Anomaly detection

[wangcj05]

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Pull Request Description

What issue does this change request address? (Use "#" before the issue to link it, i.e., #42.)

Develop base class for anomaly detection, develop matrix profile class and add notebooks for testing
close #6

What are the significant changes in functionality due to this change request?

Add anomaly capability

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For Change Control Board: Change Request Review

The following review must be completed by an authorized member of the Change Control Board.

• 1. Review all computer code.
• 2. If any changes occur to the input syntax, there must be an accompanying change to the user manual and xsd schema. If the input syntax change deprecates existing input files, a conversion script needs to be added (see Conversion Scripts).
• 3. Make sure the Python code and commenting standards are respected.
• 4. Automated Tests should pass.
• 5. If significant functionality is added, there must be tests added to check this. Tests should cover all possible options. Multiple short tests are preferred over one large test.
• 6. If the change modifies or adds a requirement or a requirement based test case, the Change Control Board's Chair or designee also needs to approve the change. The requirements and the requirements test shall be in sync.
• 7. The merge request must reference an issue. If the issue is closed, the issue close checklist shall be done.

[mandd]

My major comments are here essentialy two and they target a more rich description of some of the methods here implemented and the internal variables being used by each class

[mandd]

should these variables be described?

[wangcj05]

updated.

[mandd]

are we supporting DASK?

[wangcj05]

Yes, the stumpy library has the option to use DASK for parallel calculation

[mandd]

camelcase?

[wangcj05]

As we discussed, we will keep using python "snake case" naming conventions.

[wangcj05]

@mandd FYI, I have resolved your comments.