've added myself to the list of contributors.
• Optionally, I've updated sktime's CODEOWNERS to receive notifications about future changes to these files.
• I've added unit tests and made sure they pass locally.

For new estimators

• I've added the estimator to the online documentation.
• I've updated the existing example notebooks or provided a new one to showcase how my estimator works.

Any other comments?

[mloning]

As a next step, take a look at the CONTRIBUTING.md to find out where you have to add stumpy to our dependency specification files.

[utsavcoding]

As a next step, take a look at the CONTRIBUTING.md to find out where you have to add stumpy to our dependency specification files.

I checked out CONTRIBUTING.md, but I think those are relevant to hard dependency. Do I need to add something for the soft dependency?

[mloning]

@utsavcoding in order to get the unit tests to pass you need to add it in build_tools/requirements.txt and in setup.py extra requirements. If you want to add a tutorial notebook later on, you also have to add it in .binder/requirements.txt.

[utsavcoding]

@utsavcoding in order to get the unit tests to pass you need to add it in build_tools/requirements.txt and in setup.py extra requirements. If you want to add a tutorial notebook later on, you also have to add it in .binder/requirements.txt.

[mloning]

Hi @utsavcoding, in order to get the unit tests to pass you need to add it in build_tools/requirements.txt and in setup.py extra requirements. If you want to add a tutorial notebook later on, you also have to add it in .binder/requirements.txt.

Let me know if you need help with that, I don't see the error that you see at the moment because stumpy isn't installed because it is not specified in the requirements.

[mloning]

FYI we had some CI issues, but they're now fixed on master, so you need to update your branch with the latest changes on master.

[utsavcoding]

@mloning I have synced my local master branch with the latest updates. And I have added the dependency in as per mentioned above, but I am still facing a key error issue due to which 2 of the pytest(test_all_estimators.py, test_all_transformers.py) are failing.

[mloning]

FYI your master was still out-of-sync (see my latest commit), I'm going to take a look over the next few days!

[utsavcoding]

@mloning I have pushed in the changes with default window_length=3 for matrix profile. Can you please review it.

[utsavcoding]

@mloning Added configuration for stumpy in check_soft_dependencies.py(failure of azure build in github).

[mloning]

Nice work @utsavcoding, all tests pass, everything looks good to me! I'll leave it open a bit longer in case others want to comment before we merge.

[mloning]

Thanks again @utsavcoding - great work!