An open source time series library for Python using Matrix Profile.
Disclaimer
I started this project because I needed to detect anomalies in time series. Matrix Profile is one of the cutting edge algorithms for this kind of problems, I realized that this algorithm uses a semi-automatic approach to solve my problem. It needs to set explicitly the value of M and I needed a complete automatic approach, so I stoped the development of this algorithm (STAMP, STOMP, auto-joins, etc.)
Nevertheless, some advances and corrections have been done by Roberto in his fork of my initial GitHub project. Hence, I consider you should work with his fork.