Add matrix profile as an optional import.

[bvanelli]

There are many issues regarding matrixprofile not being supported anymore:

#972
#937
#952
#932

These are all related to the outdated dependency matrixprofile.

This draft MR introduces matrix profile as an optional dependency. It also makes sure many users can run this code in newer versions of python or different cpus.

Could any maintainer take a look?

[michaelosthege]

ping @kempa-liehr is there any ETA for a new release with Python 3.10 / 3.11 support?

It looks like this PR might get the tsfresh package much closer to that.

[arturdaraujo]

This PR seems pretty good to me. Matrixprofile is the main package causing dependency problems, so after this PR the package will work with most packages on python 3.9 and 3.10.

what do you think? @kempa-liehr

[arturdaraujo]

What the mantainers of package think? This PR will let tsfresh support 3.9 and 3.11 as @michaelosthege said.
This PR is just waiting to be approved
@nils-braun @kempa-liehr @MaxBenChrist @kempa-liehr @dbarbier @earthgecko

[arturdaraujo]

@erezinman can you check this PR? I think you were talking about something like this, right?

@kempa-liehr sorry for being annoying, I just don't want to see tsfresh become obsolete as it is the best time series feature extraction out there.

[arturdaraujo]

@kempa-liehr Please have a look at this

[kempa-liehr]

@bvanelli, @michaelosthege, @aiwalter, @PJPRoche, @williamgilpin, @arturdaraujo, @enrique-wesper, @0liu, @vanbenschoten, @CyrilLeMat, @erezinman, @Luke12062, @antonindurieux

Thanks for the discussion, solutions, and encouraging feedback! Please accept my apologies for letting this problem dangle for so long. We are currently rebuilding the maintenance team and are confident to support the community more efficiently!

Cheers,
Andreas

[bvanelli]

Whoa, that is nice. Thanks for taking the time everyone. My solution for now excludes the feature completely but since this got merged I might consider in the future to extend mp with stomp, please ping me in an issue if someone finds problems with the current implementation.

Wish everyone merry Christmas and happy new year!

[aiwalter]

would it be possible to make a new tsfresh release with this changes?

[kempa-liehr]

@aiwalter, v0.20.0 has now been released: https://github.com/blue-yonder/tsfresh/releases/tag/v0.20.0

Happy New Year!

[arturdaraujo]

Don't forget about releasing on conda-forge! Anyway, what a day! Thanks @kempa-liehr