tsmp: An R Package for Time Series with Matrix Profile
Databases
2021-05-19 v1 Information Retrieval
Abstract
This article describes tsmp, an R package that implements the matrix profile concept for time series. The tsmp package is a toolkit that allows all-pairs similarity joins, motif, discords and chains discovery, semantic segmentation, etc. Here we describe how the tsmp package may be used by showing some of the use-cases from the original articles and evaluate the algorithm speed in the R environment. This package can be downloaded at https://CRAN.R-project.org/package=tsmp.
Keywords
Cite
@article{arxiv.1904.12626,
title = {tsmp: An R Package for Time Series with Matrix Profile},
author = {Francisco Bischoff and Pedro Pereira Rodrigues},
journal= {arXiv preprint arXiv:1904.12626},
year = {2021}
}