Can anyone recommend a library for time series data mining tasks other than predictive modeling and statistical analysis? There seem to be a number for these purposes (e.g., Gretl), but nothing for the tasks of:
- Subsequence search
- Anomaly detection
- Motif discovery
Links to anything that one could interface with C/C++, Python, or Julia are especially welcome, but any help would be appreciated. Assurance that such a library does not exist would be helpful as well, since I would then know it wouldn't be a waste of time to write one...